Accurate emulators for large-scale computer experiments
From MaRDI portal
Abstract: Large-scale computer experiments are becoming increasingly important in science. A multi-step procedure is introduced to statisticians for modeling such experiments, which builds an accurate interpolator in multiple steps. In practice, the procedure shows substantial improvements in overall accuracy, but its theoretical properties are not well established. We introduce the terms nominal and numeric error and decompose the overall error of an interpolator into nominal and numeric portions. Bounds on the numeric and nominal error are developed to show theoretically that substantial gains in overall accuracy can be attained with the multi-step approach.
Recommendations
Cites work
- scientific article; zbMATH DE number 3856278 (Why is no real title available?)
- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
- scientific article; zbMATH DE number 5281111 (Why is no real title available?)
- scientific article; zbMATH DE number 45848 (Why is no real title available?)
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 410129 (Why is no real title available?)
- scientific article; zbMATH DE number 1209388 (Why is no real title available?)
- scientific article; zbMATH DE number 775913 (Why is no real title available?)
- scientific article; zbMATH DE number 822320 (Why is no real title available?)
- scientific article; zbMATH DE number 3367521 (Why is no real title available?)
- scientific article; zbMATH DE number 2231192 (Why is no real title available?)
- A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
- A combinatorial central limit theorem for randomized orthogonal array sampling designs
- A construction method for orthogonal Latin hypercube designs
- A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments
- A new and flexible method for constructing designs for computer experiments
- A theorem for selecting oa-based latin hypercubes using a distance criterion
- An algorithm for selecting a good value for the parameter \(c\) in radial basis function interpolation
- An approach to constructing nested space-filling designs for multi-fidelity computer experiments
- Approximating Likelihoods for Large Spatial Data Sets
- Compactly supported correlation functions
- Construction of nested space-filling designs
- Construction of orthogonal and nearly orthogonal Latin hypercubes
- Covariance tapering for likelihood-based estimation in large spatial data sets
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Error estimates for multilevel approximation using polyharmonic splines
- Large Sample Properties of Simulations Using Latin Hypercube Sampling
- Lattice sampling revisited: Monte Carlo variance of means over randomized orthogonal arrays
- Meshfree approximation methods with Matlab. With CD-ROM.
- Monte Carlo Variance of Scrambled Net Quadrature
- Monte Carlo estimates of the log determinant of large sparse matrices
- Multilevel interpolation and approximation
- Multiscale analysis in Sobolev spaces on bounded domains
- Multiscale analysis in Sobolev spaces on the sphere
- Multistep approximation algorithms: Improved convergence rates through postconditioning with smoothing kernels
- Multistep scattered data interpolation using compactly supported radial basis functions
- Nested Latin hypercube designs
- Nested lattice sampling: a new sampling scheme derived by randomizing nested orthogonal arrays
- Nested space-filling designs for computer experiments with two levels of accuracy.
- On Latin hypercube sampling
- On the asymptotic distribution of scrambled net quadrature.
- Orthogonal Array-Based Latin Hypercubes
- Orthogonal Column Latin Hypercubes and Their Application in Computer Experiments
- Orthogonal and nearly orthogonal designs for computer experiments
- Orthogonal arrays. Theory and applications
- Orthogonal-maximin Latin hypercube designs
- Scattered Data Approximation
- Scrambled net variance for integrals of smooth functions
- Sliced space-filling designs
- The design and analysis of computer experiments.
- Theory of Reproducing Kernels
- Uniform Design: Theory and Application
Cited in
(25)- A new and flexible design construction for orthogonal arrays for modern applications
- Functional-input Gaussian processes with applications to inverse scattering problems
- Monotone Emulation of Computer Experiments
- Fast prediction of deterministic functions using sparse grid experimental designs
- Construction of high-dimensional high-separation distance designs
- Predicting the Output From a Stochastic Computer Model When a Deterministic Approximation is Available
- Predictive Subdata Selection for Computer Models
- Transformation and Additivity in Gaussian Processes
- A theoretical framework for calibration in computer models: parametrization, estimation and convergence properties
- A Clustered Gaussian Process Model for Computer Experiments
- Controlling Sources of Inaccuracy in Stochastic Kriging
- Practical Heteroscedastic Gaussian Process Modeling for Large Simulation Experiments
- A framework for controlling sources of inaccuracy in Gaussian process emulation of deterministic computer experiments
- Cross-validation-based adaptive sampling for Gaussian process models
- Calibrating a large computer experiment simulating radiative shock hydrodynamics
- Sequential Model-Based Optimization for Continuous Inputs with Finite Decision Space
- Variable selection and sensitivity analysis using dynamic trees, with an application to computer code performance tuning
- Multiresolution functional ANOVA for large-scale, many-input computer experiments
- On the interface between nested designs and the multi-step interpolator
- On the construction of nested space-filling designs
- Maximum Likelihood Estimation for a Smooth Gaussian Random Field Model
- On the instability issue of gradient-enhanced Gaussian process emulators for computer experiments
- Composite Gaussian process models for emulating expensive functions
- Stacking Designs: Designing Multifidelity Computer Experiments with Target Predictive Accuracy
- Known Boundary Emulation of Complex Computer Models
This page was built for publication: Accurate emulators for large-scale computer experiments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q449978)
