SPEAKER:  Ben Haaland

ABSTRACT:

A multistep procedure is introduced to statisticians for modeling large-scale computer experiments. In practice, the procedure shows substantial improvements in overall accuracy. We introduce the terms nominal and numeric error and decompose the overall error of an emulator into nominal and numeric portions. For the multistep procedure, we develop bounds on the numeric and nominal error. These bounds show that substantial gains in overall accuracy can be attained with the multistep approach.