Scaled Gaussian Stochastic Process for Computer Model Calibration and Prediction
Scaled Gaussian Stochastic Process for Computer Model Calibration and Prediction
We consider the problem of calibrating an imperfect computer model using experimental data. To compensate for the misspecification of the computer model and make more accurate predictions, a discrepancy function is often included and modeled via a Gaussian stochastic process (GaSP). The calibrated computer model alone, however, sometimes fits the …