Advanced search
Publication Cover
Technometrics Volume 51, 2009 - Issue 4
Submit an article Journal homepage
254
Views
45
CrossRef citations to date
0
Altmetric
Articles

Small Sample Bayesian Designs for Complex High-Dimensional Models Based on Information Gained Using Fast Approximations

Jonathan A. Cumming Department of Mathematical Sciences, Durham University, Durham, DH1 3LE, U.K.
&
Michael Goldstein Department of Mathematical Sciences, Durham University, Durham, DH1 3LE, U.K.
Pages 377-388 | Received 01 Jan 2008, Published online: 01 Jan 2012

Citations (45)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (3)

Loic Le Gratiet & Claire Cannamela. (2015) Cokriging-Based Sequential Design Strategies Using Fast Cross-Validation Techniques for Multi-Fidelity Computer Codes. Technometrics 57:3, pages 418-427.
Read now
Joslin Goh, Derek Bingham, James Paul Holloway, MichaelJ. Grosskopf, CarolynC. Kuranz & Erica Rutter. (2013) Prediction and Computer Model Calibration Using Outputs From Multifidelity Simulators. Technometrics 55:4, pages 501-512.
Read now
D Williamson & M Goldstein. (2012) Bayesian policy support for adaptive strategies using computer models for complex physical systems. Journal of the Operational Research Society 63:8, pages 1021-1033.
Read now

Articles from other publishers (42)

