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

DOI10.1080/10618600.2020.1750416MaRDI QIDQ5066748zbMATH OpenOpenAlexFDO

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)

Copyright license Creative Commons Attribution 4.0 International

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

• Accurate emulators for large-scale computer experiments
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• Practical Heteroscedastic Gaussian Process Modeling for Large Simulation Experiments
• Predicting the output from a complex computer code when fast approximations are available
• Stochastic kriging for simulation metamodeling
• Strictly Proper Scoring Rules, Prediction, and Estimation
• The effect of the nugget on Gaussian process emulators of computer models

Cited in

(2)

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

Describes a project that uses

Uses Software

• EnergyPlus
• EpiModel
• Stan

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