This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
|
179
|
Type:
|
Contributed
|
Date/Time:
|
Monday, August 2, 2010 : 10:30 AM to 12:20 PM
|
Sponsor:
|
Section on Bayesian Statistical Science
|
Abstract - #309356 |
Title:
|
Adaptive Bayesian Calibration of Computer Models Using Sequential Monte Carlo
|
Author(s):
|
Gardar Johannesson*+
|
Companies:
|
Lawrence Livermore National Laboratory
|
Address:
|
7000 East Ave, Livermore, CA, 94550, United States
|
Keywords:
|
Bayesian computer model calibration ;
sequential design of computer experiments ;
uncertainty quantification
|
Abstract:
|
As computer model simulations become ever more complex and computationally demanding, so becomes the task of characterizing their accuracy; uncertainty quantification (UQ). One branch of UQ aims at characterizing input uncertainty by comparing model simulations to observations. Given a fixed and continuous block of computer time for input UQ (on a supercomputer), we propose an adaptive and sequential Bayesian approach to input parameter calibration (input UQ). Our approach is able to adaptively decide which computer simulations to execute and rapidly carry out posterior input UQ analysis given new simulations. This is accomplished by fusing together (1) sequential design of computer experiments, (2) Bayesian computer model calibration using statistical emulators, and (3) adaptive sequential Monte Carlo methods.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2010 program
|
2010 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.