Semi-parametric adjustment to computer models
Semi-parametric adjustment to computer models
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DOI：
10.1080/02331888.2020.1862113
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发表时间：
2020-11
期刊：
影响因子：
1.9
通讯作者：
Yan Wang;Rui Tuo
中科院分区：
文献类型：
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作者：
Yan Wang;Rui Tuo
计算机仿真在科学探索和工程设计中有着广泛的应用。然而，由于计算机模型是在一定的简化和近似下建立的，因此计算机输出通常与现实并不完全匹配。当物理观测也可用时，可以应用统计方法来估计计算机输出和物理响应之间的差异。在这篇文章中，我们提出了一个半参数的方法，统计调整的计算机模型。所提出的方法被证明具有良好的理论性质。我们使用三个数值研究和一个真实的例子来检验所提出的方法的预测性能。结果表明，该方法优于现有方法。
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.