Bayesian integrative analysis for multi-fidelity computer experiments

doi:10.1080/02664763.2019.1575340

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	Bayesian integrative analysis for multi-fidelity computer experiments
	Wei, Yunfei 1,2; Xiong, Shifeng2
	2019-08-18
发表期刊	JOURNAL OF APPLIED STATISTICS
ISSN	0266-4763
卷号	46 期号:11 页码:1973-1987
摘要	This paper proposes a Bayesian integrative analysis method for linking multi-fidelity computer experiments. Instead of assuming covariance structures of multivariate Gaussian process models, we handle the outputs from different levels of accuracy as independent processes and link them via a penalization method that controls the distance between their overall trends. Based on the priors induced by the penalty, we build Bayesian prediction models for the output at the highest accuracy. Simulated and real examples show that the proposed method is better than existing methods in terms of prediction accuracy for many cases.
关键词	Correlated priors Gaussian process Kriging penalization uncertainty quantification
DOI	10.1080/02664763.2019.1575340
语种	英语
资助项目	Chinese Ministry of Science and Technology of the People's Republic of China[2016YFF0203801] ; National Natural Science Foundation of China[11671386] ; National Natural Science Foundation of China[11871033] ; Key Laboratory of Systems and Control, CAS
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000472110500004
出版者	TAYLOR & FRANCIS LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/34976
专题	系统科学研究所
通讯作者	Xiong, Shifeng
作者单位	1.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, NCMIS, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Wei, Yunfei,Xiong, Shifeng. Bayesian integrative analysis for multi-fidelity computer experiments[J]. JOURNAL OF APPLIED STATISTICS,2019,46(11):1973-1987.
APA	Wei, Yunfei,&Xiong, Shifeng.(2019).Bayesian integrative analysis for multi-fidelity computer experiments.JOURNAL OF APPLIED STATISTICS,46(11),1973-1987.
MLA	Wei, Yunfei,et al."Bayesian integrative analysis for multi-fidelity computer experiments".JOURNAL OF APPLIED STATISTICS 46.11(2019):1973-1987.