A1084
Title: A discrepancy decomposition model for calibration experiments
Authors: Shifeng Xiong - Chinese Academy of Sciences (China) [presenting]
Abstract: Computer simulation models are widely used to study complex physical systems. A related topic is the calibration problem, which aims at learning about the values of parameters in the model based on observations. In most real applications, the parameters have specific physical meanings and are called physical parameters. To understand the true underlying physical system, effectively estimating such parameters is needed. However, existing calibration methods have limitations in addressing this due to the model identifiability issue. The aim is to propose a method based on the discrepancy decomposition model to describe the discrepancy between the physical system and the computer model. The proposed model possesses a clear interpretation, and more importantly, it is identifiable under mild conditions. Under this model, estimators of the physical parameters and the discrepancy functions are presented, and their asymptotic properties are established. Numerical examples show that the proposed method is capable of accurately estimating the physical parameters.
