Calibrating a Stochastic, Agent-Based Model Using Quantile-Based Emulation

DOI10.1137/17M1161233zbMath1409.62111arXiv1712.00546OpenAlexW2963433767MaRDI QIDQ4611533

Bryan W. Lewis, Srinivasan Venkatramanan, Arindam Fadikar, Dave Higdon, Jiangzhuo Chen, Madhav V. Marathe

Publication date: 21 January 2019

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.00546

zbMATH Keywords

Gaussian processBayesian statisticscomputer experimentsdata assimilationmodel validationuncertainty quantificationmultivariate nature of the model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

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