Accurate emulators for large-scale computer experiments

Details Accurate emulators for large-scale computer experiments Accurate emulators for large-scale computer experiments

2012-03-12

arxiv.org/abs/1203.2433v1

Annals of Statistics 2011, Vol. 39, No. 6, 2974-3002

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/11-AOS929 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of

Scientific paper

10.1214/11-AOS929

Large-scale computer experiments are becoming increasingly important in science. A multi-step procedure is introduced to statisticians for modeling such experiments, which builds an accurate interpolator in multiple steps. In practice, the procedure shows substantial improvements in overall accuracy, but its theoretical properties are not well established. We introduce the terms nominal and numeric error and decompose the overall error of an interpolator into nominal and numeric portions. Bounds on the numeric and nominal error are developed to show theoretically that substantial gains in overall accuracy can be attained with the multi-step approach.

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