STA961: Computer Modeling References
Here are a few seminal papers on computer modeling:
- SackWelcMitcWynn1989
Introduce the idea of using statistical methods to model deterministic
computer outcome. Argue for LHC designs and use power-exponential
covariance. Discussants offer alternatives (e.g. Michael Stein
suggests Mat\'ern) and perspective (e.g. O'Hagan used similar methods
for quadrature)
- CurrMitcMorrYlvi1991
Linear or cubic covariance used so predictions will be splines.
Entropy criterion used to select parameters
- KennOHag2000
Considers multi-level approach synthesizing evidence from high-res and
low-res models. Builds AR-like structure where higher-res models
offer zero-mean embellishment of lower-res models
- KennOHag2001
(plus Supplemental Material)
Introduce idea of discrepancy. Important paper. Pre-MCMC, so
computational details in Section 5 are obsolete.
- HigdKennEtal2004
- HeitHigdEtal2006
Cosmic Calibrarion: very nice short paper quantifying dark matter, by
estimating 25 cosmological parameters without running simulators
O(1025) times
- BayaBergEtal2007
(supplementary notes)
- HigdGattWillRigh2008
Use PCA to accommodate high-dimensional output. Use informed
basis for discrepancy term.
- BayaBergCaldEtal2009
Application to estimating volcanic risk; some contribution in
adaptive design and hyperparameter estimation
- BastOHag2009
Diagnostics for assessing how well an emulator works
- Tang1993
Introduction of Orthogonal Array-based Latin hypercubes