Uncertainty quantification for computer models with spatial output using calibration-optimal bases
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Publication:5208085
DOI10.1080/01621459.2018.1514306zbMATH Open1428.62117arXiv1801.08184OpenAlexW3102718757MaRDI QIDQ5208085FDOQ5208085
Authors: James M. Salter, Daniel B. Williamson, John Scinocca, Viatcheslav Kharin 
Publication date: 15 January 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Abstract: The calibration of complex computer codes using uncertainty quantification (UQ) methods is a rich area of statistical methodological development. When applying these techniques to simulators with spatial output, it is now standard to use principal component decomposition to reduce the dimensions of the outputs in order to allow Gaussian process emulators to predict the output for calibration. We introduce the `terminal case', in which the model cannot reproduce observations to within model discrepancy, and for which standard calibration methods in UQ fail to give sensible results. We show that even when there is no such issue with the model, the standard decomposition on the outputs can and usually does lead to a terminal case analysis. We present a simple test to allow a practitioner to establish whether their experiment will result in a terminal case analysis, and a methodology for defining calibration-optimal bases that avoid this whenever it is not inevitable. We present the optimal rotation algorithm for doing this, and demonstrate its efficacy for an idealised example for which the usual principal component methods fail. We apply these ideas to the CanAM4 model to demonstrate the terminal case issue arising for climate models. We discuss climate model tuning and the estimation of model discrepancy within this context, and show how the optimal rotation algorithm can be used in developing practical climate model tuning tools.
Full work available at URL: https://arxiv.org/abs/1801.08184
Recommendations
Bayesian inference (62F15) Directional data; spatial statistics (62H11) Applications of statistics to environmental and related topics (62P12)
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Cited In (14)
- Quantifying Spatio-Temporal Boundary Condition Uncertainty for the North American Deglaciation
- Analyzing stochastic computer models: a review with opportunities
- A hierarchical spatiotemporal statistical model motivated by glaciology
- Computer Model Calibration with Time Series Data Using Deep Learning and Quantile Regression
- Diagnostics-Driven Nonstationary Emulators Using Kernel Mixtures
- A review on computer model calibration
- Determining \textit{a priori} a RANS model's applicable range via global epistemic uncertainty quantification
- A higher-order singular value decomposition tensor emulator for spatiotemporal simulators
- Constructing a Simulation Surrogate with Partially Observed Output
- Coexchangeable Process Modeling for Uncertainty Quantification in Joint Climate Reconstruction
- A theoretical framework of the scaled Gaussian stochastic process in prediction and calibration
- Ice model calibration using semicontinuous spatial data
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