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Accurate emulators for large-scale computer experiments

Date: 
Friday 9th September 2011 - 12:00 to 12:30
Venue: 
INI Seminar Room 1
Session Title: 
Challenges of Large-scale Computer Simulators
Session Chair: 
H. Lee
Abstract: 
Large-scale computer experiments are becoming increasingly important in science. A multi-step procedure is introduced to statisticians for modeling such experiments, which builds an accurate interpolator in multiple steps. In practice, the procedure shows substantial improvements in overall accuracy but its theoretical properties are not well established. We introduce the terms nominal and numeric error and decompose the overall error of an interpolator into nominal and numeric portions. Bounds on the numeric and nominal error are developed to show theoretically that substantial gains in overall accuracy can be attained with the multi-step approach.
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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons