PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES
文献类型：期刊论文
| 作者 | Tuo, Rui1 ; Wu, C. F. Jeff2
|
| 刊名 | STATISTICA SINICA
 |
| 出版日期 | 2018-04-01 |
| 卷号 | 28期号:2页码:743-759 |
| 关键词 | Bayesian inference computer experiments kriging |
| ISSN号 | 1017-0405 |
| DOI | 10.5705/ss.202016.0209 |
| 英文摘要 | Kennedy and O'Hagan (2001) propose a model for calibrating some unknown parameters in a computer model and estimating the discrepancy between the computer output and physical response. This model is known to have certain identifiability issues. Tuo and Wu (2016) show that there are examples for which the Kennedy-O'Hagan method renders unreasonable results in calibration. In spite of its unstable performance in calibration, the Kennedy-O'Hagan approach has a more robust behavior in predicting the physical response. In this work, we present some theoretical analysis to show the consistency of predictor based on their calibration model in the context of radial basis functions. |
| 资助项目 | National Center for Mathematics and Interdisciplinary Sciences in CAS ; NSFC[11501551] ; NSFC[11271355] ; NSFC[11671386] ; NSF[DMS 1564438] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000450211500010 |
| 出版者 | STATISTICA SINICA |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/31718]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Tuo, Rui |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA |
| 推荐引用方式 GB/T 7714 | Tuo, Rui,Wu, C. F. Jeff. PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES[J]. STATISTICA SINICA,2018,28(2):743-759. |
| APA | Tuo, Rui,&Wu, C. F. Jeff.(2018).PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES.STATISTICA SINICA,28(2),743-759. |
| MLA | Tuo, Rui,et al."PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES".STATISTICA SINICA 28.2(2018):743-759. |
入库方式： OAI收割
来源：数学与系统科学研究院
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