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Semi-parametric adjustment to computer models
Statistics ( IF 1.2 ) Pub Date : 2020-12-17
Yan Wang, Rui Tuo

Computer simulations are widely used in scientific exploration and engineering designs. However, computer outputs usually do not match the reality perfectly because the computer models are built under certain simplifications and approximations. When physical observations are also available, statistical methods can be applied to estimate the discrepancy between the computer output and the physical response. In this article, we propose a semi-parametric method for statistical adjustments to computer models. The proposed method is proven to enjoy nice theoretical properties. We use three numerical studies and a real example to examine the predictive performance of the proposed method. The results show that the proposed method outperforms existing methods.



中文翻译:

对计算机模型进行半参数调整

计算机模拟广泛用于科学探索和工程设计中。但是,计算机输出通常不能完全符合实际情况,因为计算机模型是在某些简化和近似的基础上建立的。如果还可以使用物理观测,则可以使用统计方法来估计计算机输出和物理响应之间的差异。在本文中,我们提出了一种对计算机模型进行统计调整的半参数方法。实践证明,该方法具有良好的理论性能。我们使用三个数值研究和一个真实的例子来检验所提出方法的预测性能。结果表明,该方法优于现有方法。

更新日期:2020-12-17
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