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Bayesian integrative analysis for multi-fidelity computer experiments

文献类型：期刊论文

作者Wei, Yunfei1,2; Xiong, Shifeng2
刊名JOURNAL OF APPLIED STATISTICS
出版日期2019-08-18
卷号46期号:11页码:1973-1987
关键词Correlated priors Gaussian process Kriging penalization uncertainty quantification
ISSN号0266-4763
DOI10.1080/02664763.2019.1575340
英文摘要This paper proposes a Bayesian integrative analysis method for linking multi-fidelity computer experiments. Instead of assuming covariance structures of multivariate Gaussian process models, we handle the outputs from different levels of accuracy as independent processes and link them via a penalization method that controls the distance between their overall trends. Based on the priors induced by the penalty, we build Bayesian prediction models for the output at the highest accuracy. Simulated and real examples show that the proposed method is better than existing methods in terms of prediction accuracy for many cases.
资助项目Chinese Ministry of Science and Technology of the People's Republic of China[2016YFF0203801] ; National Natural Science Foundation of China[11671386] ; National Natural Science Foundation of China[11871033] ; Key Laboratory of Systems and Control, CAS
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000472110500004
出版者TAYLOR & FRANCIS LTD
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/34975]  
专题系统科学研究所
通讯作者Xiong, Shifeng
作者单位1.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, NCMIS, Beijing, Peoples R China
推荐引用方式
GB/T 7714		 Wei, Yunfei,Xiong, Shifeng. Bayesian integrative analysis for multi-fidelity computer experiments[J]. JOURNAL OF APPLIED STATISTICS,2019,46(11):1973-1987.
APA Wei, Yunfei,&Xiong, Shifeng.(2019).Bayesian integrative analysis for multi-fidelity computer experiments.JOURNAL OF APPLIED STATISTICS,46(11),1973-1987.
MLA Wei, Yunfei,et al."Bayesian integrative analysis for multi-fidelity computer experiments".JOURNAL OF APPLIED STATISTICS 46.11(2019):1973-1987.

入库方式： OAI收割

来源：数学与系统科学研究院

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