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  • 标题:Rejoinder
  • 本地全文:下载
  • 作者:Bruno Sanso ; Chris E. Forest ; Daniel Zantedeschi
  • 期刊名称:Bayesian Analysis
  • 印刷版ISSN:1931-6690
  • 电子版ISSN:1936-0975
  • 出版年度:2008
  • 卷号:03
  • 期号:01
  • 页码:57-62
  • 出版社:International Society for Bayesian Analysis
  • 摘要:We thank the two discussant for their insightful comments. The starting point of this work is described in the third paragraph of Section 2.4 in the manuscript and consists of obtaining a likelihood for  using the distribution of the quadratic form (z ..())0..1(z ..()). Thus  represents the covariance of the di erence z ..(), that we denote . The common approach in the optimal ngerprint literature is to estimate  from a long control run, that we denote wj ; j = 1; : : : ; k and plug it into the likelihood. One of our key interests in developing this work was that of calibrating  with a method that accounted for the estimation uncertainties involved in estimating both  and the parameters needed to obtain a surrogate model for . Thus, from the onset, our goal was not to `cut feedback', borrowing the expression from Rougier's discussion. This is in contrast with the more traditional approach that consists of tting a Gaussian process to the model output, obtain estimates for the parameters that describe such process and plug them into the likelihood used for the calibration of . Something that is lost by not cutting feedback is the ability to evaluate the emulator o -line. On the other hand, we feel that too often developing and checking the emulator has received too much emphasis. In a calibration problem the focus is on exploring the parameter values that produce the most plausible computer model responses when compared to actual observations. When, as is the case in our problem, an abundant set of computer evaluations is available, it is likely that the precision of the emulator will be of secondary importance
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