RAND Statistics Seminar Series

Uncertainty Quantification for Combining Experimental Data and Computer Simulations

Presented by Brian J. Williams, Los Alamos National Laboratory
Thursday, December 1, 2005
10:30 a.m.
RAND Corporation, Santa Monica, CA
Forum m-1224
Please contact Teddi Sanchez if you would like to attend this seminar.


This work focuses on combining observations from field experiments with detailed computer simulations of a physical process to carry out inference. This typically involves calibration of parameters in the computer simulator as well as accounting for inadequate physics in the simulator. We consider applications in characterizing equation of state and material properties for which the field data and the simulator output are multivariate. For example, the data may be the velocity profile of a metal plate subjected to a plane shock wave at high strain rates. We use the basic framework of Kennedy and O'Hagan (2001). However, the size and multivariate nature of the data lead to computational challenges for implementing the framework. We consider adaptive basis methods (e.g. principal components, kernel smoothing) to achieve significant dimension reduction in the statistical formulation. We illustrate the proposed methodology with experimental data and simulations from a flyer plate experiment that was conducted to learn about material behavior in high strain rate environments.

This is joint work with Dave Higdon and Jim Gattiker of LANL.

Note: Washington, D.C. Conf. Rm. 8401; Pittsburgh Conf. Rm. 434

Attending a Seminar

RAND Visitors are welcome to attend the statistics seminars, but must RSVP at least one day prior to the seminar. To ensure your attendance, contact Ms. Teddi Sanchez at (tsanchez@rand.org) with your name, company or university affiliation, and national citizenship (for security purposes). Light refreshments will be served.

For directions to RAND see: http://www.rand.org/about/locations/santa-monica.html
Visitors must enter through the north-parking garage, which is accessible from Main Street in our new office building. Inform the attendant that you are there for the Statistics Seminar Series and you will be directed to the appropriate parking area. If there is no attendant present, use the intercom and tell them that you are here for the Statistics Seminar Series. After parking, follow the instructions to the appropriate conference area. (1776 Main Street)

Reminder: the old RAND surface parking lots have been permanently closed.

For further information and to be added to the mailing list contact Teddi Sanchez (tsanchez@rand.org).