Predicting the Output From a Stochastic Computer Model When a Deterministic Approximation is Available

DOI10.1080/10618600.2020.1750416OpenAlexW3103039403MaRDI QIDQ5066748FDOQ5066748

Authors: Evan Baker, Matthew E. Eames, Peter G. Challenor 

Publication date: 30 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2020.1750416

zbMATH Keywords

stochastic krigingGaussian processemulationheteroscedasticstochastic simulationmultifidelity

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Strictly Proper Scoring Rules, Prediction, and Estimation
• Bayesian calibration of computer models. (With discussion)
• Stochastic kriging for simulation metamodeling
• Gaussian processes for machine learning.
• Practical Heteroscedastic Gaussian Process Modeling for Large Simulation Experiments
• Composite Gaussian process models for emulating expensive functions
• Accurate emulators for large-scale computer experiments
• Galaxy formation: a Bayesian uncertainty analysis
• The effect of the nugget on Gaussian process emulators of computer models
• Predicting the output from a complex computer code when fast approximations are available
• Learning about physical parameters: the importance of model discrepancy
• Optimal design for correlated processes with input-dependent noise
• Degrees-of-freedom tests for smoothing splines
• Heteroscedastic BART via Multiplicative Regression Trees

Cited In (2)

• Analyzing stochastic computer models: a review with opportunities
• Generalized Bayesian MARS: tools for stochastic computer model emulation

Uses Software

• Stan
• EpiModel
• EnergyPlus

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