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SUMMARY:Accurate emulators for large-scale computer experiments - Haaland\
 , B (Duke-NUS\, NUS)
DTSTART:20110909T110000Z
DTEND:20110909T113000Z
UID:TALK32740@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:Large-scale computer experiments are becoming increasingly imp
 ortant in science. A multi-step procedure is introduced to statisticians f
 or modeling such experiments\, which builds an accurate interpolator in mu
 ltiple steps. In practice\, the procedure shows substantial improvements i
 n overall accuracy but its theoretical properties are not well established
 . We introduce the terms nominal and numeric error and decompose the overa
 ll error of an interpolator into nominal and numeric portions. Bounds on t
 he numeric and nominal error are developed to show theoretically that subs
 tantial gains in overall accuracy can be attained with the multi-step appr
 oach.\n
LOCATION:Seminar Room 1\, Newton Institute
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