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Gaussian process emulation of dynamic computer codes

Conti, S., Gosling, J.P., Oakley, J.E. and O'Hagan, A. (2009) Gaussian process emulation of dynamic computer codes. Biometrika, 96 (3). pp. 663-676. ISSN 0006-3444

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Abstract

Computer codes are used in scientific research to study and predict the behaviour of complex systems. Their run times often make uncertainty and sensitivity analyses impractical because of the thousands of runs that are conventionally required, so efficient techniques have been developed based on a statistical representation of the code. The approach is less straightforward for dynamic codes, which represent time-evolving systems. We develop a novel iterative system to build a statistical model of dynamic computer codes, which is demonstrated on a rainfall-runoff simulator.

Item Type: Article
Keywords: Bayesian inference; Computer experiment; Dynamic simulator; Emulation; Gaussian process; Iterative modelling
Academic Units: The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematics and Statistics (Sheffield)
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Depositing User: Mrs Megan Hobbs
Date Deposited: 19 Mar 2010 12:23
Last Modified: 07 Jun 2010 11:09
Published Version: http://dx.doi.org/10.1093/biomet/asp028
Status: Published
Publisher: Oxford University Press
Identification Number: 10.1093/biomet/asp028
URI: http://eprints.whiterose.ac.uk/id/eprint/10614

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