论文标题
通过多个轮廓估计解决时间序列的计算机模拟器的逆问题
Solving an Inverse Problem for Time Series Valued Computer Simulators via Multiple Contour Estimation
论文作者
论文摘要
计算机模拟器通常被用作复杂现实现象的替代品，这些现象昂贵或不可避免。本文着重于如何有效地解决倒数问题，以评估时间序列有价值的计算机模拟器。这项研究是由水文模拟器进行的，该模拟器必须调整以在美国乔治亚州雅典产生逼真的降雨跑测量。假设模拟器返回给定输入X的L时间点上的G（X，T），则提出的方法开始于仔细构建$ k << l $的离散化（时间 - ）点集（DPS），该集合（DPS）是通过采用k最佳定位位置的目标响应的回归样条近似值来实现的。 t^*_ k \} $。随后，我们通过轮廓估计方法解决了模拟器$ g（x，t^*_ j）$的k标量值。所提出的方法称为MSCE，还促进了反溶液的不确定性定量。广泛的仿真研究用于证明该方法与流行竞争者的性能比较，用于几个基于测试功能的计算机模拟器和现实生活中的降雨跑步测量模型。
Computer simulators are often used as a substitute of complex real-life phenomena which are either expensive or infeasible to experiment with. This paper focuses on how to efficiently solve the inverse problem for an expensive to evaluate time series valued computer simulator. The research is motivated by a hydrological simulator which has to be tuned for generating realistic rainfall-runoff measurements in Athens, Georgia, USA. Assuming that the simulator returns g(x,t) over L time points for a given input x, the proposed methodology begins with a careful construction of a discretization (time-) point set (DPS) of size $k << L$, achieved by adopting a regression spline approximation of the target response series at k optimal knots locations $\{t^*_1, t^*_2, ..., t^*_k\}$. Subsequently, we solve k scalar valued inverse problems for simulator $g(x,t^*_j)$ via the contour estimation method. The proposed approach, named MSCE, also facilitates the uncertainty quantification of the inverse solution. Extensive simulation study is used to demonstrate the performance comparison of the proposed method with the popular competitors for several test-function based computer simulators and a real-life rainfall-runoff measurement model.
