论文标题

鲁棒校准:在R中对计算机模型的鲁棒校准

RobustCalibration: Robust Calibration of Computer Models in R

论文作者

Gu, Mengyang

论文摘要

科学和工程方面的两项基本研究任务是前瞻性预测和数据倒置。本文介绍了通过实验和现场观测值的贝叶斯数据反演和模型校准的最新R软件包鲁棒校准。前向预测的数学模型通常用计算机代码编写,并且它们的运行速度可能很高。为了克服模拟器的计算瓶颈,我们从鲁棒包装中实现了一个统计模拟器,用于模拟标量值或矢量值值计算机模型输出。后验采样和最大似然方法均在鲁棒校准软件包中实现,以进行参数估计。对于不完美的计算机模型,我们实现高斯随机过程和缩放的高斯随机过程,用于建模现实和数学模型之间的差异函数。该软件包适用于各种类型的现场观测值,例如重复实验和多个测量源。我们讨论具有封闭形式表达式的校准数学模型的数值示例,以及通过数值方法求解的微分方程。

Two fundamental research tasks in science and engineering are forward predictions and data inversion. This article introduces a recent R package RobustCalibration for Bayesian data inversion and model calibration by experiments and field observations. Mathematical models for forward predictions are often written in computer code, and they can be computationally expensive slow to run. To overcome the computational bottleneck from the simulator, we implemented a statistical emulator from the RobustGaSP package for emulating both scalar-valued or vector-valued computer model outputs. Both posterior sampling and maximum likelihood approach are implemented in the RobustCalibration package for parameter estimation. For imperfect computer models, we implement Gaussian stochastic process and the scaled Gaussian stochastic process for modeling the discrepancy function between the reality and mathematical model. This package is applicable to various types of field observations, such as repeated experiments and multiple sources of measurements. We discuss numerical examples of calibrating mathematical models that have closed-form expressions, and differential equations solved by numerical methods.

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