Name
Title | ||
|---|---|---|
An Integrated Method for Simultaneous Calibration and Parameter Selection in Computer Models |
Abstract | ||
|---|---|---|
For many large and complex computer models, there usually exist a large number of unknown parameters. To improve the computer model's predictive performance for more reliable and confident decision making, two important issues have to be addressed. The first is to calibrate the computer model and the second is to select the most influential set of parameters. However, these two issues are often addressed independently, which may waste computational effort. In this article, a Gaussian process-based Bayesian method is first proposed to simultaneously calibrate and select parameters in stochastic computer models. The whole procedure can be conducted more efficient by sharing the data information between these two steps. To further ease the computational burden, an approximation approach based on a weighted normal approximation is proposed to evaluate the posteriors in the proposed Bayesian method. A sequential approximation procedure is further proposed to improve the approximation accuracy by allocating the sequential design points more appropriately. The efficiency and accuracy of the proposed approaches are compared in a building energy model and a pandemic influenza simulation model.
|
Year | DOI | Venue |
|---|---|---|
2020 | 10.1145/3364217 | ACM Transactions on Modeling and Computer Simulation (TOMACS) |
Keywords | Field | DocType |
Gaussian process,model calibration,parameter selection,posterior approximation,sequential design | Mathematical optimization,Computer science,Algorithm,Calibration | Journal |
Volume | Issue | ISSN |
30 | 1 | 1049-3301 |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Jun Yuan | 1 | 244 | 23.10 |
| Szu Hui Ng | 2 | 223 | 21.88 |