PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES

doi:10.5705/ss.202016.0209

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 系统科学研究所

	PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES
	Tuo, Rui1 ; Wu, C. F. Jeff 2
刊名	STATISTICA SINICA
	2018-04-01
卷号	28 期号:2 页码:743-759
关键词	Bayesian inference computer experiments kriging
ISSN号	1017-0405
DOI	10.5705/ss.202016.0209
英文摘要	Kennedy and O'Hagan (2001) propose a model for calibrating some unknown parameters in a computer model and estimating the discrepancy between the computer output and physical response. This model is known to have certain identifiability issues. Tuo and Wu (2016) show that there are examples for which the Kennedy-O'Hagan method renders unreasonable results in calibration. In spite of its unstable performance in calibration, the Kennedy-O'Hagan approach has a more robust behavior in predicting the physical response. In this work, we present some theoretical analysis to show the consistency of predictor based on their calibration model in the context of radial basis functions.
资助项目	National Center for Mathematics and Interdisciplinary Sciences in CAS ; NSFC[11501551] ; NSFC[11271355] ; NSFC[11671386] ; NSF[DMS 1564438]
WOS研究方向	Mathematics
语种	英语
出版者	STATISTICA SINICA
WOS记录号	WOS:000450211500010
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/31718]
专题	系统科学研究所
通讯作者	Tuo, Rui
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA
推荐引用方式 GB/T 7714	Tuo, Rui,Wu, C. F. Jeff. PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES[J]. STATISTICA SINICA,2018,28(2):743-759.
APA	Tuo, Rui,&Wu, C. F. Jeff.(2018).PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES.STATISTICA SINICA,28(2),743-759.
MLA	Tuo, Rui,et al."PREDICTION BASED ON THE KENNEDY-O'HAGAN CALIBRATION MODEL: ASYMPTOTIC CONSISTENCY AND OTHER PROPERTIES".STATISTICA SINICA 28.2(2018):743-759.