论文标题
强大的实验设计用于模型校准
Robust Experimental Designs for Model Calibration
论文作者
论文摘要
计算机模型只能在指定某些未知物理常数的值后才预测输出,称为校准参数。未知的校准参数可以通过进行物理实验从实际数据估算。本文提出了一种最佳设计这种物理实验的方法。使用计算机模型最佳设计物理实验的问题类似于寻找适合非线性模型的最佳设计的问题。但是,由于可能存在模型差异的可能性,即计算机模型可能不是真正的基础模型的准确表示,因此问题比现有的非线性最佳设计上的工作更具挑战性。因此,我们提出了一种对潜在模型差异的最佳设计方法。我们表明,我们的设计比不利用计算机模型中包含的信息和其他非线性最佳设计的常见物理实验设计更好,这些设计忽略了潜在的模型差异。我们使用玩具示例和行业的真实示例来说明我们的方法。
A computer model can be used for predicting an output only after specifying the values of some unknown physical constants known as calibration parameters. The unknown calibration parameters can be estimated from real data by conducting physical experiments. This paper presents an approach to optimally design such a physical experiment. The problem of optimally designing physical experiment, using a computer model, is similar to the problem of finding optimal design for fitting nonlinear models. However, the problem is more challenging than the existing work on nonlinear optimal design because of the possibility of model discrepancy, that is, the computer model may not be an accurate representation of the true underlying model. Therefore, we propose an optimal design approach that is robust to potential model discrepancies. We show that our designs are better than the commonly used physical experimental designs that do not make use of the information contained in the computer model and other nonlinear optimal designs that ignore potential model discrepancies. We illustrate our approach using a toy example and a real example from industry.