Multivariate emulation of computer simulators: model selection and diagnostics with application to a humanitarian relief model
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Sigal Levy & David Steinberg, 2010. "Computer experiments: a review," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(4), pages 311-324, December.
- Peter Z. G. Qian & C. F. Jeff Wu, 2009. "Sliced space-filling designs," Biometrika, Biometrika Trust, vol. 96(4), pages 945-956.
- B Taylor & A Lane, 2004. "Development of a novel family of military campaign simulation models," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 55(4), pages 333-339, April.
- Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001.
"Benchmark priors for Bayesian model averaging,"
Journal of Econometrics, Elsevier, vol. 100(2), pages 381-427, February.
- Carmen Fernández & Eduardo Ley & Mark F. J. Steel, "undated". "Benchmark priors for Bayesian Model averaging," Working Papers 98-06, FEDEA.
- Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics 9804001, University Library of Munich, Germany, revised 08 Oct 2001.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998. "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series 26, Edinburgh School of Economics, University of Edinburgh.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998. "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series 66, Edinburgh School of Economics, University of Edinburgh.
- L. Ingber & H. Fujio & M.F. Wehner, 1991. "Mathematical comparison of combat computer models to exercise data," Lester Ingber Papers 91mc, Lester Ingber.
- Kennedy, Marc C. & Anderson, Clive W. & Conti, Stefano & O’Hagan, Anthony, 2006. "Case studies in Gaussian process modelling of computer codes," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1301-1309.
- Jeremy E. Oakley & Anthony O'Hagan, 2004. "Probabilistic sensitivity analysis of complex models: a Bayesian approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(3), pages 751-769, August.
- Marc C. Kennedy & Anthony O'Hagan, 2001. "Bayesian calibration of computer models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(3), pages 425-464.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Huaimin Diao & Yan Wang & Dianpeng Wang, 2022. "A D-Optimal Sequential Calibration Design for Computer Models," Mathematics, MDPI, vol. 10(9), pages 1-15, April.
- Overstall, Antony M. & Woods, David C. & Martin, Kieran J., 2019. "Bayesian prediction for physical models with application to the optimization of the synthesis of pharmaceutical products using chemical kinetics," Computational Statistics & Data Analysis, Elsevier, vol. 132(C), pages 126-142.
- Luis A. Barboza & Shu Wei Chou Chen & Marcela Alfaro Córdoba & Eric J. Alfaro & Hugo G. Hidalgo, 2023. "Spatio‐temporal downscaling emulator for regional climate models," Environmetrics, John Wiley & Sons, Ltd., vol. 34(7), November.
- Jackson Samuel E. & Vernon Ian & Liu Junli & Lindsey Keith, 2020. "Understanding hormonal crosstalk in Arabidopsis root development via emulation and history matching," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 19(2), pages 1-33, April.
- Huang Huang & Stefano Castruccio & Allison H. Baker & Marc G. Genton, 2023. "Saving Storage in Climate Ensembles: A Model-Based Stochastic Approach," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 28(2), pages 324-344, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Petropoulos, G. & Wooster, M.J. & Carlson, T.N. & Kennedy, M.C. & Scholze, M., 2009. "A global Bayesian sensitivity analysis of the 1d SimSphere soil–vegetation–atmospheric transfer (SVAT) model using Gaussian model emulation," Ecological Modelling, Elsevier, vol. 220(19), pages 2427-2440.
- Hansen, Clifford W. & Helton, Jon C. & Sallaberry, Cédric J., 2012. "Use of replicated Latin hypercube sampling to estimate sampling variance in uncertainty and sensitivity analysis results for the geologic disposal of radioactive waste," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 139-148.
- Jakub Bijak & Jason D. Hilton & Eric Silverman & Viet Dung Cao, 2013. "Reforging the Wedding Ring," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 29(27), pages 729-766.
- Isaac Corro Ramos & Maureen P. M. H. Rutten-van Mölken & Maiwenn J. Al, 2013. "The Role of Value-of-Information Analysis in a Health Care Research Priority Setting," Medical Decision Making, , vol. 33(4), pages 472-489, May.
