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
Article, Bibliographie
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.
| Item Type: | Article |
|---|---|
| Erschienen: | 2021 |
| Creators: | Kohler, Michael ; Krzyzak, Adam |
| Type of entry: | Bibliographie |
| Title: | Estimation of a density using an improved surrogate model |
| Language: | English |
| Date: | 20 January 2021 |
| Publisher: | Institute of Mathematical Statistics |
| Journal or Publication Title: | Electronic Journal of Statistics |
| Volume of the journal: | 15 |
| Issue Number: | 1 |
| DOI: | 10.1214/20-EJS1774 |
| URL / URN: | https://projecteuclid.org/euclid.ejs/1611046878 |
| 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. |
| Divisions: | 04 Department of Mathematics 04 Department of Mathematics > Stochastik |
| Date Deposited: | 09 Feb 2021 09:17 |
| Last Modified: | 09 Feb 2021 09:17 |
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