Calibrating a large computer experiment simulating radiative shock hydrodynamics

DOI10.1214/15-AOAS850zbMath1454.62530arXiv1410.3293MaRDI QIDQ902889

Robert B. Gramacy, Matt Trantham, James Paul Holloway, Erica M. Rutter, Michael J. Grosskopf, C. C. Kuranz, R. Paul Drake, Derek R. Bingham

Publication date: 4 January 2016

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.3293

zbMATH Keywords

emulatornonparametric regressiontuningbig datamodularizationlocal Gaussian processmesh adaptive direct search (MADS)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to physics (62P35)

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Uses Software

• NOMAD
• laGP
• GPfit
• crs

Cites Work

• Unnamed Item
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• Algorithm 909
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• Bayesian Design and Analysis of Computer Experiments: Use of Derivatives in Surface Prediction
• Introduction to Derivative-Free Optimization
• Combining Field Data and Computer Simulations for Calibration and Prediction
• Approximating Likelihoods for Large Spatial Data Sets
• Bayesian Inference for Non-Stationary Spatial Covariance Structure via Spatial Deformations
• Modeling Nonstationary Processes Through Dimension Expansion
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• Modularization in Bayesian analysis, with emphasis on analysis of computer models

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