Bayesian emulation of complex multi-output and dynamic computer models
From MaRDI portal
Publication:1044055
DOI10.1016/j.jspi.2009.08.006zbMath1177.62033WikidataQ61856213 ScholiaQ61856213MaRDI QIDQ1044055
Anthony O'Hagan, Stefano Conti
Publication date: 10 December 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.08.006
62P12: Applications of statistics to environmental and related topics
62F15: Bayesian inference
92D40: Ecology
Related Items
Identification of dynamical systems with structured uncertainty, Physics-Based Kriging Surrogates for a Class of Finite Element Codes, Unnamed Item, Varying Coefficient Models and Design Choice for Bayes Linear Emulation of Complex Computer Models with Limited Model Evaluations, Bayesian Optimization of Expected Quadratic Loss for Multiresponse Computer Experiments with Internal Noise, Novel statistical emulator construction for volcanic ash transport model Ash3d with physically motivated measures, Uncertainty Quantification for Computer Models With Spatial Output Using Calibration-Optimal Bases, Gaussian Process Modeling of Finite Element Models with Functional Inputs, Comparison of Surrogate-Based Uncertainty Quantification Methods for Computationally Expensive Simulators, Gaussian process emulators for spatial individual‐level models of infectious disease, Hierarchical Emulation: A Method for Modeling and Comparing Nested Simulators, Multiobjective optimization using Gaussian process emulators via stepwise uncertainty reduction, Surrogate Modeling with Gaussian Processes for an Inverse Problem in Polymer Dynamics, Modeling 3‐D spatio‐temporal biogeochemical processes with a forest of 1‐D statistical emulators, Intercorrelated random fields with bounds and the Bayesian identification of their parameters: Application to linear elastic struts and fibers, A comparison of statistical emulation methodologies for multi‐wave calibration of environmental models, An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach, A generalized Gaussian process model for computer experiments with binary time series, Multi-output separable Gaussian process: towards an efficient, fully Bayesian paradigm for uncertainty quantification, Multi-output local Gaussian process regression: applications to uncertainty quantification, On the Bayesian treed multivariate Gaussian process with linear model of coregionalization, Gaussian process emulation for second-order Monte Carlo simulations, Uncertainty propagation using infinite mixture of gaussian processes and variational Bayesian inference, Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems, Rank adaptive tensor recovery based model reduction for partial differential equations with high-dimensional random inputs, Response improvement in complex experiments by co-information composite likelihood optimization, Mixtures of experts for understanding model discrepancy in dynamic computer models, \textit{KrigInv}: an efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging, Emulation engines: choice and quantification of uncertainty for complex hydrological models, Agent-based model calibration using machine learning surrogates, Manifold learning for the emulation of spatial fields from computational models, Multi-fidelity Gaussian process regression for prediction of random fields, Reduced order models for many-query subsurface flow applications, Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance, Bayesian prediction for physical models with application to the optimization of the synthesis of pharmaceutical products using chemical kinetics, Emulator-assisted reduced-rank ecological data assimilation for nonlinear multivariate dynamical spatio-temporal processes, A mechanistic dynamic emulator, Calibration of computer models with multivariate output, Emulating dynamic non-linear simulators using Gaussian processes, Emulation-accelerated Hamiltonian Monte Carlo algorithms for parameter estimation and uncertainty quantification in differential equation models, Analyzing stochastic computer models: a review with opportunities, Uncertainty quantification of a computer model for binary black hole formation, Gaussian process enhanced semi-automatic approximate Bayesian computation: parameter inference in a stochastic differential equation system for chemotaxis, Deep coregionalization for the emulation of simulation-based spatial-temporal fields, An efficient dimension reduction for the Gaussian process emulation of two nested codes with functional outputs, Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices, Dynamic simulation metamodeling using Mars: a case of radar simulation, Latent map Gaussian processes for mixed variable metamodeling, Residual Gaussian process: a tractable nonparametric Bayesian emulator for multi-fidelity simulations, On the construction of uncertain time series surrogates using polynomial chaos and Gaussian processes, Bayesian design of experiments for intractable likelihood models using coupled auxiliary models and multivariate emulation, Bayesian uncertainty analysis for complex physical systems modelled by computer simulators with applications to tipping points, A framework for data-driven analysis of materials under uncertainty: countering the curse of dimensionality, An estimation algorithm for fast Kriging surrogates of computer models with unstructured multiple outputs, Jointly robust prior for Gaussian stochastic process in emulation, calibration and variable selection, Full scale multi-output Gaussian process emulator with nonseparable auto-covariance functions, Emulation of dynamic simulators with application to hydrology, Some recent work on multivariate Gaussian Markov random fields, Fast regression surrogates for computer models with time-dependent outputs, A Physics-Based Emulator for the Simulation of Geophysical Mass Flows, Nonhierarchical multi‐model fusion using spatial random processes, An Efficient Surrogate Model for Emulation and Physics Extraction of Large Eddy Simulations, Emulation of Multivariate Simulators Using Thin-Plate Splines with Application to Atmospheric Dispersion, Local Gaussian Process Model for Large-Scale Dynamic Computer Experiments, Fast Nonseparable Gaussian Stochastic Process With Application to Methylation Level Interpolation
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Exploratory designs for computational experiments
- Interpolation of spatial data. Some theory for kriging
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Estimation of a covariance matrix using the reference prior
- Reference priors for the orbit in a group model
- Nonstationary multivariate process modeling through spatially varying coregionalization
- Default priors for Gaussioan processes
- Computer model validation with functional output
- Bayesian Calibration of Computer Models
- Computer Model Calibration Using High-Dimensional Output
- Numerical Optimization
- Objective Bayesian Analysis of Spatially Correlated Data
- Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
- A dynamic modelling strategy for Bayesian computer model emulation