Calibration of computer models with multivariate output

Rui Paulo, Gonzalo García-Donato and Jesús Palomo ()

Computational Statistics & Data Analysis, 2012, vol. 56, issue 12, 3959-3974

Abstract: The problem of calibrating computer models that produce multivariate output is considered, with a particular emphasis on the situation where the model is computationally demanding. The proposed methodology builds on Gaussian process-based response-surface approximations to each of the components of the output of the computer model to produce an emulator of the multivariate output. This emulator is then combined in a statistical model involving field observations, which is then used to produce calibration strategies for the parameters of the computer model. The results of applying this methodology to a simulated example and to a real application are presented.

Keywords: Computer model; Validation; Gaussian process; Linear model of coregionalization; Bayesian analysis (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:56:y:2012:i:12:p:3959-3974

DOI: 10.1016/j.csda.2012.05.023

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