论文标题
动态计算机模拟器的逆问题通过多个标量值估计
Inverse Problem for Dynamic Computer Simulators via Multiple Scalar-valued Contour Estimation
论文作者
论文摘要
在本文中，我们考虑了一个动态计算机模拟器，该模拟器在每个给定的输入参数$ x $上产生时间序列响应$ y_t（x）$。我们提出了一种解决反问题的方法，该方法指的是发现一组产生预先指定的模拟器输出的输入。受到Ranjan等人开发的预期改进标准的轮廓估计的顺序方法的启发。 （2008年，doi：10.1198/0040170080000541），我们提出的方法将$ k \上的目标响应系列离散； （\ ll l）$时间点，然后迭代地解决了$ k $标量值相对于离散目标。我们还建议使用目标响应系列的样条平滑，以确定结的最佳数量，$ k $以及结的实际位置以进行离散化。比较了几个基于测试功能的计算机模拟器的性能和使用降雨运行测量模型的动机真实应用程序，该方法的性能被称为MATLAB-SIMULINK模型。
In this paper we consider a dynamic computer simulator that produces a time-series response $y_t(x)$ over $L$ time points, for every given input parameter $x$. We propose a method for solving inverse problems, which refer to the finding of a set of inputs that generates a pre-specified simulator output. Inspired by the sequential approach of contour estimation via expected improvement criterion developed by Ranjan et al. (2008, DOI: 10.1198/004017008000000541), our proposed method discretizes the target response series on $k \; (\ll L)$ time points, and then iteratively solves $k$ scalar-valued inverse problems with respect to the discretized targets. We also propose to use spline smoothing of the target response series to identify the optimal number of knots, $k$, and the actual location of the knots for discretization. The performance of the proposed methods is compared for several test-function based computer simulators and the motivating real application that uses a rainfall-runoff measurement model named Matlab-Simulink model.