Caglar Gurbuz, Martin Eser, Johannes Schaffner & Steffen Marburg. (2023) A multi-fidelity Gaussian process for efficient frequency sweeps in the acoustic design of a vehicle cabin. The Journal of the Acoustical Society of America 153:4, pages 2006.
Crossref
Ayao Ehara & Serge Guillas. (2023) AN ADAPTIVE STRATEGY FOR SEQUENTIAL DESIGNS OF MULTILEVEL COMPUTER EXPERIMENTS. International Journal for Uncertainty Quantification 13:4, pages 61-98.
Crossref
Hanane Khatouri, Tariq Benamara, Piotr Breitkopf & Jean Demange. (2022) Metamodeling techniques for CPU-intensive simulation-based design optimization: a survey. Advanced Modeling and Simulation in Engineering Sciences 9:1.
Crossref
Mithun Ghosh, Lang Wu, Qing Hao & Qiang Zhou. (2022) A random forest with multi-fidelity Gaussian process leaves for modeling multi-fidelity data with heterogeneity. Computers & Industrial Engineering 174, pages 108746.
Crossref
Amy L. Wilson, Michael Goldstein & Chris J. Dent. (2022) Varying Coefficient Models and Design Choice for Bayes Linear Emulation of Complex Computer Models with Limited Model Evaluations. SIAM/ASA Journal on Uncertainty Quantification 10:1, pages 350-378.
Crossref
D R Phillips, R J Furnstahl, U Heinz, T Maiti, W Nazarewicz, F M Nunes, M Plumlee, M T Pratola, S Pratt, F G Viens & S M Wild. (2021) Get on the BAND Wagon: a Bayesian framework for quantifying model uncertainties in nuclear dynamics. Journal of Physics G: Nuclear and Particle Physics 48:7, pages 072001.
Crossref
Victoria Volodina & Peter Challenor. (2021) The importance of uncertainty quantification in model reproducibility. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 379:2197.
Crossref
J. A. Melendez, R. J. Furnstahl, H. W. Grießhammer, J. A. McGovern, D. R. Phillips & M. T. Pratola. (2021) Designing optimal experiments: an application to proton Compton scattering. The European Physical Journal A 57:3.
Crossref
Carla Janaina Ferreira, Ian Vernon, Camila Caiado, Helena Nandi Formentin, Guilherme Daniel Avansi, Michael Goldstein & Denis José Schiozer. (2020) Efficient Selection of Reservoir Model Outputs within an Emulation-Based Bayesian History-Matching Uncertainty Analysis. SPE Journal 25:04, pages 2119-2142.
Crossref
Samuel E. Jackson, Ian Vernon, Junli Liu & Keith Lindsey. (2020) Understanding hormonal crosstalk in Arabidopsis root development via emulation and history matching. Statistical Applications in Genetics and Molecular Biology 19:2.
Crossref
Victoria Volodina & Daniel Williamson. (2020) Diagnostics-Driven Nonstationary Emulators Using Kernel Mixtures. SIAM/ASA Journal on Uncertainty Quantification 8:1, pages 1-26.
Crossref
Carla Janaina Ferreira, Ian Vernon, Camila Caiado, Helena Nandi Formentin, Guilherme Daniel Avansi, Michael Goldstein & Denis José Schiozer. (2019) Efficient Selection of Reservoir Model Outputs within an Emulation Based Iterative Uncertainty Analysis. Efficient Selection of Reservoir Model Outputs within an Emulation Based Iterative Uncertainty Analysis.
Ian Vernon, Samuel E. Jackson & Jonathan A. Cumming. (2019) Known Boundary Emulation of Complex Computer Models. SIAM/ASA Journal on Uncertainty Quantification 7:3, pages 838-876.
Crossref
Ian Vernon, Junli Liu, Michael Goldstein, James Rowe, Jen Topping & Keith Lindsey. (2018) Bayesian uncertainty analysis for complex systems biology models: emulation, global parameter searches and evaluation of gene functions. BMC Systems Biology 12:1.
Crossref
Seyede Fatemeh Ghoreishi & Douglas L. Allaire. (2018) Gaussian Process Regression for Bayesian Fusion of Multi-Fidelity Information Sources. Gaussian Process Regression for Bayesian Fusion of Multi-Fidelity Information Sources.
Gemma J. Anderson & Donald D. Lucas. (2018) Machine Learning Predictions of a Multiresolution Climate Model Ensemble. Geophysical Research Letters 45:9, pages 4273-4280.
Crossref
A.L. Wilson, C.J. Dent & M. Goldstein. (2018) Quantifying uncertainty in wholesale electricity price projections using Bayesian emulation of a generation investment model. Sustainable Energy, Grids and Networks 13, pages 42-55.
Crossref
Natalie J. Harvey, Nathan Huntley, Helen F. Dacre, Michael Goldstein, David Thomson & Helen Webster. (2018) Multi-level emulation of a volcanic ash transport and dispersion model to quantify sensitivity to uncertain parameters. Natural Hazards and Earth System Sciences 18:1, pages 41-63.
Crossref
Raul Yondo, Esther Andrés & Eusebio Valero. (2018) A review on design of experiments and surrogate models in aircraft real-time and many-query aerodynamic analyses. Progress in Aerospace Sciences 96, pages 23-61.
