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Multiresolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments

面向大规模多输入计算机实验的多分辨率函数型方差分析

The Gaussian process is a standard tool for building emulators for both deterministic and stochastic computer experiments. However, application of Gaussian process models is greatly limited in practice, particularly for large-scale and many-input computer experiments that have become typical. We propose a multiresolution functional ANOVA (MRFA) model as a computationally feasible emulation alternative. More generally, this model can be used for large-scale and many-input…

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Bayesian Calibration of Inexact Computer Models

不精确计算机模型的贝叶斯校准

Bayesian calibration is used to study computer models in the presence of both a calibration parameter and model bias. The parameter in the predominant methodology is left undefined. This results in an issue, where the posterior of the parameter is suboptimally broad. There has been no generally accepted alternatives to date. This article proposes using Bayesian calibration, where the prior distribution on the bias is orthogonal to the gradient of the computer model. Problems…

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Calibrating Functional Parameters in the Ion Channel Models of Cardiac Cells

心肌细胞离子通道模型中函数型参数的校准

Computational modeling is a popular tool to understand a diverse set of complex systems. The output from a computational model depends on a set of parameters that are unknown to the designer, but a modeler can estimate them by collecting physical data. In the described study of the ion channels of ventricular myocytes, the parameter of interest is a function as opposed to a scalar or a set of scalars. This article develops a new modeling strategy to nonparametrically study…

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Fast Prediction of Deterministic Functions Using Sparse Grid Experimental Designs

利用稀疏网格实验设计快速预测确定性函数

Random field models have been widely employed to develop a predictor of an expensive function based on observations from an experiment. The traditional framework for developing a predictor with random field models can fail due to the computational burden it requires. This problem is often seen in cases where the input of the expensive function is high dimensional. While many previous works have focused on developing an approximative predictor to resolve these issues, this…

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