Citation

BibTex format

@inproceedings{Oates,
author = {Oates, CJ and Niederer, S and Lee, A and Briol, F-X and Girolami, M},
pages = {109--117},
title = {Probabilistic Models for Integration Error in the Assessment of Functional Cardiac Models},
url = {https://papers.nips.cc/paper/6616-probabilistic-models-for-integration-error-in-the-assessment-of-functional-cardiac-models},
}

RIS format (EndNote, RefMan)

TY  - CPAPER
AB - This paper studies the numerical computation of integrals, representingestimates or predictions, over the output $f(x)$ of a computational model withrespect to a distribution $p(\mathrm{d}x)$ over uncertain inputs $x$ to themodel. For the functional cardiac models that motivate this work, neither $f$nor $p$ possess a closed-form expression and evaluation of either requires$\approx$ 100 CPU hours, precluding standard numerical integration methods. Ourproposal is to treat integration as an estimation problem, with a joint modelfor both the a priori unknown function $f$ and the a priori unknowndistribution $p$. The result is a posterior distribution over the integral thatexplicitly accounts for dual sources of numerical approximation error due to aseverely limited computational budget. This construction is applied to account,in a statistically principled manner, for the impact of numerical errors that(at present) are confounding factors in functional cardiac model assessment.
AU - Oates,CJ
AU - Niederer,S
AU - Lee,A
AU - Briol,F-X
AU - Girolami,M
EP - 117
SP - 109
TI - Probabilistic Models for Integration Error in the Assessment of Functional Cardiac Models
UR - https://papers.nips.cc/paper/6616-probabilistic-models-for-integration-error-in-the-assessment-of-functional-cardiac-models
UR - http://hdl.handle.net/10044/1/53204
ER -