KMS Of Academy of mathematics and systems sciences, CAS
| PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES | |
Tuo, Rui1 ; Wu, C. F. Jeff2
| |
| 2018-04-01 | |
| Source Publication | STATISTICA SINICA
 |
| ISSN | 1017-0405 |
| Volume | 28Issue:2Pages:743-759 |
| Abstract | 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. |
| Keyword | Bayesian inference computer experiments kriging |
| DOI | 10.5705/ss.202016.0209 |
| Language | 英语 |
| Funding Project | National Center for Mathematics and Interdisciplinary Sciences in CAS ; NSFC[11501551] ; NSFC[11271355] ; NSFC[11671386] ; NSF[DMS 1564438] |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000450211500010 |
| Publisher | STATISTICA SINICA |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/31719 |
| Collection | 系统科学研究所 |
| Corresponding Author | Tuo, Rui |
| Affiliation | 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 |
| 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. |
| Files in This Item: | There are no files associated with this item. | |||||
Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.
Edit Comment