메뉴 건너뛰기




Volumn 87, Issue 1, 2000, Pages 1-13

Predicting the output from a complex computer code when fast approximations are available

Author keywords

Bayesian uncertainty analysis; Computer experiment; Gaussian process; Multi level code

Indexed keywords


EID: 0007312235     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/87.1.1     Document Type: Article
Times cited : (1366)

References (19)
  • 1
    • 0040427790 scopus 로고    scopus 로고
    • Circuit optimization via sequential computer experiments. Design of an output buffer
    • ASLETT, R., BUCK, R. J., DUVALL, S. G., SACKS, J. & WELCH, W. J. (1998). Circuit optimization via sequential computer experiments. Design of an output buffer. Appl. Statist. 47, 31-48.
    • (1998) Appl. Statist. , vol.47 , pp. 31-48
    • Aslett, R.1    Buck, R.J.2    Duvall, S.G.3    Sacks, J.4    Welch, W.J.5
  • 2
    • 0016636038 scopus 로고
    • A Bayesian approach to model inadequacy for polynomial regression
    • BLIGHT, B. J. N. & OTT, L. (1975). A Bayesian approach to model inadequacy for polynomial regression. Biometrika 62, 79-88.
    • (1975) Biometrika , vol.62 , pp. 79-88
    • Blight, B.J.N.1    Ott, L.2
  • 3
    • 0001957349 scopus 로고    scopus 로고
    • Bayes linear strategies for matching hydrocarbon reservoir history
    • Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, Oxford University Press
    • CRAIG, P. S., GOLDSTEIN, M., SEHEULT, A. H. & SMITH, J. A. (1996). Bayes linear strategies for matching hydrocarbon reservoir history. In Bayesian Statistics 5, Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, pp. 69-95. Oxford University Press.
    • (1996) Bayesian Statistics , vol.5 , pp. 69-95
    • Craig, P.S.1    Goldstein, M.2    Seheult, A.H.3    Smith, J.A.4
  • 5
    • 84950437532 scopus 로고
    • Bayesian prediction of deterministic functions, with applications to the design and analysis of computer experiments
    • CURRIN, C., MITCHELL, T., MORRIS, M. & YLVISAKER, D. (1991). Bayesian prediction of deterministic functions, with applications to the design and analysis of computer experiments. J. Am. Statist. Assoc. 86, 953-63.
    • (1991) J. Am. Statist. Assoc. , vol.86 , pp. 953-963
    • Currin, C.1    Mitchell, T.2    Morris, M.3    Ylvisaker, D.4
  • 6
    • 0000087886 scopus 로고
    • Bayesian numerical analysis
    • Ed. S. S. Gupta and J. Berger, New York: Springer
    • DIACONIS, P. (1988). Bayesian numerical analysis. In Statistical Decision Theory and Related Topics IV, Ed. S. S. Gupta and J. Berger, pp. 163-75. New York: Springer.
    • (1988) Statistical Decision Theory and Related Topics IV , pp. 163-175
    • Diaconis, P.1
  • 7
    • 0000315765 scopus 로고    scopus 로고
    • On inference for outputs of computationally expensive algorithms with uncertainty on the inputs
    • Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, Oxford University Press
    • HAYLOCK, R. & O'HAGAN, A. (1996). On inference for outputs of computationally expensive algorithms with uncertainty on the inputs. In Bayesian Statistics 5, Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, pp. 629-37. Oxford University Press.
    • (1996) Bayesian Statistics , vol.5 , pp. 629-637
    • Haylock, R.1    O'Hagan, A.2
  • 8
    • 0000406385 scopus 로고
    • A correspondence between Bayesian estimation on stochastic processes and smoothing by splines
    • KIMELDORF, G. S. & WAHBA, G. (1970). A correspondence between Bayesian estimation on stochastic processes and smoothing by splines. Ann. Math. Statist. 41, 495-502.
    • (1970) Ann. Math. Statist. , vol.41 , pp. 495-502
    • Kimeldorf, G.S.1    Wahba, G.2
  • 9
    • 0004256437 scopus 로고
    • Lecture Notes in Statistics New York: Springer-Verlag
