A Reproducing Kernel Hilbert Space Approach to Functional Calibration of Computer Models

DOI10.1080/01621459.2021.1956938arXiv2107.08288OpenAlexW3194928046MaRDI QIDQ6109971FDOQ6109971

Authors: Rui Tuo, Shiyuan He, Arash Pourhabib, Yu Ding, Jianhua Z. Huang 

Publication date: 4 July 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Abstract: This paper develops a frequentist solution to the functional calibration problem, where the value of a calibration parameter in a computer model is allowed to vary with the value of control variables in the physical system. The need of functional calibration is motivated by engineering applications where using a constant calibration parameter results in a significant mismatch between outputs from the computer model and the physical experiment. Reproducing kernel Hilbert spaces (RKHS) are used to model the optimal calibration function, defined as the functional relationship between the calibration parameter and control variables that gives the best prediction. This optimal calibration function is estimated through penalized least squares with an RKHS-norm penalty and using physical data. An uncertainty quantification procedure is also developed for such estimates. Theoretical guarantees of the proposed method are provided in terms of prediction consistency and consistency of estimating the optimal calibration function. The proposed method is tested using both real and synthetic data and exhibits more robust performance in prediction and uncertainty quantification than the existing parametric functional calibration method and a state-of-art Bayesian method.

Full work available at URL: https://arxiv.org/abs/2107.08288

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zbMATH Keywords

reproducing kernel Hilbert spacesuncertainty quantificationcalibrationcomputer experimentsmoothing splines

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (2)

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