Computer experiment: Difference between revisions

Content deleted Content added
Line 30:
 
===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 solved by greedy decision tree techniques, allowing effective computations for unlimited dimensionality and sample size [http://www.google.com/patents/WO2013055257A1?cl=en&hl=ru patent WO2013055257A1], or avoided by using approximation methods, e.g. [http://www.stat.wisc.edu/~zhiguang/Multistep_AOS.pdf].
 
==See also==