Multivariate emulation of computer simulators: model selection and diagnostics with application to a humanitarian relief model

J R Stat Soc Ser C Appl Stat. 2016 Aug;65(4):483-505. doi: 10.1111/rssc.12141. Epub 2016 Mar 1.

Abstract

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.

Keywords: Bayesian emulation; Computer experiment; Gaussian process; Lightweight emulator; Non‐parametric regression.

Publication types

  • Research Support, Non-U.S. Gov't
  • Research Support, U.S. Gov't, Non-P.H.S.