Best Linear Unbiased Prediction for Multifidelity Computer Experiments

Mu Weiyan; Wei Qiuyue; Cui Dongli; Xiong Shifeng

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Best Linear Unbiased Prediction for Multifidelity Computer Experiments

机译：多保真度计算机实验的最佳线性无偏预测

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Recently it becomes a growing trend to study complex systems which contain multiple computer codes with different levels of accuracy, and a number of hierarchical Gaussian process models are proposed to handle such multiple-fidelity codes. This paper derives the best linear unbiased prediction for three popular classes of multiple-level Gaussian process models. The predictors all have explicit expressions at each untried point. Empirical best linear unbiased predictors are also provided by plug-in methods with generalized maximum likelihood estimators of unknown parameters.

机译：最近，研究包含多个具有不同精度级别的计算机代码的复杂系统成为一种日益增长的趋势，并且提出了许多分层的高斯过程模型来处理这种多保真度代码。本文针对三种流行的多级高斯过程模型，得出了最佳的线性无偏预测。预测变量在每个未尝试的点都有明确的表达式。插入式方法还提供了经验最佳的线性无偏预测器，其中包含未知参数的广义最大似然估计器。

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来源
《Mathematical Problems in Engineering》 |2018年第6期|8525736.1-8525736.7|共7页
作者
Mu Weiyan; Wei Qiuyue; Cui Dongli; Xiong Shifeng;
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作者单位

Beijing Univ Civil Engn & Architecture, Sch Sci, Beijing 100044, Peoples R China;

Beijing Univ Civil Engn & Architecture, Sch Sci, Beijing 100044, Peoples R China;

Beijing Univ Civil Engn & Architecture, Sch Sci, Beijing 100044, Peoples R China;

Chinese Acad Sci, Acad Math & Syst Sci, NCMIS, Beijing 100190, Peoples R China;

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1. Best Linear Unbiased Prediction for Multifidelity Computer Experiments [J] . Weiyan Mu, Qiuyue Wei, Dongli Cui, Mathematical Problems in Engineering: Theory, Methods and Applications . 2018,第6期

机译：多保真度计算机实验的最佳线性无偏预测
2. Best Linear Unbiased Prediction for Multifidelity Computer Experiments [J] . Weiyan Mu, Qiuyue Wei, Dongli Cui, Mathematical Problems in Engineering: Theory, Methods and Applications . 2018,第5期

机译：多保真度计算机实验的最佳线性无偏预测
3. Comparison of the Performance of Best Linear Unbiased Estimation and Best Linear Unbiased Prediction of Genotype Effects from Zoned Indian Maize Data [J] . Atlin??G.N., Kleinknecht??K., M??hring??J., Crop science . 2013,第4期

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4. Empirical Best Linear Unbiased Prediction Method for Small Areas with Restricted Maximum Likelihood and Bootstrap Procedure to Estimate the Average of Household Expenditure per Capita in Banjar Regency [C] . Agustin Siti Aminah, Gandhi Pawitan, Bertho Tantular International Conference on Applied Statistics . 2017

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5. Remediation of instability in Best Linear Unbiased Prediction (BLUP) in tree breeding populations. [D] . Eatwell, Karen Anne. 2013

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6. Core-dependent changes in genomic predictions using the Algorithm for Proven and Young in single-step genomic best linear unbiased prediction [O] . Ignacy Misztal, Shogo Tsuruta, Ivan Pocrnic, 2020

机译：使用算法在单步基因组最佳线性无偏见预测中经过验证和年轻算法的基因组预测的核心预测变化
7. Core-dependent changes in genomic predictions using the Algorithm for Proven and Young in single-step genomic best linear unbiased prediction [O] . Ignacy Misztal, Shogo Tsuruta, Ivan Pocrnic, 2020

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8. Application of Best Linear Unbiased Prediction to Interpolation of Random Fields and to Network Design [R] . Cabannes, A. 1980

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Best Linear Unbiased Prediction for Multifidelity Computer Experiments

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