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Simulation Model Calibration and Prediction Using Outputs From Multi-Fidelity Simulators

Tuesday, March 12, 2013 - 11:00
Derek Bingham, Department of Statistics & Actuarial Science, Simon Fraser University
Statistics Seminar
Room 4192, Earth Sciences Building (2207 Main Mall)

Computer simulators are used widely to describe physical processes in lieu of physical observations. In some cases, more than one computer code can be used to explore the same physical system - each with different degrees of fidelity. In this work, we combine field observations and model runs from deterministic multi-fidelity computer simulators to build a predictive model for the real process. The resulting model can be used to perform sensitivity analysis for the system and make predictions with associated measures of uncertainty. Our approach is Bayesian and will be illustrated through a simple example, as well as a real application in predictive science at the Center for Radiative Shock Hydrodynamics at the University of Michigan.