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Inverse Problem for a Time-Series Valued Computer Simulator via Scalarization
, Mark Thomas, Holger Teismann,
Published in Scientific Research Publishing
2016
Volume: 6
   
Issue: 3
Pages: 528 - 544
Abstract
For an expensive to evaluate computer simulator, even the estimate of the overall surface can be a challenging problem. In this paper, we focus on the estimation of the inverse solution, i.e., to find the set(s) of input combinations of the simulator that generates a pre-determined simulator output. Ranjan et al. [1] proposed an expected improvement criterion under a sequential design framework for the inverse problem with a scalar valued simulator. In this paper, we focus on the inverse problem for a time-series valued simulator. We have used a few simulated and two real examples for performance comparison.
About the journal
JournalOpen Journal of Statistics
PublisherScientific Research Publishing
ISSN2161-718X
Open AccessYes