Notebooks
http://bactra.org/notebooks
Cosma's NotebooksenStatistical Emulators for Simulation Models
http://bactra.org/notebooks/2018/10/18#simulation-emulators
<P>Yet Another Inadequate Placeholder.
<P>This is a technique for situations where simulation models are sufficiently
computationally expensive that running them many times, under varying
conditions, is infeasible. Instead, one wants to fit a computationally cheap
statistical model to the output of a limited number of simulation runs, with
some hope that the statistical model will extrapolate to what the
simulation model would have done under other conditions. The cheap
statistical model is the emulator.
<P>(This is either a complement or an obverse to simulation-based inference
methods like <a href="indirect-inference.html">indirect inference</a>; perhaps
both.)
<P>See also:
<a href="computational-statistics.html">Computational Statistics</a>;
<a href="micro-macro.html">Macroscopic Consequences of Microscopic
Interactions</a>;
<a href="monte-carlo.html">Monte Carlo</a>;
<a href="simulations.html">Simulations</a>;
<a href="statistics.html">Statistics</a>;
<ul>To read (utterly inadequate):
<li>Cari G. Kaufman, Derek Bingham, Salman Habib, Katrin Heitmann, Joshua A. Frieman, "Efficient emulators of computer experiments using compactly supported correlation functions, with an application to cosmology",
<a href="http://dx.doi.org/10.1214/11-AOAS489"><cite>Annals of Applied Statistics</cite>
<strong>5</strong> (2011): 2470--2492</a>, <a href="http://arxiv.org/abs/1107.0749">arxiv:1107.0749</a>
</ul>