PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES

doi:10.5705/ss.202016.0209

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	PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES
	Tuo, Rui1 ; Wu, C. F. Jeff 2
	2018-04-01
发表期刊	STATISTICA SINICA
ISSN	1017-0405
卷号	28 期号:2 页码:743-759
摘要	Kennedy 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.
关键词	Bayesian inference computer experiments kriging
DOI	10.5705/ss.202016.0209
语种	英语
资助项目	National Center for Mathematics and Interdisciplinary Sciences in CAS ; NSFC[11501551] ; NSFC[11271355] ; NSFC[11671386] ; NSF[DMS 1564438]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000450211500010
出版者	STATISTICA SINICA
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/31719
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. 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.