Accurate Emulators for Large-Scale Computer Experiments

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  • Date/Time:
    • Friday November 12, 2010
      10:00 am - 11:00 am
  • Location: ISyE Executive classroom
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Summary Sentence: Accurate Emulators for Large-Scale Computer Experiments

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TITLE: Accurate Emulators for Large-Scale Computer Experiments

SPEAKER:  Ben Haaland

ABSTRACT:

A multistep procedure is introduced to statisticians for modeling large-scale computer experiments. In practice, the procedure shows substantial improvements in overall accuracy. We introduce the terms nominal and numeric error and decompose the overall error of an emulator into nominal and numeric portions. For the multistep procedure, we develop bounds on the numeric and nominal error. These bounds show that substantial gains in overall accuracy can be attained with the multistep approach.

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

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Status
  • Created By: Anita Race
  • Workflow Status: Published
  • Created On: Nov 9, 2010 - 9:46am
  • Last Updated: Oct 7, 2016 - 9:53pm