Calibration of stochastic computer models using stochastic approximation methods

IEEE Transactions on Automation Science and Engineering

Volumn 10, Issue 1, 2013, Pages 171-186

  Yuan, Jun ^a   Ng, Szu Hui ^a   Tsui, Kwok Leung ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b Georgia Institute of Technology   (United States)

Author keywords

Computer model calibration; parameter uncertainty; stochastic approximation; stochastic computer simulation

Indexed keywords

ASYMPTOTIC APPROXIMATION; CALIBRATED MODEL; CALIBRATION PARAMETERS; COMPUTER MODELS; DIRECT CALIBRATION; OBSERVED DATA; PARAMETER UNCERTAINTY; PREDICTIVE CAPABILITIES; SEARCH METHOD; SEARCH TIME; STOCHASTIC APPROXIMATION METHODS; STOCHASTIC APPROXIMATIONS; STOCHASTIC SIMULATION MODEL; UNOBSERVABLE;

ALGORITHMS; APPROXIMATION THEORY; CALIBRATION; COMPUTER SIMULATION; STOCHASTIC SYSTEMS;

STOCHASTIC MODELS;

EID: 84871744240     PISSN: 15455955     EISSN: None     Source Type: Journal    
DOI: 10.1109/TASE.2012.2199486     Document Type: Article

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