Bayesian sequential data collection for stochastic simulation calibration

DOI10.1016/J.EJOR.2019.01.073zbMath1430.62062OpenAlexW2912991131WikidataQ128393927 ScholiaQ128393927MaRDI QIDQ1735194

Qiong Zhang, Wei Xie, Bo Wang

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

simulationBayesian methodcalibrationdetailed sample pathssequential experiment design

Mathematics Subject Classification ID

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

Related Items (1)

Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries

Uses Software

• lhs
• FRK

Cites Work

• Efficient calibration for imperfect computer models
• Calibrating a large computer experiment simulating radiative shock hydrodynamics
• Bayesian Calibration of Computer Models
• Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments
• On the Convergence Rates of Expected Improvement Methods
• The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression
• A Knowledge-Gradient Policy for Sequential Information Collection
• Sequential Selection with Unknown Correlation Structures
• Fixed Rank Kriging for Very Large Spatial Data Sets
• Finite-capacity production planning algorithms for a semiconductor wafer fabrication facility
• The Local Time Method for Targeting and Selection
• A Frequentist Approach to Computer Model Calibration
• A Theoretical Framework for Calibration in Computer Models: Parametrization, Estimation and Convergence Properties
• ON STATIONARY PROCESSES IN THE PLANE

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