Sample_sigma_2_theta_m: Sample the variance and mean parameters.

Description Usage Arguments Value Author(s) References

Description

This function Samples the variance and mean parameters assuming the GaSP or S-GaSP models for the discrepancy function.

Usage

1
Sample_sigma_2_theta_m(param,  L_cur,  output,   p_theta,  p_x,  X,  have_mean, cm_obs)

Arguments

param

Current parameters in the MCMC.

L_cur

Cholesky decomposition of the covariance matrix.

output

Experimental observations.

p_theta

Number of calibration parameters.

p_x

Number of range parameters.

X

Number of mean discrepancy parameters.

have_mean

Whether the mean discrepancy is zero or not.

cm_obs

outputs from the mathematical model.

Value

A vector of samples of the variance and mean discrepancy parameters.

Author(s)

Mengyang Gu [aut, cre]

Maintainer: Mengyang Gu <mgu6@jhu.edu>

References

A. O'Hagan and M. C. Kennedy (2001), Bayesian calibration of computer models, Journal of the Royal Statistical Society: Series B (Statistical Methodology, 63, 425-464.

Mengyang Gu. (2016). Robust Uncertainty Quantification and Scalable Computation for Computer Models with Massive Output. Ph.D. thesis. Duke University.

M. Gu and L. Wang (2017) Scaled Gaussian Stochastic Process for Computer Model Calibration and Prediction. arXiv preprint arXiv:1707.08215.

M. Gu (2018) Jointly Robust Prior for Gaussian Stochastic Process in Emulation, Calibration and Variable Selection . arXiv preprint arXiv:1804.09329.


RobustCalibration documentation built on May 2, 2019, 9:36 a.m.