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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...

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Detalles Bibliográficos
Autores principales: Overstall, Antony M., Woods, David C.
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
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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.
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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
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