Computer experiment: Difference between revisions

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===Problems with massive sample sizes===
Unlike physical experiments, it is not uncommon for computer experiments to have thousands of different input combinations. Because the standard inference requires [[inversion| matrix inversion]] of a square matrix of the size of the number of samples (<math>n</math>), the cost grows on the <math> \mathcal{O} (n^3) </math>. Matrix inversion of large, dense matrices can also cause induce numerical inaccuracies. Currently, this problem is avoided by using approximation methods, e.g. [http://www.stat.wisc.edu/~zhiguang/Multistep_AOS.pdf].
 
==See also==