Computationally and statistically efficient model fitting techniques. Issue 1 (2nd January 2017)

• Record Type: Journal Article
• Authors: Harvey, Christine; Rosen, Scott; Ramsey, James; Saunders, Christopher; Guharay, Samar K.
• Is Part Of: Journal of statistical computation and simulation. Volume 87:Issue 1(2017)
• Page Start: 123
• Page End: 137
• Publication Date: 2017-01-02
• Subjects: Metamodel -- computational statistics -- model fitting; 90C06 -- 90C30 -- 90C31 -- 90C59; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5028505
• DOI: 10.1080/00949655.2016.1194838
• Languages: English
• ISSNs: 0094-9655

Abstract

ABSTRACT: A significant challenge in fitting metamodels of large-scale simulations with sufficient accuracy is in the computational time required for rigorous statistical validation. This paper addresses the statistical computation issues associated with the Bootstrap and modified PRESS statistic, which yield key metrics for error measurements in metamodelling validation. Experimentation is performed on different programming languages, namely, MATLAB, R, and Python, and implemented on different computing architectures including traditional multicore personal computers and high-power clusters with parallel computing capabilities. This study yields insight into the effect that programming languages and computing architecture have on the computational time for simulation metamodel validation. The experimentation is performed across two scenarios with varying complexity.