B0543
Title: Emulation of computer simulators with uncertain inputs
Authors: David Woods - University of Southampton (United Kingdom) [presenting]
Abstract: Some issues in the emulation of computer simulators are considered where inputs are subject to noise. Such cases may result from intrinsic uncertainty in the inputs due to, e.g., matching uncertain physical measurements or from the linking of simulators in a chain or network so outputs from previous simulators become inputs into subsequent ones. Some ongoing work is discussed on how to emulate such systems and on optimal sequential design of computer experiments. The attempt is to unify some existing approaches and make comparisons to methods for stochastic kriging.
