Adjustments to computer models via projected kernel calibration
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Publication:5237166
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.
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- A frequentist approach to computer model calibration
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- Semi-parametric adjustment to computer models
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- Robust estimators of functional single index models for longitudinal data
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- Selecting parameters for Bayesian calibration of a process-based model: a methodology based on canonical correlation analysis
- Computer Model Calibration Using High-Dimensional Output
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- Screening the Discrepancy Function of a Computer Model
- Prediction based on the Kennedy-O'Hagan calibration model: asymptotic consistency and other properties
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- Inverse solution for parameter estimation of computer simulation by an empirical Bayesian code tuning method
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