IMC Colloquium Series: "Simulation Model Calibration and Prediction Using Outputs From Multi-Fidelity Simulators"

Derek Bingham

Canada Research Chair - Industrial Statistics
Department of Statistics and Actuarial Science, Simon Fraser University

Date: Nov 30, 2012

Abstract

Computer simulators are used widely to describe physical processes in lieu of physical observations. In some cases, more than one computer code can be used to explore the same physical system - each with different degrees of fidelity. In this work, we combine field observations and model runs from deterministic multi-fidelity computer simulators to build a predictive model for the real process. The resulting model can be used to perform sensitivity analysis for the system and make predictions with associated measures of uncertainty. Our approach is Bayesian and will be illustrated through a simple example, as well as a real application in predictive science at the Center for Radiative Shock Hydrodynamics at the University of Michigan.

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