Coupling Computer Models through Linking Their Statistical Emulators

DOI10.1137/17M1157702zbMath1401.60059OpenAlexW2888630834WikidataQ129352330 ScholiaQ129352330MaRDI QIDQ4689169

Robert L. Wolpert, Ksenia N. Kyz'yurova, James O. Berger

Publication date: 15 October 2018

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1157702

zbMATH Keywords

couplingcomputer modelGaussian process emulator (GaSP)system of simulators

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Bayesian inference (62F15) Applications of statistics to physics (62P35) General questions in geophysics (86A04)

Related Items

Adaptive experimental design for multi‐fidelity surrogate modeling of multi‐disciplinary systems, Novel statistical emulator construction for volcanic ash transport model Ash3d with physically motivated measures, Sequential Bayesian optimal experimental design for structural reliability analysis

Uses Software

• RobustGaSP

Cites Work

• Sensitivity analysis: a review of recent advances
• Computation of probabilistic hazard maps and source parameter estimation for volcanic ash transport and dispersion
• Cases for the nugget in modeling computer experiments
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Default priors for Gaussioan processes
• Parallel partial Gaussian process emulation for computer models with massive output
• Estimating Shape Constrained Functions Using Gaussian Processes
• Objective Bayesian Analysis of Spatially Correlated Data
• Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach