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CROSS-VALIDATED MULTIVARIATE METAMODELING METHODS FOR PHYSICS-BASED COMPUTER SIMULATIONS

机译:基于物理的计算机仿真的交叉验证多元元建模方法

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摘要

Fast-running metamodels that approximate multivariaterninput/output relationships of time-consuming physics-basedrncomputer simulations (PBCS) enable effective probabilisticrnanalyses of the PBCS outputs under input uncertainties. Thernprobabilistic measures of the simulation outputs can supportrnuncertainty statements about PBCS predictions. In thisrnpaper, a general multivariate metamodeling strategy drivenrnby sample cross-validation error metrics will be discussed. Arnlocalized regression method using the cross-validatedrnmoving least squares (CVMLS) method and an interpolationrnmethod using the cross-validated radial basis functionsrn(CVRBF) are developed. A simple example will be presentedrnto illustrate the effectiveness of CVMLS in capturing thernhighly nonlinear inputs/output relationship.
机译:快速运行的元模型可以近似耗时的基于物理的计算机模拟(PBCS)的多变量输入/输出关系,从而可以在输入不确定性下对PBCS输出进行有效的概率分析。模拟输出的概率度量可以支持有关PBCS预测的不确定性陈述。在本文中,将讨论由样本交叉验证误差度量驱动的通用多元元建模策略。开发了使用交叉验证的最小二乘法(CVMLS)的Anlocalized回归方法和使用交叉验证的径向基函数rn(CVRBF)的插值方法。将给出一个简单的例子来说明CVMLS在捕获高度非线性输入/输出关系中的有效性。

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