Crossref
Daniel B. Williamson, Adam T. Blaker & Bablu Sinha. (2017) Tuning without over-tuning: parametric uncertainty quantification for the NEMO ocean model. Geoscientific Model Development 10:4, pages 1789-1816.
Crossref
Luiz Felippe S. Rodrigues, Ian Vernon & Richard G. Bower. (2017) Constraints on galaxy formation models from the galaxy stellar mass function and its evolution. Monthly Notices of the Royal Astronomical Society 466:2, pages 2418-2435.
Crossref
Michael Goldstein & Nathan Huntley. 2017. Handbook of Uncertainty Quantification. Handbook of Uncertainty Quantification 9 32 .
James M. SalterDaniel Williamson. (2016) A comparison of statistical emulation methodologies for multi‐wave calibration of environmental models. Environmetrics 27:8, pages 507-523.
Crossref
Giang T. Tran, Kevin I. C. Oliver, András Sóbester, David J. J. Toal, Philip B. Holden, Robert Marsh, Peter Challenor & Neil R. Edwards. (2016) Building a traceable climate model hierarchy with multi-level emulators. Advances in Statistical Climatology, Meteorology and Oceanography 2:1, pages 17-37.
Crossref
Matthew Jones, Michael Goldstein, Philip Jonathan & David Randell. (2016) Bayes linear analysis for Bayesian optimal experimental design. Journal of Statistical Planning and Inference 171, pages 115-129.
Crossref
Daniel Williamson & Michael Goldstein. (2015) Posterior Belief Assessment: Extracting Meaningful Subjective Judgements from Bayesian Analyses with Complex Statistical Models. Bayesian Analysis 10:4.
Crossref
C.C.S. Caiado & M. Goldstein. (2015) Bayesian uncertainty analysis for complex physical systems modelled by computer simulators with applications to tipping points. Communications in Nonlinear Science and Numerical Simulation 26:1-3, pages 123-136.
Crossref
Daniel Williamson, Adam T. Blaker, Charlotte Hampton & James Salter. (2014) Identifying and removing structural biases in climate models with history matching. Climate Dynamics 45:5-6, pages 1299-1324.
Crossref
N. Bounceur, M. Crucifix & R. D. Wilkinson. (2015) Global sensitivity analysis of the climate–vegetation system to astronomical forcing: an emulator-based approach. Earth System Dynamics 6:1, pages 205-224.
Crossref
Selvakumar Ulaganathan, Ivo Couckuyt, Francesco Ferranti, Eric Laermans & Tom Dhaene. (2014) Performance study of multi-fidelity gradient enhanced kriging. Structural and Multidisciplinary Optimization 51:5, pages 1017-1033.
Crossref
Matthew J. Heaton, William Kleiber, Stephan R. Sain & Michael Wiltberger. (2015) Emulating and Calibrating the Multiple-Fidelity Lyon–Fedder–Mobarry Magnetosphere–Ionosphere Coupled Computer Model. Journal of the Royal Statistical Society Series C: Applied Statistics 64:1, pages 93-113.
Crossref
Michael Goldstein & Nathan Huntley. 2016. Handbook of Uncertainty Quantification. Handbook of Uncertainty Quantification 1 24 .
David A. Wooff. (2014) Bayes Linear Sufficiency in Non-exchangeable Multivariate Multiple Regressions. Bayesian Analysis 9:1.
Crossref
Jonathan RougierMichael Goldstein. (2014) Climate Simulators and Climate Projections. Annual Review of Statistics and Its Application 1:1, pages 103-123.
Crossref
Daniel Williamson & Adam T. Blaker. (2014) Evolving Bayesian Emulators for Structured Chaotic Time Series, with Application to Large Climate Models. SIAM/ASA Journal on Uncertainty Quantification 2:1, pages 1-28.
Crossref
J. A. Cumming, D. A. Wooff, T.. Whittle, R. J. Crossman & A. C. Gringarten. (2013) Assessing the Non-Uniqueness of the Well Test Interpretation Model Using Deconvolution. Assessing the Non-Uniqueness of the Well Test Interpretation Model Using Deconvolution.
Loic Le Gratiet. (2013) Bayesian Analysis of Hierarchical Multifidelity Codes. SIAM/ASA Journal on Uncertainty Quantification 1:1, pages 244-269.
Crossref
Daniel Williamson, Michael Goldstein & Adam Blaker. (2012) Fast linked analyses for scenario-based hierarchies. Journal of the Royal Statistical Society: Series C (Applied Statistics) 61:5, pages 665-691.
Crossref
Michael Goldstein. 2012. Uncertainty Quantification in Scientific Computing. Uncertainty Quantification in Scientific Computing 78 94 .
Carlo Graziani. 2012. Statistical Challenges in Modern Astronomy V. Statistical Challenges in Modern Astronomy V 59 64 .
Richard G. Bower, Michael Goldstein & Ian Vernon. (2010) Rejoinder. Bayesian Analysis 5:4.
Crossref
Sigal Levy & David M. Steinberg. (2011) Computer experiments: a review. AStA Advances in Statistical Analysis 94:4, pages 311-324.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.