Empirical Bayesian analysis for high-dimensional computer output

被引：10

作者：

Drignei, D ^{[1
]}

机构：

[1] Natl Ctr Atmospher Res, Geophys Stat Project, Boulder, CO 80307 USA

来源：

TECHNOMETRICS | 2006年 / 48卷 / 02期

基金：

美国国家科学基金会;

关键词：

computer experiment; discrete-time Brownian bridge; Gaussian correlation; geophysical model;

D O I：

10.1198/004017005000000472

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article proposes a two-Stage statistical method for the analysis of multivariate computer experiments when at least one of the output dimensions is large. The stage-one data are modeled by a multivariate extension of a widely used scalar statistical model for computer output. Conditioned on stage-one data, a simple statistical model is then proposed for the stage-two data. The method is demonstrated in a geophysical application involving an ocean model.

引用

页码：230 / 240

页数：11

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