Owen, J. orcid.org/0009-0000-9618-9589 and Vernon, I. (2025) Bayesian emulation of grey-box multimodel ensembles exploiting known interior structure. SIAM/ASA Journal on Uncertainty Quantification, 13 (3). pp. 1501-1542. ISSN: 2166-2525
Abstract
Computer models are widely used to study complex real world physical systems. However, there are major limitations to their direct use including their complex structure; large numbers of inputs and outputs; and long evaluation times. Bayesian emulators are an effective means of addressing these challenges providing fast and efficient statistical approximation for computer model outputs. It is commonly assumed that computer models behave like a ``black-box"" function with no knowledge of the output prior to its evaluation. This ensures that emulators are generalizable but potentially limits their accuracy compared with exploiting such knowledge of constrained or structured output behavior. We assume a ``grey-box"" computer model and develop a methodological toolkit for its analysis. This includes multimodel ensemble subsampling to identifying a representative model subset to reduce computational expense; constructing a targeted Bayesian design for optimization or decision support; a ``divide-and-conquer"" approach to emulating sums of outputs; structured emulators exploiting known constrained and structured behavior of constituent outputs through splitting the parameter space and imposing truncations; emulation of sums of time series outputs; and emulation of multimodel ensemble outputs. Combining these methods establishes a hierarchical emulation framework which achieves greater physical interpretability and more accurate emulator predictions. This research is motivated by and applied to the commercially important TNO OLYMPUS Well Control Optimization Challenge from the petroleum industry which we re-express as a decision support under uncertainty problem. We thus encourage users to examine their ``black-box"" simulators to achieve superior emulator accuracy.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2025 The Authors. Except as otherwise noted, this author-accepted version of a journal article published in SIAM/ASA Journal on Uncertainty Quantification is made available via the University of Sheffield Research Publications and Copyright Policy under the terms of the Creative Commons Attribution 4.0 International License (CC-BY 4.0), which permits unrestricted use, distribution and reproduction in any medium, provided the original work is properly cited. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/ |
Keywords: | computer models; Bayesian emulation; Bayes linear; known simulator behavior; multimodel ensembles; decision support under uncertainty |
Dates: |
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Institution: | The University of Sheffield |
Academic Units: | The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematical and Physical Sciences |
Date Deposited: | 06 Oct 2025 14:05 |
Last Modified: | 06 Oct 2025 14:05 |
Status: | Published |
Publisher: | Society for Industrial & Applied Mathematics (SIAM) |
Refereed: | Yes |
Identification Number: | 10.1137/24m1669037 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:232606 |
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Filename: 20250617-Paper-Grey-Box-Model-Emulation-JUQ-Accepted-Article-V3.pdf
Licence: CC-BY 4.0