A Sequential Design Approach for Calibrating Dynamic Computer Simulators

DOI10.1137/18M1224544zbMath1430.62178arXiv1811.00153OpenAlexW3098557670WikidataQ127031384 ScholiaQ127031384MaRDI QIDQ5237193

Pritam Ranjan, Ru Zhang, C. Devon Lin

Publication date: 17 October 2019

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

Full work available at URL: https://arxiv.org/abs/1811.00153

zbMATH Keywords

time seriessingular value decompositionexpected improvementcomputer modelsaddle point approximationGaussian process model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical design (62L05)

Related Items (1)

Solving an inverse problem for time-series-valued computer simulators via multiple contour estimation

Uses Software

• EGO
• lhs
• nleqslv
• DynamicGP

Cites Work

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