TITLE:
Inverse Problem for a Time-Series Valued Computer Simulator via Scalarization
AUTHORS:
Pritam Ranjan, Mark Thomas, Holger Teismann, Sujay Mukhoti
KEYWORDS:
Calibration, Computer Experiments, Contour Estimation, Gaussian Process Model, Non-Stationary Process, Sequential Design
JOURNAL NAME:
Open Journal of Statistics,
Vol.6 No.3,
June
28,
2016
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.