Uncertainty analysis for computationally expensive models with multiple outputs

DOI10.1007/S13253-012-0091-0MaRDI QIDQ484717zbMATH OpenOpenAlexWikidataFDO

Authors Christine A. Shoemaker, Yilun Wang, Yingxing Li, Nikolay Bliznyuk, David Ruppert

Publication date 7 January 2015

Published in Journal of Agricultural, Biological and Environmental Statistics (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc5983902

zbMATH Keywords

Markov chain Monte Carlocomputer experimentsinverse problemsradial basis functionssurrogate modeluncertainty analysisBayesian calibrationgroundwater modelingSOARSSWAT modelTown Brook watershed

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

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Cites work

• scientific article; zbMATH DE number 42417 (Why is no real title available?)
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• Accurate Approximations for Posterior Moments and Marginal Densities
• Bayesian calibration of computer models. (With discussion)
• CONDOR, a new parallel, constrained extension of Powell's UOBYQA algorithm: Experimental results and comparison with the DFO algorithm
• Combining Field Data and Computer Simulations for Calibration and Prediction
• Computer model validation with functional output
• Global convergence of radial basis function trust region derivative-free algorithms
• Markov chains for exploring posterior distributions. (With discussion)
• Mode jumping proposals in MCMC
• Nested Latin hypercube designs
• ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
• Parallel stochastic global optimization using radial basis functions
• Radial Basis Functions
• Semiparametric Regression
• The design and analysis of computer experiments.

Cited in

(2)

• Multivariate Input Uncertainty in Output Analysis for Stochastic Simulation
• Ensemble-type numerical uncertainty information from single model integrations

Describes a project that uses

Uses Software

• ORBIT
• SemiPar
• CONDOR

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