Efficient calibration for imperfect computer models
From MaRDI portal
Abstract: Many computer models contain unknown parameters which need to be estimated using physical observations. Kennedy and O'Hagan (2001) shows that the calibration method based on Gaussian process models proposed by Kennedy and O'Hagan (2001) may lead to unreasonable estimate for imperfect computer models. In this work, we extend their study to calibration problems with stochastic physical data. We propose a novel method, called the calibration, and show its semiparametric efficiency. The conventional method of the ordinary least squares is also studied. Theoretical analysis shows that it is consistent but not efficient. Numerical examples show that the proposed method outperforms the existing ones.
Recommendations
- Computer model calibration with confidence and consistency
- Calibration of Inexact Computer Models with Heteroscedastic Errors
- A theoretical framework for calibration in computer models: parametrization, estimation and convergence properties
- Fast Calibration for Computer Models with Massive Physical Observations
- A frequentist approach to computer model calibration
- Computer Model Calibration Using High-Dimensional Output
- Calibration of computer models with multivariate output
- Calibration of imperfect models to biased observations
- Optimization-based calibration of simulation input models
- Bayesian Projected Calibration of Computer Models
Cites work
- scientific article; zbMATH DE number 1804115 (Why is no real title available?)
- scientific article; zbMATH DE number 5654889 (Why is no real title available?)
- scientific article; zbMATH DE number 45848 (Why is no real title available?)
- scientific article; zbMATH DE number 52492 (Why is no real title available?)
- scientific article; zbMATH DE number 107551 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- scientific article; zbMATH DE number 2172949 (Why is no real title available?)
- scientific article; zbMATH DE number 5055767 (Why is no real title available?)
- scientific article; zbMATH DE number 962825 (Why is no real title available?)
- A theoretical framework for calibration in computer models: parametrization, estimation and convergence properties
- Asymptotic Statistics
- Bayesian calibration of computer models. (With discussion)
- Cases for the nugget in modeling computer experiments
- Combining Field Data and Computer Simulations for Calibration and Prediction
- Computer Model Calibration Using High-Dimensional Output
- Computer model validation with functional output
- Experiments. Planning, analysis and optimization.
- Gaussian processes for machine learning.
- Interpolation of spatial data. Some theory for kriging
- Introduction to empirical processes and semiparametric inference
- Inverse problems as statistics
- Numerical methods for stochastic computations. A spectral method approach.
- On methods of sieves and penalization
- Optimal global rates of convergence for nonparametric regression
- Penalized quasi-likelihood estimation in partial linear models
- Probabilistic Formulations for Transferring Inferences from Mathematical Models to Physical Systems
- Scattered Data Approximation
- The design and analysis of computer experiments.
- Weak convergence and empirical processes. With applications to statistics
Cited in
(67)- Inference for Errors-in-Variables Models in the Presence of Systematic Errors with an Application to a Satellite Remote Sensing Campaign
- Calibration of Imperfect Geophysical Models by Multiple Satellite Interferograms with Measurement Bias
- Multi-Output Calibration of a Honeycomb Seal via On-site Surrogates
- An integrated method for simultaneous calibration and parameter selection in computer models
- A new \(L_2\) calibration procedure of computer models based on the smoothing spline ANOVA
- A review on computer model calibration
- A model calibration procedure for count response
- Sequential Design for Functional Calibration of Computer Models
- Robust calibration of computer models based on Huber loss
- Robust estimators of functional single index models for longitudinal data
- Augmenting a Simulation Campaign for Hybrid Computer Model and Field Data Experiments
- Screening the Discrepancy Function of a Computer Model
- Constructing a Simulation Surrogate with Partially Observed Output
- Model Calibration With Censored Data
- Generalized Computer Model Calibration for Radiation Transport Simulation
- Parameter estimation in nonlinear mixed effect models based on ordinary differential equations: an optimal control approach
- Semi-parametric adjustment to computer models
- Optimal Simulator Selection
- Nonparametric estimation of probabilistic sensitivity measures
- A fast and calibrated computer model emulator: an empirical Bayes approach
- Penalized Projected Kernel Calibration for Computer Models
- Analyzing stochastic computer models: a review with opportunities
- Estimation of an improved surrogate model in uncertainty quantification by neural networks
- Estimation of a density using an improved surrogate model
- High-fidelity hurricane surge forecasting using emulation and sequential experiments
- Statistical emulation of landslide-induced tsunamis at the Rockall Bank, NE Atlantic
- On the improved rates of convergence for Matérn-type kernel ridge regression with application to calibration of computer models
- Jointly robust prior for Gaussian stochastic process in emulation, calibration and variable selection
- scientific article; zbMATH DE number 2130420 (Why is no real title available?)
- Robust System Design with Limited Experimental Data and an Inexact Simulation Model
- Adjustments to computer models via projected kernel calibration
- Tracking for parameter and state estimation in possibly misspecified partially observed linear ordinary differential equations
- A Gaussian Process Emulator Based Approach for Bayesian Calibration of a Functional Input
- A theoretical framework of the scaled Gaussian stochastic process in prediction and calibration
- Calibration of Inexact Computer Models with Heteroscedastic Errors
- A tracking approach to parameter estimation in linear ordinary differential equations
- A generalized Gaussian process model for computer experiments with binary time series
- Calibration for computer experiments with binary responses and application to cell adhesion study
- Assessing the reliability of wind power operations under a changing climate with a non-Gaussian bias correction
- Effective model calibration via sensible variable identification and adjustment with application to composite fuselage simulation
- Dealing with Measurement Uncertainties as Nuisance Parameters in Bayesian Model Calibration
- A theoretical framework for calibration in computer models: parametrization, estimation and convergence properties
- Estimating functional parameters for understanding the impact of weather and government interventions on COVID-19 outbreak
- On Prediction Properties of Kriging: Uniform Error Bounds and Robustness
- Nonparametric functional calibration of computer models
- Minimax Efficient Random Experimental Design Strategies With Application to Model-Robust Design for Prediction
- Efficient calibration of computer models with multivariate output
- Prediction based on the Kennedy-O'Hagan calibration model: asymptotic consistency and other properties
- Adaptive numerical designs for the calibration of computer codes
- Solving an inverse problem for time-series-valued computer simulators via multiple contour estimation
- Parameter calibration in wake effect simulation model with stochastic gradient descent and stratified sampling
- A Reproducing Kernel Hilbert Space Approach to Functional Calibration of Computer Models
- Computer model calibration with time series data using deep learning and quantile regression
- Computer model calibration with confidence and consistency
- A frequentist approach to computer model calibration
- Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models
- Calibration, validation, and prediction in random simulation models: Gaussian process metamodels and a Bayesian integrated solution
- Bayesian sequential data collection for stochastic simulation calibration
- Scaled Gaussian stochastic process for computer model calibration and prediction
- On-site surrogates for large-scale calibration
- Calibration of computer models with multivariate output
- Fast Calibration for Computer Models with Massive Physical Observations
- The convergence properties of \({L_2}\) calibration for computer models under fixed designs
- A Bayesian method for calibrating computer models to test data
- Bayesian Projected Calibration of Computer Models
- A Sequential Design Approach for Calibrating Dynamic Computer Simulators
- Variational inference with vine copulas: an efficient approach for Bayesian computer model calibration
This page was built for publication: Efficient calibration for imperfect computer models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q892237)
