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For an expensive to evaluate computersimulator, even the estimate of the overall surface can be a challengingproblem. In this paper, we focus on the estimation of the inverse solution,i.e., to find the sets of input combinations of the simulator that generatesa pre-determined simulator output. Ranjan et al. 1 proposed an expectedimprovement criterion under a sequential design framework for the inverseproblem with a scalar valued simulator. In this paper, we focus on the inverseproblem for a time-series valued simulator. We have used a few simulated andtwo real examples for performance comparison.

KEYWORDS

Calibration, Computer Experiments, Contour Estimation, Gaussian Process Model, Non-Stationary Process, Sequential Design

Cite this paper

Ranjan, P. , Thomas, M. , Teismann, H. and Mukhoti, S. 2016 Inverse Problem for a Time-Series Valued Computer Simulator via Scalarization. Open Journal of Statistics, 6, 528-544. doi: 10.4236-ojs.2016.63045.





Autor: Pritam Ranjan1, Mark Thomas2, Holger Teismann2, Sujay Mukhoti1

Fuente: http://www.scirp.org/



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