Cargando…
Multivariate emulation of computer simulators: model selection and diagnostics with application to a humanitarian relief model
We present a common framework for Bayesian emulation methodologies for multivariate output simulators, or computer models, that employ either parametric linear models or non‐parametric Gaussian processes. Novel diagnostics suitable for multivariate covariance separable emulators are developed and te...
Autores principales: | , |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
John Wiley and Sons Inc.
2016
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4991306/ https://www.ncbi.nlm.nih.gov/pubmed/27609994 http://dx.doi.org/10.1111/rssc.12141 |
_version_ | 1782448837773754368 |
---|---|
author | Overstall, Antony M. Woods, David C. |
author_facet | Overstall, Antony M. Woods, David C. |
author_sort | Overstall, Antony M. |
collection | PubMed |
description | We present a common framework for Bayesian emulation methodologies for multivariate output simulators, or computer models, that employ either parametric linear models or non‐parametric Gaussian processes. Novel diagnostics suitable for multivariate covariance separable emulators are developed and techniques to improve the adequacy of an emulator are discussed and implemented. A variety of emulators are compared for a humanitarian relief simulator, modelling aid missions to Sicily after a volcanic eruption and earthquake, and a sensitivity analysis is conducted to determine the sensitivity of the simulator output to changes in the input variables. The results from parametric and non‐parametric emulators are compared in terms of prediction accuracy, uncertainty quantification and scientific interpretability. |
format | Online Article Text |
id | pubmed-4991306 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2016 |
publisher | John Wiley and Sons Inc. |
record_format | MEDLINE/PubMed |
spelling | pubmed-49913062016-09-06 Multivariate emulation of computer simulators: model selection and diagnostics with application to a humanitarian relief model Overstall, Antony M. Woods, David C. J R Stat Soc Ser C Appl Stat Original Articles We present a common framework for Bayesian emulation methodologies for multivariate output simulators, or computer models, that employ either parametric linear models or non‐parametric Gaussian processes. Novel diagnostics suitable for multivariate covariance separable emulators are developed and techniques to improve the adequacy of an emulator are discussed and implemented. A variety of emulators are compared for a humanitarian relief simulator, modelling aid missions to Sicily after a volcanic eruption and earthquake, and a sensitivity analysis is conducted to determine the sensitivity of the simulator output to changes in the input variables. The results from parametric and non‐parametric emulators are compared in terms of prediction accuracy, uncertainty quantification and scientific interpretability. John Wiley and Sons Inc. 2016-03-01 2016-08 /pmc/articles/PMC4991306/ /pubmed/27609994 http://dx.doi.org/10.1111/rssc.12141 Text en © 2016 The Authors Journal of the Royal Statistical Society: Series C Applied Statistics published by John Wiley & Sons Ltd on behalf of the Royal Statistical Society. This is an open access article under the terms of the Creative Commons Attribution (http://creativecommons.org/licenses/by/4.0/) License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited. |
spellingShingle | Original Articles Overstall, Antony M. Woods, David C. Multivariate emulation of computer simulators: model selection and diagnostics with application to a humanitarian relief model |
title | Multivariate emulation of computer simulators: model selection and diagnostics with application to a humanitarian relief model |
title_full | Multivariate emulation of computer simulators: model selection and diagnostics with application to a humanitarian relief model |
title_fullStr | Multivariate emulation of computer simulators: model selection and diagnostics with application to a humanitarian relief model |
title_full_unstemmed | Multivariate emulation of computer simulators: model selection and diagnostics with application to a humanitarian relief model |
title_short | Multivariate emulation of computer simulators: model selection and diagnostics with application to a humanitarian relief model |
title_sort | multivariate emulation of computer simulators: model selection and diagnostics with application to a humanitarian relief model |
topic | Original Articles |
url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4991306/ https://www.ncbi.nlm.nih.gov/pubmed/27609994 http://dx.doi.org/10.1111/rssc.12141 |
work_keys_str_mv | AT overstallantonym multivariateemulationofcomputersimulatorsmodelselectionanddiagnosticswithapplicationtoahumanitarianreliefmodel AT woodsdavidc multivariateemulationofcomputersimulatorsmodelselectionanddiagnosticswithapplicationtoahumanitarianreliefmodel |