Introduction to Gaussian Process Emulators
01 Dezembro 2011 ·
- Quem: Leonardo Bastos
- Onde: FGV, sala 317
- Quando: 01 de Dezembro de 2011 às 16:00h
Simulators, also known as computer models, are mathematical representations of a real system implemented in a computer. Simulators are often su ciently complex that they take appreciable amounts of computer time or other resources to run. In this context, a methodology has been developed based on building a statistical representation of the simulator, known as an emulator. The principal approach to building emulators uses Gaussian processes. I am going to present a Gaussian process emulator as surrogate for the simulator. Also extensions will be presented and illustrated in some toy examples.
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