UTL PROBABILITY AND STATISTICS Seminar

Friday, November 20, 2009

Validation of Computer Models with Multivariate Output


Rui Paulo
(ISEG and CEMAPRE, UTL)

Abstract: We consider the problem of validating computer models that produce multivariate output, particularly when the model is computationally demanding. Our strategy builds on Gaussian process-based response-surface approximations to the output of the computer model independently constructed for each of its components. These are then combined in a statistical model involving field observations to produce a predictor of the multivariate output at untested input vectors. We illustrate the methodology in a situation where the output consists of a two-dimensional output of very irregular functions.

Friday, November 20, 2009
Time: 16h00
Room: P12, Pavilhao de Matematica, IST
http://cemapre.iseg.ulisboa.pt/seminars/pe-utl/