메뉴 건너뛰기




Volumn 96, Issue 9, 2011, Pages 1220-1231

The dangers of sparse sampling for the quantification of margin and uncertainty

Author keywords

Gaussian process modeling; Sparse sampling; Statistical emulator

Indexed keywords

ADVERSE EFFECT; COMPUTER CODES; COMPUTER EXPERIMENT; DESIGN SPACES; ENGINEERED SYSTEMS; GAUSSIAN PROCESSES; GLOBAL SENSITIVITY ANALYSIS; HIGH DIMENSIONAL SPACES; MATHEMATICAL PROOF; METAMODELING; MODEL CALIBRATION; MODEL PARAMETERS; NUMERICAL MODELS; OPTIMIZATION SOLVERS; PHYSICS-BASED; PREDICTION ACCURACY; SAMPLING ALGORITHM; SPARSE SAMPLING; STATISTICAL EFFECTS; STATISTICAL EMULATOR; UNCERTAINTY PROPAGATION; VERIFICATION AND VALIDATION;

EID: 79959594169     PISSN: 09518320     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ress.2011.02.015     Document Type: Article
Times cited : (23)

References (33)
  • 6
    • 70350487644 scopus 로고    scopus 로고
    • Engineering verification and validation assessment of Truchas for induction heating
    • Los Alamos National Laboratory, Los Alamos, New Mexico
    • Lam K, Allen D, Tippetts T. Engineering verification and validation assessment of Truchas for induction heating. Technical report LA-UR-07-7134, Los Alamos National Laboratory, Los Alamos, New Mexico, 2007.
    • (2007) Technical Report LA-UR-07-7134
    • Lam, K.1    Allen, D.2    Tippetts, T.3
  • 7
    • 79959583374 scopus 로고    scopus 로고
    • Simulation of integrated effects tests for the fiscal year 2008 ASC primary verification and validation milestone
    • Los Alamos National Laboratory, Los Alamos, New Mexico, September 2008 (not available for public release)
    • Sigeti DE, Buescher KL, Vaughan DE, Cooley JH, Hemez FM. Simulation of integrated effects tests for the fiscal year 2008 ASC primary verification and validation milestone. Technical report LA-CP-08-1154, Los Alamos National Laboratory, Los Alamos, New Mexico, September 2008 (not available for public release).
    • Technical Report LA-CP-08-1154
    • Sigeti, D.E.1    Buescher, K.L.2    Vaughan, D.E.3    Cooley, J.H.4    Hemez, F.M.5
  • 8
    • 84855622273 scopus 로고    scopus 로고
    • Prediction with quantified uncertainty of temperature and rate dependent material behavior
    • Palm Springs, California, May 4-7, 2009 (Los Alamos technical report LA-UR-08-6741)
    • Hemez FM, Atamturktur SH, Unal C. Prediction with quantified uncertainty of temperature and rate dependent material behavior. In: Proceedings of the 11th AIAA non-deterministic approaches conference, Palm Springs, California, May 47, 2009 (Los Alamos technical report LA-UR-08-6741).
    • Proceedings of the 11th AIAA Non-deterministic Approaches Conference
    • Hemez, F.M.1    Atamturktur, S.H.2    Unal, C.3
  • 9
    • 79959615017 scopus 로고    scopus 로고
    • Predicative maturity: A quantitative metric to optimize complex simulations via systematic experimental validation
    • Los Alamos National Laboratory, Los Alamos, New Mexico, October
    • Atamturktur HS, Lebensohn R, Higdon D, Williams B, Hemez FM, Unal C. Predicative maturity: a quantitative metric to optimize complex simulations via systematic experimental validation. Technical report LA-UR-09-7226, Los Alamos National Laboratory, Los Alamos, New Mexico, October 2007.
    • (2007) Technical Report LA-UR-09-7226
    • Atamturktur, H.S.1    Lebensohn, R.2    Higdon, D.3    Williams, B.4    Hemez, F.M.5    Unal, C.6
  • 10
    • 33745704468 scopus 로고    scopus 로고
    • QMU and nuclear weapons certification: Whats under the hood?
    • D.H. Sharp, and M.M. Wood-Schultz QMU and nuclear weapons certification: whats under the hood? Los Alamos Science 28 2003 47 53 (Los Alamos technical report LA-UR-03-5704)
    • (2003) Los Alamos Science , vol.28 , pp. 47-53
    • Sharp, D.H.1    Wood-Schultz, M.M.2
  • 11
    • 79959602303 scopus 로고    scopus 로고
    • Defining a practical quantification of margins and uncertainties metric for engineering calculations
    • Los Alamos National Laboratory, Los Alamos, New Mexico, October
    • Rutherford AC, Pepin JE, Hemez FM, Allen DW, Buechler MA, Hylok JE, et al. Defining a practical quantification of margins and uncertainties metric for engineering calculations. Technical report W-13-TR-008, Los Alamos National Laboratory, Los Alamos, New Mexico, October 2008.
    • (2008) Technical Report W-13-TR-008
    • Rutherford, A.C.1    Pepin, J.E.2    Hemez, F.M.3    Allen, D.W.4    Buechler, M.A.5    Hylok, J.E.6
  • 12
    • 79959590420 scopus 로고    scopus 로고
    • Nuclear package reliability and margin: A Los Alamos perspective
    • Sandia National Laboratories, Livermore, California, November 14-16 (Los Alamos technical report LA-CP-00-0401, not available for public release)
    • Bement TR, Booker JM, Wood-Schultz MM, Nuclear package reliability and margin: a Los Alamos perspective. In: Proceedings of the 23rd aging, compatibility and stockpile stewardship conference, Sandia National Laboratories, Livermore, California, November 1416, 2000 (Los Alamos technical report LA-CP-00-0401, not available for public release).
    • (2000) Proceedings of the 23rd Aging, Compatibility and Stockpile Stewardship Conference
