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PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES
Tuo, Rui1; Wu, C. F. Jeff2
2018-04-01
Source PublicationSTATISTICA SINICA
ISSN1017-0405
Volume28Issue:2Pages:743-759
AbstractKennedy and O'Hagan (2001) propose a model for calibrating some unknown parameters in a computer model and estimating the discrepancy between the computer output and physical response. This model is known to have certain identifiability issues. Tuo and Wu (2016) show that there are examples for which the Kennedy-O'Hagan method renders unreasonable results in calibration. In spite of its unstable performance in calibration, the Kennedy-O'Hagan approach has a more robust behavior in predicting the physical response. In this work, we present some theoretical analysis to show the consistency of predictor based on their calibration model in the context of radial basis functions.
KeywordBayesian inference computer experiments kriging
DOI10.5705/ss.202016.0209
Language英语
Funding ProjectNational Center for Mathematics and Interdisciplinary Sciences in CAS ; NSFC[11501551] ; NSFC[11271355] ; NSFC[11671386] ; NSF[DMS 1564438]
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000450211500010
PublisherSTATISTICA SINICA
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/31719
Collection系统科学研究所
Corresponding AuthorTuo, Rui
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA
Recommended Citation
GB/T 7714
Tuo, Rui,Wu, C. F. Jeff. PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES[J]. STATISTICA SINICA,2018,28(2):743-759.
APA Tuo, Rui,&Wu, C. F. Jeff.(2018).PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES.STATISTICA SINICA,28(2),743-759.
MLA Tuo, Rui,et al."PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES".STATISTICA SINICA 28.2(2018):743-759.
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