Monotone Emulation of Computer Experiments

DOI10.1137/140976741zbMath1327.62146arXiv1309.3802OpenAlexW2239950185MaRDI QIDQ2945157

David A. Campbell, Hugh A. Chipman, Shirin Golchi, Derek R. Bingham

Publication date: 9 September 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.3802

zbMATH Keywords

emulatorGaussian processderivativeprior informationBayesian

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Nonparametric regression and quantile regression (62G08) Parametric inference under constraints (62F30) Bayesian inference (62F15)

Related Items

Kriging of financial term-structures, Unnamed Item, Sequentially constrained Monte Carlo, Gaussian process emulators for computer experiments with inequality constraints, Sequential Construction and Dimension Reduction of Gaussian Processes Under Inequality Constraints, Finite-dimensional approximation of Gaussian processes with linear inequality constraints and noisy observations, Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC, Gaussian processes for computer experiments, Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints, Calibrating a Stochastic, Agent-Based Model Using Quantile-Based Emulation, Approximation of Limit State Surfaces in Monotonic Monte Carlo Settings, with Applications to Classification, Estimating Shape Constrained Functions Using Gaussian Processes, Maximum likelihood estimation for Gaussian processes under inequality constraints, Landmark-Warped Emulators for Models with Misaligned Functional Response

Cites Work

• Unnamed Item
• Unnamed Item
• A simple nonparametric estimator of a strictly monotone regression function
• Efficient global optimization of expensive black-box functions
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• An energy-minimization framework for monotonic cubic spline interpolation
• Sequentially constrained Monte Carlo
• On the stability of sequential Monte Carlo methods in high dimensions
• Bayesian monotone regression using Gaussian process projection
• Bayesian Design and Analysis of Computer Experiments: Use of Derivatives in Surface Prediction
• Sequential Monte Carlo Samplers
• Estimating Smooth Monotone Functions
• Monotone B-Spline Smoothing
• Queueing and scheduling in random environments
• Objective Bayesian Analysis of Spatially Correlated Data
• Strictly Proper Scoring Rules, Prediction, and Estimation