Computer model validation with functional output
Computer model validation with functional output
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DOI：
10.1214/009053607000000163
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发表时间：
2007-10-01
影响因子：
4.5
通讯作者：
Walsh, D.
中科院分区：
文献类型：
--
作者：
Bayarri, M. J.;Berger, J. O.;Walsh, D.
评估计算机模型的关键问题是计算机模型是否足够代表现实？ Bayarri等人在计算机模型验证中进行了六步过程。 [Technometrics 49（2007）138-154]（并简要概述了下文），基于计算机模型与正在建模过程的现场数据的比较。该方法特别适合治疗与验证过程相关的主要问题：量化计算机模型中多个错误源和不确定性；结合多种信息来源；并且能够适应不同的情况，但相关的方案。实践中经常出现的两个并发症需要处理高度不规则的功能数据，并且需要在输入中确认并纳入不确定性。我们开发了处理这两种并发症的方法。该方法的一个关键部分利用功能数据的小波表示，将标量验证方法的层次版本应用于小波系数，然后转换后，以最终将计算机模型输出与现场输出进行比较。该方法的一般性仅受到计算工具的结合以及此处采用的类型分解（小波）的适当性的能力的限制。我们提出的方法和分析通过特定工程的测试床动态压力进行了说明系统。
A key question in evaluation of computer models is Does the computer model adequately represent reality? A six-step process for computer model validation is set out in Bayarri et al. [Technometrics 49 (2007) 138-154] (and briefly summarized below), based on comparison of computer model runs with field data of the process being modeled. The methodology is particularly suited to treating the major issues associated with the validation process: quantifying multiple sources of error and uncertainty in computer models; combining multiple sources of information; and being able to adapt to different, but related scenarios.Two complications that frequently arise in practice are the need to deal with highly irregular functional data and the need to acknowledge and incorporate uncertainty in the inputs. We develop methodology to deal with both complications. A key part of the approach utilizes a wavelet representation of the functional data, applies a hierarchical version of the scalar validation methodology to the wavelet coefficients, and transforms back, to ultimately compare computer model output with field output. The generality of the methodology is only limited by the capability of a combination of computational tools and the appropriateness of decompositions of the sort (wavelets) employed here.The methods and analyses we present are illustrated with a test bed dynamic stress analysis for a particular engineering system.