A Theoretical Framework for Calibration in Computer Models: Parametrization, Estimation and Convergence Properties
Calibration parameters in deterministic computer experiments are those attributes that cannot be measured or available in physical experiments. Here, an approach to estimate them by using data from physical experiments and computer simulations. A theoretical framework is given which allows us to study the issues of parameter identifiability and estimation. We define the L 2 -consistency for calibration as a justification for calibration methods. It is shown that a simplified version of the original KO method leads to asymptotically L 2 -inconsistent calibration. This L 2 -inconsistency can be remedied by modifying the original estimation procedure. A novel calibration method, called the L 2 calibration, is proposed and proven to be L 2 -consistent and enjoys optimal convergence rate. Furthermore a numerical example and some mathematical analysis are used to illustrate the source of the L 2 -inconsistency problem.