Adjustments to computer models via projected kernel calibration
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Publication:5237166
DOI10.1137/17M1128769zbMATH Open1430.62261arXiv1705.03422OpenAlexW2963876824WikidataQ127945253 ScholiaQ127945253MaRDI QIDQ5237166FDOQ5237166
Authors: Rui Tuo 
Publication date: 17 October 2019
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Abstract: Identification of model parameters in computer simulations is an important topic in computer experiments. We propose a new method, called the projected kernel calibration method, to estimate these model parameters. The proposed method is proven to be asymptotic normal and semi-parametric efficient. As a frequentist method, the proposed method is as efficient as the calibration method proposed by Tuo and Wu [Ann. Statist. 43 (2015) 2331-2352]. On the other hand, the proposed method has a natural Bayesian version, which the method does not have. This Bayesian version allows users to calculate the credible region of the calibration parameters without using a large sample approximation. We also show that, the inconsistency problem of the calibration method proposed by Kennedy and O'Hagan [J. R. Stat. Soc. Ser. B. Stat. Methodol. 63 (2001) 425-464] can be rectified by a simple modification of the kernel matrix.
Full work available at URL: https://arxiv.org/abs/1705.03422
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Cited In (30)
- A theoretical framework for calibration in computer models: parametrization, estimation and convergence properties
- A frequentist approach to computer model calibration
- A model calibration procedure for count response
- A new \(L_2\) calibration procedure of computer models based on the smoothing spline ANOVA
- Semi-parametric adjustment to computer models
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