    • MATÉRN, B. (1986). Spatial Variation, 2nd ed., Lecture Notes in Statistics Vol. 36. New York: Springer-Verlag.
    • (1986) Spatial Variation, 2nd Ed. , vol.36
    • Matérn, B.1
  • 10
    • 0000923281 scopus 로고
    • Bayesian design and analysis of computer experiments: Use of derivatives in surface prediction
    • MORRIS, M. D., MITCHELL, T. J. & YLVISAKER, D. (1993). Bayesian design and analysis of computer experiments: use of derivatives in surface prediction. Technometrics 35, 243-55.
    • (1993) Technometrics , vol.35 , pp. 243-255
    • Morris, M.D.1    Mitchell, T.J.2    Ylvisaker, D.3
  • 11
    • 0002628667 scopus 로고    scopus 로고
    • Regression and classification using Gaussian process priors
    • Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, Oxford University Press
    • NEAL, R. M. (1999). Regression and classification using Gaussian process priors (with Discussion). In Bayesian Statistics 6, Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, pp. 475-501. Oxford University Press.
    • (1999) Bayesian Statistics , vol.6 , pp. 475-501
    • Neal, R.M.1
  • 12
    • 0002978835 scopus 로고
    • Curve fitting and optimal design for prediction
    • O'HAGAN, A. (1978). Curve fitting and optimal design for prediction (with Discussion). J. R. Statist. Soc. B 40, 1-42.
    • (1978) J. R. Statist. Soc. B , vol.40 , pp. 1-42
    • O'Hagan, A.1
  • 13
    • 0007302261 scopus 로고
    • Bayes-Hermite quadrature
    • O'HAGAN, A. (1991). Bayes-Hermite quadrature. J. Statist. Plan. Infer. 29, 245-60.
    • (1991) J. Statist. Plan. Infer. , vol.29 , pp. 245-260
    • O'Hagan, A.1
  • 14
    • 0001136395 scopus 로고
    • Some Bayesian numerical analysis
    • Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, Oxford University Press
    • O'HAGAN, A. (1992). Some Bayesian numerical analysis (with Discussion). In Bayesian Statistics 4, Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, pp. 345-63. Oxford University Press.
    • (1992) Bayesian Statistics , vol.4 , pp. 345-363
    • O'Hagan, A.1
  • 15
    • 0002503187 scopus 로고    scopus 로고
    • Uncertainty analysis and other inference tools for complex computer codes
    • Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, Oxford University Press
    • O'HAGAN, A., KENNEDY, M. C. & OAKLEY, J. E. (1999). Uncertainty analysis and other inference tools for complex computer codes (with Discussion). In Bayesian Statistics 6, Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, pp. 503-24. Oxford University Press.
    • (1999) Bayesian Statistics , vol.6 , pp. 503-524
    • O'Hagan, A.1    Kennedy, M.C.2    Oakley, J.E.3
  • 16
    • 84972517827 scopus 로고
    • Design and analysis of computer experiments
    • SACKS, J., WELCH, W. J., MITCHELL, T. J. & WYNN, H. P. (1989). Design and analysis of computer experiments (with Discussion). Statist. Sci. 4, 409-35.
    • (1989) Statist. Sci. , vol.4 , pp. 409-435
    • Sacks, J.1    Welch, W.J.2    Mitchell, T.J.3    Wynn, H.P.4
  • 17
    • 0001743201 scopus 로고
    • Metric spaces and completely monotone functions
    • SCHOENBERG, I. J. (1938). Metric spaces and completely monotone functions. Ann. Math. 39, 811-41.
    • (1938) Ann. Math. , vol.39 , pp. 811-841
    • Schoenberg, I.J.1
  • 19
    • 0030464374 scopus 로고    scopus 로고
    • Simplicity out of complexity in environmental modelling: Occam's razor revisited
    • YOUNG, P., PARKINSON, S. & LEES, M. (1996). Simplicity out of complexity in environmental modelling: Occam's razor revisited. J. Appl. Statist. 23, 165-210.
    • (1996) J. Appl. Statist. , vol.23 , pp. 165-210
    • Young, P.1    Parkinson, S.2    Lees, M.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.