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Seminars

Multi-fidelity surrogate modeling with confidence: stacking experimental design with cost complexity guarantees

  • 2022-07-04 (Mon.), 10:30 AM
  • Auditorium, B1F, Institute of Statistical Science;The tea reception will be held at 10:10.
  • Lecture in English. Online live streaming through Cisco Webex will be available.
  • Prof. Chih-Li Sung
  • Department of Statistics and Probability, Michigan State University, USA

Abstract

In an era where scientific experimentation is costly, multi-fidelity emulation (i.e., predictive modeling using data of multiple fidelities, or accuracies) is becoming a crucial tool for scientific discovery. Such emulators allow experimenters to maximize predictive power and thus scientific inference given an experimental budget. There has, however, been little work exploring the problems of design and sample size determination for multi-fidelity emulation, both of which are critical for cost-efficient predictive modeling. We thus propose a novel experimental design framework which addresses both problems under a novel multi-level emulator model. We prove a novel complexity theorem which shows, under the proposed sequential design, the resulting emulator achieves a prediction accuracy given a computational cost. We then demonstrate the effectiveness of the proposed sequential design in a suite of simulation experiments and an application to finite-element analysis.

Please click here for participating the talk online

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1110704宋治立教授(En).pdf
Update:2022-06-20 09:45
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