Calibrating a large computer experiment simulating radiative shock hydrodynamics
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Publication:902889
DOI10.1214/15-AOAS850zbMATH Open1454.62530arXiv1410.3293MaRDI QIDQ902889FDOQ902889
Robert B. Gramacy, R. Paul Drake, Derek Bingham, Matt Trantham, James Paul Holloway, Erica M. Rutter, Michael J. Grosskopf, C. C. Kuranz
Publication date: 4 January 2016
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Abstract: We consider adapting a canonical computer model calibration apparatus, involving coupled Gaussian process (GP) emulators, to a computer experiment simulating radiative shock hydrodynamics that is orders of magnitude larger than what can typically be accommodated. The conventional approach calls for thousands of large matrix inverses to evaluate the likelihood in an MCMC scheme. Our approach replaces that costly ideal with a thrifty take on essential ingredients, synergizing three modern ideas in emulation, calibration and optimization: local approximate GP regression, modularization, and mesh adaptive direct search. The new methodology is motivated both by necessity - considering our particular application - and by recent trends in the supercomputer simulation literature. A synthetic data application allows us to explore the merits of several variations in a controlled environment and, together with results on our motivating real-data experiment, lead to noteworthy insights into the dynamics of radiative shocks as well as the limitations of the calibration enterprise generally.
Full work available at URL: https://arxiv.org/abs/1410.3293
emulatornonparametric regressionbig datatuningmodularizationlocal Gaussian processmesh adaptive direct search (MADS)
Nonparametric regression and quantile regression (62G08) Applications of statistics to physics (62P35)
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Cited In (21)
- Bottom-up estimation and top-down prediction: solar energy prediction combining information from multiple sources
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- Adjustments to Computer Models via Projected Kernel Calibration
- Multi-Output Calibration of a Honeycomb Seal via On-site Surrogates
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