Open Access
December 2011 Accurate emulators for large-scale computer experiments
Ben Haaland, Peter Z. G. Qian
Ann. Statist. 39(6): 2974-3002 (December 2011). DOI: 10.1214/11-AOS929


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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Ben Haaland. Peter Z. G. Qian. "Accurate emulators for large-scale computer experiments." Ann. Statist. 39 (6) 2974 - 3002, December 2011.


Published: December 2011
First available in Project Euclid: 24 January 2012

zbMATH: 1246.65172
MathSciNet: MR3012398
Digital Object Identifier: 10.1214/11-AOS929

Primary: 41A17
Secondary: 65G50 , 65M12

Keywords: computer experiment , emulation , Gaussian process , interpolation , large-scale problem , multi-step procedure , numerical technique , radial basis function , ‎reproducing kernel Hilbert ‎space

Rights: Copyright © 2011 Institute of Mathematical Statistics

Vol.39 • No. 6 • December 2011
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