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
收藏
页码：230 / 240
页数：11
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