Gaussian process emulation of dynamic computer codes

• 成果类型: Article
• 署名作者: Conti, S.; Gosling, J. P.; Oakley, J. E.; O'Hagan, A.
• 署名单位: Health Protection Agency; Food & Environment Research Agency; University of Sheffield
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asp028
• 发表日期: 2009
• 页码: 663676
• 关键词: uncertainty; models; error

摘要

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.