Calibration, Validation, and Prediction in Random Simulation Models

DOI10.1145/2699713zbMath1371.65016OpenAlexW1981417332MaRDI QIDQ5270741

Szu Hui Ng, Jun Yuan

Publication date: 30 June 2017

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2699713

zbMATH Keywords

predictionnumerical exampleGaussian processBayesian approachsequential experimental designcomputer model calibrationstochastic computer simulation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Design of statistical experiments (62K99) Bayesian inference (62F15) Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05)

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