用函数输出验证计算机模型

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摘要翻译：
评价计算机模型的一个关键问题是计算机模型是否充分地代表了现实？Bayarri等人提出了计算机模型验证的六步过程。[Technometrics49(2007)138-154]（并在下文简要总结），基于计算机模型运行与被建模过程的现场数据的比较。该方法特别适合于处理与验证过程相关的主要问题：量化计算机模型中的多种误差和不确定性来源；综合多种信息来源；并能够适应不同但相关的场景。在实践中经常出现的两个复杂问题是需要处理高度不规则的功能数据，以及需要承认并纳入输入中的不确定性。我们开发方法来处理这两种并发症。该方法的一个关键部分是利用函数数据的小波表示，将标量验证方法的分层版本应用于小波系数，并进行反向转换，最终将计算机模型输出与现场输出进行比较。这种方法的通用性仅限于计算工具组合的能力和这里所使用的那种分解（小波）的适当性。通过一个工程系统的动应力分析试验台，说明了本文提出的方法和分析方法。
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英文标题：
《Computer model validation with functional output》
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作者：
M. J. Bayarri, J. O. Berger, J. Cafeo, G. Garcia-Donato, F. Liu, J.
  Palomo, R. J. Parthasarathy, R. Paulo, J. Sacks, D. Walsh
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最新提交年份：
2007
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分类信息：

一级分类：Statistics        统计学
二级分类：Methodology        方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
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英文摘要：
  A key question in evaluation of computer models is Does the computer model adequately represent reality? A six-step process for computer model validation is set out in Bayarri et al. [Technometrics 49 (2007) 138--154] (and briefly summarized below), based on comparison of computer model runs with field data of the process being modeled. The methodology is particularly suited to treating the major issues associated with the validation process: quantifying multiple sources of error and uncertainty in computer models; combining multiple sources of information; and being able to adapt to different, but related scenarios. Two complications that frequently arise in practice are the need to deal with highly irregular functional data and the need to acknowledge and incorporate uncertainty in the inputs. We develop methodology to deal with both complications. A key part of the approach utilizes a wavelet representation of the functional data, applies a hierarchical version of the scalar validation methodology to the wavelet coefficients, and transforms back, to ultimately compare computer model output with field output. The generality of the methodology is only limited by the capability of a combination of computational tools and the appropriateness of decompositions of the sort (wavelets) employed here. The methods and analyses we present are illustrated with a test bed dynamic stress analysis for a particular engineering system.
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PDF链接：
https://arxiv.org/pdf/711.3271

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关键词：计算机 Multivariate Presentation Hierarchical coefficients 过程 函数 来源 验证 field