    • Bement, T.R.1    Booker, J.M.2    Wood-Schultz, M.M.3
  • 13
    • 79959602048 scopus 로고    scopus 로고
    • A technical note on the goodness-of-fit of statistical emulators
    • Los Alamos National Laboratory, Los Alamos, New Mexico, January (not available for public release)
    • Hemez FM, A technical note on the goodness-of-fit of statistical emulators. Technical report LA-CP-10-0062, Los Alamos National Laboratory, Los Alamos, New Mexico, January 2010 (not available for public release)
    • (2010) Technical Report LA-CP-10-0062
    • Hemez, F.M.1
  • 16
    • 0018468345 scopus 로고
    • A comparison of three methods for selecting values of input variables in the analysis of output from a computer code
    • M.D. McKay, R.J. Beckman, and W.J. Conover A comparison of three methods for selecting values of input variables in the analysis of output from a computer code Technometrics 21 2 1979 239 245 (Pubitemid 9452235)
    • (1979) Technometrics , vol.21 , Issue.2 , pp. 239-245
    • McKay, M.D.1    Beckman, R.J.2    Conover, W.J.3
  • 19
    • 0001723141 scopus 로고
    • An automatic method for finding the greatest or least value of a function
    • H.H. Rosenbrock An automatic method for finding the greatest or least value of a function Computer Journal 3 1960 175 184
    • (1960) Computer Journal , vol.3 , pp. 175-184
    • Rosenbrock, H.H.1
  • 22
    • 0007312235 scopus 로고    scopus 로고
    • Predicting the output from a complex computer code when fast approximations are available
    • M. Kennedy, and A. O'Hagan Predicting the output from a complex computer code when fast approximations are available Biometrika 87 2000 1 13
    • (2000) Biometrika , vol.87 , pp. 1-13
    • Kennedy, M.1    O'Hagan, A.2
  • 23
    • 49549086002 scopus 로고    scopus 로고
    • Combining experimental data and computer simulations with an application to flyer plate experiments
    • B. Williams, D. Higdon, J. Gattiker, L. Moore, M. McKay, and S. Keller-McNulty Combining experimental data and computer simulations with an application to flyer plate experiments, Bayesian Analysis 1 2006 765 792
    • (2006) Bayesian Analysis , vol.1 , pp. 765-792
    • Williams, B.1    Higdon, D.2    Gattiker, J.3    Moore, L.4    McKay, M.5    Keller-Mcnulty, S.6
  • 26
    • 77956890234 scopus 로고
    • Monte Carlo sampling methods using Markov chains and their applications
    • W.K. Hastings Monte Carlo sampling methods using Markov chains and their applications Biometrika 57 1970 97 109
    • (1970) Biometrika , vol.57 , pp. 97-109
    • Hastings, W.K.1
  • 28
    • 79959614732 scopus 로고    scopus 로고
    • Using the Gaussian process model for simulation analysis (GPM/SA) code
    • Los Alamos National Laboratory, Los Alamos, New Mexico, December
    • Williams B, Gattiker J. Using the Gaussian process model for simulation analysis (GPM/SA) code. Technical report LA-UR-06-5431, Los Alamos National Laboratory, Los Alamos, New Mexico, December 2006.
    • (2006) Technical Report LA-UR-06-5431
    • Williams, B.1    Gattiker, J.2
  • 29
    • 79959604393 scopus 로고    scopus 로고
    • Gaussian Process Models for High Dimensional Computer Experiments
    • Simon-Frasier University, Vancouver, Canada, September
    • Bingham D, Higdon D, Williams B. Gaussian process models for high dimensional computer experiments. Working technical paper, Simon-Frasier University, Vancouver, Canada, September 2009.
    • (2009) Working Technical Paper
    • Bingham, D.1    Higdon, D.2    Williams, B.3
  • 30
    • 70549096873 scopus 로고    scopus 로고
    • Choosing the sample size of a computer experiment: A practical guide
    • J.L. Loeppky, J. Sacks, and W.J. Welch Choosing the sample size of a computer experiment: a practical guide Technometrics 51 4 2009 366 376
    • (2009) Technometrics , vol.51 , Issue.4 , pp. 366-376
    • Loeppky, J.L.1    Sacks, J.2    Welch, W.J.3
  • 31
    • 84952096573 scopus 로고
    • Factorial sampling plans for preliminary computational experiments
    • M.D. Morris Factorial sampling plans for preliminary computational experiments Technometrics 33 1991
    • (1991) Technometrics , vol.33
    • Morris, M.D.1
  • 32
    • 34147165083 scopus 로고    scopus 로고
    • An effective screening design for sensitivity analysis of large models
    • Elsevier Publishers
    • F. Campolongo, J. Cariboni, and A. Saltelli An effective screening design for sensitivity analysis of large models Environmental Modelling and Software vol. 22 2007 Elsevier Publishers pp. 15108
    • (2007) Environmental Modelling and Software , vol.22
    • Campolongo, F.1    Cariboni, J.2    Saltelli, A.3
  • 33
    • 79959612037 scopus 로고    scopus 로고
    • Performance of the Morris one-at-a-time sensitivity analysis to explore large-dimensional functions
    • Los Alamos National Laboratory, Los Alamos, New Mexico, January
    • Hemez FM. Performance of the Morris one-at-a-time sensitivity analysis to explore large-dimensional functions. Technical report LA-UR-10-0069, Los Alamos National Laboratory, Los Alamos, New Mexico, January 2010.
    • (2010) Technical Report LA-UR-10-0069
    • Hemez, F.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.