%0 Journal Article
%T Inverse Problem for a Time-Series Valued Computer Simulator via Scalarization
%A Pritam Ranjan
%A Mark Thomas
%A Holger Teismann
%A Sujay Mukhoti
%J Open Journal of Statistics
%P 528-544
%@ 2161-7198
%D 2016
%I Scientific Research Publishing
%R 10.4236/ojs.2016.63045
%X For an expensive to evaluate computer
simulator, even the estimate of the overall surface can be a challenging
problem. In this paper, we focus on the estimation of the inverse solution,
i.e., to find the set(s) of input combinations of the simulator that generates
a pre-determined simulator output. Ranjan et al. [1] proposed an expected
improvement criterion under a sequential design framework for the inverse
problem with a scalar valued simulator. In this paper, we focus on the inverse
problem for a time-series valued simulator. We have used a few simulated and
two real examples for performance comparison.
%K Calibration
%K Computer Experiments
%K Contour Estimation
%K Gaussian Process Model
%K Non-Stationary Process
%K Sequential Design
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=67748