TITLE: Accurate Emulators for Large-Scale Computer Experiments

SPEAKER:  Ben Haaland

ABSTRACT:

A multistep procedure is introduced to statisticians for modeling large-scale
computer experiments. In practice, the procedure shows substantial
improvements in overall accuracy. We introduce the terms nominal and numeric
error and decompose the overall error of an emulator into nominal and numeric
portions. For the multistep procedure, we develop bounds on the numeric and
nominal error. These bounds show that substantial gains in overall accuracy
can be attained with the multistep approach.