Bayesian sequential data collection for stochastic simulation calibration

DOI10.1016/J.EJOR.2019.01.073MaRDI QIDQ1735194zbMATH OpenOpenAlexWikidataFDO

Authors Bo Wang, Qiong Zhang, Wei Xie

Publication date 28 March 2019

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2019.01.073

zbMATH Keywords

Bayesian methodcalibrationdetailed sample pathssequential experiment designsimulation

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical design (62L05)

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Cites work

• A frequentist approach to computer model calibration
• A Knowledge-Gradient Policy for Sequential Information Collection
• A theoretical framework for calibration in computer models: parametrization, estimation and convergence properties
• Bayesian calibration of computer models. (With discussion)
• Calibrating a large computer experiment simulating radiative shock hydrodynamics
• Efficient calibration for imperfect computer models
• Finite-capacity production planning algorithms for a semiconductor wafer fabrication facility
• Fixed Rank Kriging for Very Large Spatial Data Sets
• Fully sequential procedures for large-scale ranking-and-selection problems in parallel computing environments
• ON STATIONARY PROCESSES IN THE PLANE
• On the convergence rates of expected improvement methods
• Sequential selection with unknown correlation structures
• The correlated knowledge gradient for simulation optimization of continuous parameters using Gaussian process regression
• The local time method for targeting and selection

Cited in

(2)

• Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
• Bayesian optimisation vs. input uncertainty reduction

Describes a project that uses

Uses Software

• FRK
• lhs

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