Robust calibration of computer models based on Huber loss

DOI10.1007/S11424-023-1456-XMaRDI QIDQ6594945zbMATH OpenFDO

Authors Yang Sun, Xiangzhong Fang

Publication date 29 August 2024

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11424-023-1456-X

zbMATH Keywords

heavy-tailed errorM-estimationoutliersrobustnessuncertainty quantification

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics in engineering and industry; control charts (62P30)

Recommendations

• Efficient calibration for imperfect computer models
• Robust Calibration
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• A frequentist approach to computer model calibration
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Cites work

• A frequentist approach to computer model calibration
• A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
• A Reproducing Kernel Hilbert Space Approach to Functional Calibration of Computer Models
• Adaptive Huber Regression
• Adjustments to computer models via projected kernel calibration
• Approximation Theorems of Mathematical Statistics
• Bayesian calibration of computer models. (With discussion)
• Bayesian Projected Calibration of Computer Models
• Efficient calibration for imperfect computer models
• scientific article; zbMATH DE number 5654889 (Why is no real title available?)
• On the improved rates of convergence for Matérn-type kernel ridge regression with application to calibration of computer models
• Parametric estimation. Finite sample theory
• Penalized quasi-likelihood estimation in partial linear models
• Robust Estimation of a Location Parameter
• Semi-parametric adjustment to computer models
• The design and analysis of computer experiments.

Cited in

(2)

• Robust calibration of numerical models based on relative regret
• Robust estimators of functional single index models for longitudinal data

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