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Model Calibration With Censored Data
- Source :
- Technometrics. 60:255-262
- Publication Year :
- 2018
- Publisher :
- Informa UK Limited, 2018.
-
Abstract
- The purpose of model calibration is to make the model predictions closer to reality. The classical Kennedy-O'Hagan approach is widely used for model calibration, which can account for the inadequacy of the computer model while simultaneously estimating the unknown calibration parameters. In many applications, the phenomenon of censoring occurs when the exact outcome of the physical experiment is not observed, but is only known to fall within a certain region. In such cases, the Kennedy-O'Hagan approach cannot be used directly, and we propose a method to incorporate the censoring information when performing model calibration. The method is applied to study the compression phenomenon of liquid inside a bottle. The results show significant improvement over the traditional calibration methods, especially when the number of censored observations is large.
- Subjects :
- Statistics and Probability
021103 operations research
Applied Mathematics
0211 other engineering and technologies
02 engineering and technology
Computer experiment
computer.software_genre
01 natural sciences
Censoring (statistics)
010104 statistics & probability
symbols.namesake
Modeling and Simulation
symbols
Data mining
0101 mathematics
computer
Gaussian process
Bayesian calibration
Mathematics
Subjects
Details
- ISSN :
- 15372723 and 00401706
- Volume :
- 60
- Database :
- OpenAIRE
- Journal :
- Technometrics
- Accession number :
- edsair.doi...........f7970795c2c7e8b0e07ee39f6611fb83