• Corpus ID: 54216948

Another Look at Statistical Calibration: A Non-Asymptotic Theory and Prediction-Oriented Optimality

  title={Another Look at Statistical Calibration: A Non-Asymptotic Theory and Prediction-Oriented Optimality},
  author={Xiaowu Dai and Peter Chien},
  journal={arXiv: Methodology},
We provide another look at the statistical calibration problem in computer models. This viewpoint is inspired by two overarching practical considerations of computer models: (i) many computer models are inadequate for perfectly modeling physical systems, even with the best-tuned calibration parameters; (ii) only a finite number of data points are available from the physical experiment associated with a computer model. Following this new line of thinking, we provide a non-asymptotic theory and… 

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