Case Study in Combining Physical and Computer Experiments
calibration, empirical, assumptions, sensitive
Abstract
Estimation of computer model parameters using field data is sometimes attempted while simultaneously allowing for model bias. One paper reports that simultaneous estimation of a bias vector and a scalar calibration parameter, which results in a "calibrated computer model," can be sensitive to assumptions made prior to data collection. Other papers show that "calibrated computer models" can lead to improved response prediction, as measured by the root mean squared prediction error (RMSE). This paper uses a simulated case study to show that the RMSE from a purely empirical prediction option (local kernel smoothing) can be smaller than the RMSE from a "calibrated computer model" option. Therefore, although we endorse "calibrated computer models," we point out that purely empirical models can provide competitive predictions in some cases.
Downloads
How to Cite
References
M Aitken (2010) The Integrated Bayes/Likelihood Approach. 21-68.
J Bayarri, J Berger, R Paulo, J Sacks, J Cafeo, J Cavendish, C Lin, J Tu (2007) A framework for validation of computer models. 49(2), 138-154.
T Burr, M Hamada, N Hengartner (2011) Impact of spectral smoothing on gamma radiation portal alarm probabilities. 69, 1436-1446.
T Burr, N Hengartner, E Matzner-Lober, S Myers, L Rouviere (2010) Smoothing Low Resolution Gamma Spectra. 57(5), 2831-2840.
T Burr, M Hamada (2012) Simultaneous Estimation of Computer Model Parameters and Model Bias, to appear.
P Cornillon, N Hengartner, E Matzner-Lober (2011) Iterative bias reduction in multivariate smoothing in R: the ibr package.
C Geyer (2009) MCMC Package Example Version 0. 7-10.
Trevor Hastie, Jerome Friedman, Robert Tibshirani (2001) The Elements of Statistical Learning.
Dave Higdon, James Gattiker, Brian Williams, Maria Rightley (2008) Computer Model Calibration Using High-Dimensional Output. 103(482), 570-583.
K Myers, D Higdon, J Gattiker (2008) A detailed example of using the Gaussian process model for simulation analysis (GPM/SA) code.
T Oden, R Moser, O Ghattas (2010) Computer predictions with quantified uncertainty, Part I. 43(9), 1-3.
(2004) R: a language and environment for statistical computing.
C Unal, B Williams, F Hemez, S Atamturkur, P Mcclure (2011) Improved best estimate plus uncertainty methodology, including advanced validation concepts, to license evolving nuclear reactors. 241, 1813-1833.
O Vanli, Chuck Zhang, Li‐jen Chen, Kan Wang, Ben Wang (2010) A Bayesian approach for integration of physical and computer experiments for quality improvement in nano‐composite manufacturing. 26(7), 749-764.
W Venables, B Ripley (1999) Modern applied statistics with S-plus.
S Wang, W Chen, K Tsui (2009) Bayesian validation of computer models. 51(4), 439-451.
B Williams, R Picard, L Swiler (2011) Multiple model inference with applications to model selection for the reactor code R7.
Published
2012-04-07
Issue
Section
License
Copyright (c) 2012 Authors and Global Journals Private Limited

This work is licensed under a Creative Commons Attribution 4.0 International License.