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Efficient Emulators of Computer Experiments Using Compactly Supported Correlation Functions, With an Application to Cosmology
Efficient Emulators Correlation Functions Cosmology
2011/7/19
Statistical emulators of computer simulators have proven to be useful in a variety of applications. The widely adopted model for emulator building, using a Gaussian process model with strictly positiv...
Conformal geometry of statistical manifold with application to sequential estimation
Affi ne connections Curved exponential family Hyperboloid dis-tribution Information geometry Projective transformation Riemannian metric Space of constant curvature Totally umbilic von Mises-Fisher distribution
2011/3/23
We present a geometrical method for analyzing sequential estimating procedures. It is based on the design principle of the second-order efficient sequential estimation provided in Okamoto, Amari and T...
Optimal experiment design in a filtering context with application to sampled network data
Optimal design, Kalman filter random walks
2010/10/19
We examine the problem of optimal design in the context of filtering multiple random walks. Specifically, we define the steady state E-optimal design criterion and show that the underlying optimizatio...