- Ioannis Andrianakis & Ian R Vernon & Nicky McCreesh & Trevelyan J McKinley & Jeremy E Oakley & Rebecca N Nsubuga & Michael Goldstein & Richard G White, 2015. "Bayesian History Matching of Complex Infectious Disease Models Using Emulation: A Tutorial and a Case Study on HIV in Uganda," PLOS Computational Biology, Public Library of Science, vol. 11(1), pages 1-18, January.
- Marc Kennedy & Clive Anderson & Anthony O'Hagan & Mark Lomas & Ian Woodward & John Paul Gosling & Andreas Heinemeyer, 2008. "Quantifying uncertainty in the biospheric carbon flux for England and Wales," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(1), pages 109-135, January.
- Kennedy, Marc C. & Anderson, Clive W. & Conti, Stefano & O’Hagan, Anthony, 2006. "Case studies in Gaussian process modelling of computer codes," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1301-1309.
- V. J. Roelofs & M. C. Kennedy, 2011. "Sensitivity Analysis and Estimation of Extreme Tail Behavior in Two‐Dimensional Monte Carlo Simulation," Risk Analysis, John Wiley & Sons, vol. 31(10), pages 1597-1609, October.
- Andrianakis, Ioannis & Challenor, Peter G., 2012. "The effect of the nugget on Gaussian process emulators of computer models," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4215-4228.
- Tian, Wei, 2013. "A review of sensitivity analysis methods in building energy analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 20(C), pages 411-419.
- Storlie, Curtis B. & Helton, Jon C., 2008. "Multiple predictor smoothing methods for sensitivity analysis: Example results," Reliability Engineering and System Safety, Elsevier, vol. 93(1), pages 55-77.
- Raymond K. W. Wong & Curtis B. Storlie & Thomas C. M. Lee, 2017. "A frequentist approach to computer model calibration," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 635-648, March.
- Tian, Wei & Heo, Yeonsook & de Wilde, Pieter & Li, Zhanyong & Yan, Da & Park, Cheol Soo & Feng, Xiaohang & Augenbroe, Godfried, 2018. "A review of uncertainty analysis in building energy assessment," Renewable and Sustainable Energy Reviews, Elsevier, vol. 93(C), pages 285-301.
- Matieyendou Lamboni, 2024. "Optimal Estimators of Cross-Partial Derivatives and Surrogates of Functions," Stats, MDPI, vol. 7(3), pages 1-22, July.
- Manfren, Massimiliano & Aste, Niccolò & Moshksar, Reza, 2013. "Calibration and uncertainty analysis for computer models – A meta-model based approach for integrated building energy simulation," Applied Energy, Elsevier, vol. 103(C), pages 627-641.
- Daniel W. Gladish & Daniel E. Pagendam & Luk J. M. Peeters & Petra M. Kuhnert & Jai Vaze, 2018. "Emulation Engines: Choice and Quantification of Uncertainty for Complex Hydrological Models," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 23(1), pages 39-62, March.
- Zitrou, A. & Bedford, T. & Daneshkhah, A., 2013. "Robustness of maintenance decisions: Uncertainty modelling and value of information," Reliability Engineering and System Safety, Elsevier, vol. 120(C), pages 60-71.
- Nagel, Joseph B. & Rieckermann, Jörg & Sudret, Bruno, 2020. "Principal component analysis and sparse polynomial chaos expansions for global sensitivity analysis and model calibration: Application to urban drainage simulation," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
- Daneshkhah, A. & Stocks, N.G. & Jeffrey, P., 2017. "Probabilistic sensitivity analysis of optimised preventive maintenance strategies for deteriorating infrastructure assets," Reliability Engineering and System Safety, Elsevier, vol. 163(C), pages 33-45.
- Kapusuzoglu, Berkcan & Mahadevan, Sankaran, 2021. "Information fusion and machine learning for sensitivity analysis using physics knowledge and experimental data," Reliability Engineering and System Safety, Elsevier, vol. 214(C).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssc:v:65:y:2016:i:4:p:483-505. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.