STATISTICS SEMINAR SERIES :: Bayesian Hierarchical Modeling for Integrating Low-accuracy and High-accuracy Experiments

Event Details
  • Date/Time:
    • Thursday December 8, 2005 - Wednesday December 7, 2005
      10:00 am - 11:00 pm
  • Location: Executive Room #228
  • Phone:
  • URL:
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact
Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102
Summaries

Summary Sentence: STATISTICS SEMINAR SERIES :: Bayesian Hierarchical Modeling for Integrating Low-accuracy and High-accuracy Experiments

Full Summary: STATISTICS SEMINAR SERIES :: Bayesian Hierarchical Modeling for Integrating Low-accuracy and High-accuracy Experiments

Standard practice in analyzing data from different types of experiments is to treat data from each type separately. By borrowing strength across multiple sources, an integrated analysis can produce better results. Careful adjustments need to be made to incorporate the systematic differences among various experiments. To this end, some Bayesian hierarchical Gaussian process models (BHGP) are proposed. The heterogeneity among different sources is accounted for by performing flexible location and scale adjustments. The approach tends to produce prediction closer to that from the high-accuracy experiment. The Bayesian computations are aided by the use of Markov chain Monte Carlo and Sample Average Approximation algorithms. The proposed method is illustrated with two examples: one with detailed and approximate finite elements simulations for mechanical material design and the other with physical and computer experiments. (This is joint work with C. F. Jeff Wu.)

Additional Information

In Campus Calendar
No
Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

Invited Audience
No audiences were selected.
Categories
Seminar/Lecture/Colloquium
Keywords
No keywords were submitted.
Status
  • Created By: Barbara Christopher
  • Workflow Status: Published
  • Created On: Oct 8, 2010 - 7:36am
  • Last Updated: Oct 7, 2016 - 9:52pm