Accurate emulators for large-scale computer experiments
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Publication:449978
DOI10.1214/11-AOS929zbMath1246.65172arXiv1203.2433OpenAlexW2044571476MaRDI QIDQ449978
Publication date: 3 September 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.2433
interpolationGaussian processradial basis functionreproducing kernel Hilbert spaceemulationlarge-scale problemcomputer experimentmulti-step procedurenumerical technique
Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Roundoff error (65G50) Inequalities in approximation (Bernstein, Jackson, Nikol'ski?-type inequalities) (41A17)
Related Items (18)
A Framework for Controlling Sources of Inaccuracy in Gaussian Process Emulation of Deterministic Computer Experiments ⋮ On the Instability Issue of Gradient-Enhanced Gaussian Process Emulators for Computer Experiments ⋮ A new and flexible design construction for orthogonal arrays for modern applications ⋮ Predicting the Output From a Stochastic Computer Model When a Deterministic Approximation is Available ⋮ Fast Prediction of Deterministic Functions Using Sparse Grid Experimental Designs ⋮ A Clustered Gaussian Process Model for Computer Experiments ⋮ Predictive Subdata Selection for Computer Models ⋮ Composite Gaussian process models for emulating expensive functions ⋮ Stacking Designs: Designing Multifidelity Computer Experiments with Target Predictive Accuracy ⋮ Calibrating a large computer experiment simulating radiative shock hydrodynamics ⋮ Variable selection and sensitivity analysis using dynamic trees, with an application to computer code performance tuning ⋮ On the construction of nested space-filling designs ⋮ A Theoretical Framework for Calibration in Computer Models: Parametrization, Estimation and Convergence Properties ⋮ Practical Heteroscedastic Gaussian Process Modeling for Large Simulation Experiments ⋮ Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments ⋮ On the interface between nested designs and the multi-step interpolator ⋮ Cross-Validation--based Adaptive Sampling for Gaussian Process Models ⋮ Maximum Likelihood Estimation for a Smooth Gaussian Random Field Model
Uses Software
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