Calibration, validation, and prediction in random simulation models: Gaussian process metamodels and a Bayesian integrated solution

DOI10.1145/2699713MaRDI QIDQ5270741zbMATH OpenOpenAlexFDO

Authors Jun Yuan, Szu Hui Ng

Publication date 30 June 2017

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/2699713

zbMATH Keywords

Bayesian approachcomputer model calibrationGaussian processnumerical examplepredictionsequential experimental designstochastic computer simulation

Mathematics Subject Classification ID

Gaussian processes (60G15) Bayesian inference (62F15) Design of statistical experiments (62K99) Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cites work

• Bayesian emulation and calibration of a stochastic computer model of mitochondrial DNA deletions in substantia nigra neurons
• Bayesian kriging analysis and design for stochastic simulations
• Goodness-of-fit tests based on Kullback-Leibler discrimination information
• scientific article; zbMATH DE number 3518103 (Why is no real title available?)
• Multivariate versus univariate Kriging metamodels for multi-response simulation models
• On a Measure of the Information Provided by an Experiment
• On prediction intervals based on predictive likelihood or bootstrap methods
• Statistics for spatial data
• Stochastic kriging for simulation metamodeling
• The design and analysis of computer experiments.
• The effects of common random numbers on stochastic kriging metamodels
• Verification and validation in scientific computing.

Cited in

(10)

• On the Bayesian calibration of computer model mixtures through experimental data, and the design of predictive models
• Bayesian sequential data collection for stochastic simulation calibration
• Regression and Kriging metamodels with their experimental designs in simulation: a review
• A sequential calibration and validation framework for model uncertainty quantification and reduction
• Flexible Correlation Structure for Accurate Prediction and Uncertainty Quantification in Bayesian Gaussian Process Emulation of a Computer Model
• A hierarchical framework for statistical model calibration in engineering product development
• Enhancing response predictions with a joint Gaussian process model for stochastic simulation models
• An integrated method for simultaneous calibration and parameter selection in computer models
• Scaled Gaussian stochastic process for computer model calibration and prediction
• A theoretical framework of the scaled Gaussian stochastic process in prediction and calibration

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