Simultaneous Determination of Tuning and Calibration Parameters for Computer Experiments.
Technometrics
; 51(4): 464-474, 2009 Nov 01.
Article
en En
| MEDLINE
| ID: mdl-20523754
Tuning and calibration are processes for improving the representativeness of a computer simulation code to a physical phenomenon. This article introduces a statistical methodology for simultaneously determining tuning and calibration parameters in settings where data are available from a computer code and the associated physical experiment. Tuning parameters are set by minimizing a discrepancy measure while the distribution of the calibration parameters are determined based on a hierarchical Bayesian model. The proposed Bayesian model views the output as a realization of a Gaussian stochastic process with hyperpriors. Draws from the resulting posterior distribution are obtained by the Markov chain Monte Carlo simulation. Our methodology is compared with an alternative approach in examples and is illustrated in a biomechanical engineering application. Supplemental materials, including the software and a user manual, are available online and can be requested from the first author.
Texto completo:
1
Colección:
01-internacional
Base de datos:
MEDLINE
Tipo de estudio:
Prognostic_studies
Idioma:
En
Revista:
Technometrics
Año:
2009
Tipo del documento:
Article
Pais de publicación:
Estados Unidos