Mini-Minimax Uncertainty Quantification for Emulators
نویسندگان
چکیده
منابع مشابه
Mini-Minimax Uncertainty Quantification for Emulators∗
Consider approximating a “black box” function f by an emulator f̂ based on n noiseless observations of f . Let w be a point in the domain of f . How big might the error |f̂(w) − f(w)| be? If f could be arbitrarily rough, this error could be arbitrarily large: we need some constraint on f besides the data. Suppose f is Lipschitz with a known constant. We find a lower bound on the number of observa...
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ژورنال
عنوان ژورنال: SIAM/ASA Journal on Uncertainty Quantification
سال: 2015
ISSN: 2166-2525
DOI: 10.1137/130917909