Empirical Bayesian Analysis for Computer Experiments Involving Finite-Difference Codes

DOI10.1198/016214506000000898MaRDI QIDQ3434214zbMATH OpenOpenAlexFDO

Authors Dorin Drignei, Max D. Morris

Publication date 23 April 2007

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214506000000898

zbMATH Keywords

computer codecomputer modeldifferential equationlocal truncation errorsmaximum likelihood estimationnonstationary model

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Computing methodologies and applications (68U99)

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Cited in

(6)

• A Kriging approach to the analysis of climate model experiments
• Maximin distance optimal designs for computer experiments with time-varying inputs and outputs
• Physics-Based Kriging Surrogates for a Class of Finite Element Codes
• Objective Bayesian Analysis of a Cokriging Model for Hierarchical Multifidelity Codes
• A Nonstationary Statistical Model for Computationally Intensive Numerical Ordinary Differential Systems
• A new \(L_2\) calibration procedure of computer models based on the smoothing spline ANOVA

Describes a project that uses

Uses Software

• fda (R)

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