Sequential Design for Functional Calibration of Computer Models

The calibration of computer models using physical experimental data has received a compelling interest in the last decade. Recently, multiple works have addressed the functional calibration of computer models, where the calibration parameters are functions of the observable inputs rather than taking...

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Bibliographic Details
Published in:Technometrics 2018-07, Vol.60 (3), p.286-296
Main Authors: Ezzat, Ahmed Aziz, Pourhabib, Arash, Ding, Yu
Format: Article
Language:English
Subjects:
Calibration
Computer experiments
Computer simulation
Experiments
Functional calibration
Functionals
Mathematical models
Physical experiments
Sequential design
Statistical methods
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Summary:The calibration of computer models using physical experimental data has received a compelling interest in the last decade. Recently, multiple works have addressed the functional calibration of computer models, where the calibration parameters are functions of the observable inputs rather than taking a set of fixed values as traditionally treated in the literature. While much of the recent work on functional calibration was focused on estimation, the issue of sequential design for functional calibration still presents itself as an open question. Addressing the sequential design issue is thus the focus of this article. We investigate different sequential design approaches and show that the simple separate design approach has its merit in practical use when designing for functional calibration. Analysis is carried out on multiple simulated and real-world examples.
ISSN:0040-1706
1537-2723
DOI:10.1080/00401706.2017.1377638