Kohler, Michael ; Krzyzak, Adam (2021)
Estimation of a density using an improved surrogate model.
In: Electronic Journal of Statistics, 15 (1)
doi: 10.1214/20-EJS1774
Artikel, Bibliographie
Kurzbeschreibung (Abstract)
Quantification of uncertainty of a technical system is often based on a surrogate model of a corresponding simulation model. In any application the simulation model will not describe the reality perfectly, and consequently also the surrogate model will be imperfect. In this article we show how observed data of the real technical system can be used to improve such a surrogate model, and we analyze the rate of convergence of density estimates based on the improved surrogate model. The results are illustrated by applying the estimates to simulated and real data.
| Typ des Eintrags: | Artikel |
|---|---|
| Erschienen: | 2021 |
| Autor(en): | Kohler, Michael ; Krzyzak, Adam |
| Art des Eintrags: | Bibliographie |
| Titel: | Estimation of a density using an improved surrogate model |
| Sprache: | Englisch |
| Publikationsjahr: | 20 Januar 2021 |
| Verlag: | Institute of Mathematical Statistics |
| Titel der Zeitschrift, Zeitung oder Schriftenreihe: | Electronic Journal of Statistics |
| Jahrgang/Volume einer Zeitschrift: | 15 |
| (Heft-)Nummer: | 1 |
| DOI: | 10.1214/20-EJS1774 |
| URL / URN: | https://projecteuclid.org/euclid.ejs/1611046878 |
| Kurzbeschreibung (Abstract): | Quantification of uncertainty of a technical system is often based on a surrogate model of a corresponding simulation model. In any application the simulation model will not describe the reality perfectly, and consequently also the surrogate model will be imperfect. In this article we show how observed data of the real technical system can be used to improve such a surrogate model, and we analyze the rate of convergence of density estimates based on the improved surrogate model. The results are illustrated by applying the estimates to simulated and real data. |
| Fachbereich(e)/-gebiet(e): | 04 Fachbereich Mathematik 04 Fachbereich Mathematik > Stochastik |
| Hinterlegungsdatum: | 09 Feb 2021 09:17 |
| Letzte Änderung: | 09 Feb 2021 09:17 |
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