EFFICIENT CALIBRATION FOR IMPERFECT COMPUTER MODELS

doi:10.1214/15-AOS1314

CSpace > 系统科学研究所

	EFFICIENT CALIBRATION FOR IMPERFECT COMPUTER MODELS
	Tuo, Rui1 ; Wu, C. F. Jeff 2
	2015-12-01
发表期刊	ANNALS OF STATISTICS
ISSN	0090-5364
卷号	43 期号:6 页码:2331-2352
摘要	Many computer models contain unknown parameters which need to be estimated using physical observations. Tuo and Wu (2014) show that the calibration method based on Gaussian process models proposed by Kennedy and O'Hagan [J. R. Stat. Soc. Ser. B. Stat. Methodol. 63 (2001) 425-464] may lead to an unreasonable estimate for imperfect computer models. In this work, we extend their study to calibration problems with stochastic physical data. We propose a novel method, called the L-2 calibration, and show its semiparametric efficiency. The conventional method of the ordinary least squares is also studied. Theoretical analysis shows that it is consistent but not efficient. Numerical examples show that the proposed method outperforms the existing ones.
关键词	Computer experiments uncertainty quantification semiparametric efficiency reproducing kernel Hilbert space
DOI	10.1214/15-AOS1314
语种	英语
资助项目	Office of Advanced Scientific Computing Research ; U.S. Department of Energy[ERKJ259] ; National Center for Mathematics and Interdisciplinary Sciences, CAS ; NSF[DMS-13-08424] ; DOE[DE-SC0010548] ; UT-Battelle, LLC[De-AC05-00OR22725] ; NSFC[11271355]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000363437900001
出版者	INST MATHEMATICAL STATISTICS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/21045
专题	系统科学研究所
通讯作者	Tuo, Rui
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA
推荐引用方式 GB/T 7714	Tuo, Rui,Wu, C. F. Jeff. EFFICIENT CALIBRATION FOR IMPERFECT COMPUTER MODELS[J]. ANNALS OF STATISTICS,2015,43(6):2331-2352.
APA	Tuo, Rui,&Wu, C. F. Jeff.(2015).EFFICIENT CALIBRATION FOR IMPERFECT COMPUTER MODELS.ANNALS OF STATISTICS,43(6),2331-2352.
MLA	Tuo, Rui,et al."EFFICIENT CALIBRATION FOR IMPERFECT COMPUTER MODELS".ANNALS OF STATISTICS 43.6(2015):2331-2352.