Parameter calibration in wake effect simulation model with stochastic gradient descent and stratified sampling

DOI10.1214/21-AOAS1567MaRDI QIDQ2170435zbMATH OpenFDO

Authors Bingjie Liu, Xubo Yue, Eunshin Byon, Raed Al Kontar

Publication date 5 September 2022

Published in The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/21-AOAS1567

zbMATH Keywords

Jensen's wake modelstochastic optimizationvariance reductionwind energy

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• A stochastic line search method with expected complexity analysis
• A theoretical framework for calibration in computer models: parametrization, estimation and convergence properties
• Acceleration of Stochastic Approximation by Averaging
• Adaptive sampling strategies for stochastic optimization
• Advanced Lectures on Machine Learning
• ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization
• Bayesian calibration of computer models. (With discussion)
• Bayesian spline method for assessing extreme loads on wind turbines
• Calibrating a large computer experiment simulating radiative shock hydrodynamics
• Calibration of computer models with multivariate output
• Combining Field Data and Computer Simulations for Calibration and Prediction
• Computationally efficient convolved multiple output Gaussian processes
• Efficient calibration for imperfect computer models
• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• New method of stochastic approximation type
• Nonparametric importance sampling for wind turbine reliability analysis with stochastic computer models
• Online bootstrap confidence intervals for the stochastic gradient descent estimator
• Sampling: design and analysis
• Statistical inference for model parameters in stochastic gradient descent
• Variational inference for latent variables and uncertain inputs in Gaussian processes

Cited in

(3)

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• Strata Design for Variance Reduction in Stochastic Simulation
• Explainable parameter calibration via importance-driven sequential design with an application to building energy systems

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