Coupling computer models through linking their statistical emulators
Publication
, Journal Article
Kyzyurova, KN; Berger, JO; Wolpert, RL
Published in: SIAM-ASA Journal on Uncertainty Quantification
January 1, 2018
Direct coupling of computer models is often difficult for computational and logistical reasons. We propose coupling computer models by linking independently developed Gaussian process emulators (GaSPs) of these models. Linked emulators are developed that are closed form, namely normally distributed with closed form predictive mean and variance functions. These are compared with a more direct emulation strategy, namely running the coupled computer models and directly emulating the system; perhaps surprisingly, this direct emulator was inferior in all illustrations. Pedagogical examples are given as well as an application to coupling of real computer models.
Duke Scholars
Published In
SIAM-ASA Journal on Uncertainty Quantification
DOI
EISSN
2166-2525
Publication Date
January 1, 2018
Volume
6
Issue
3
Start / End Page
1151 / 1171
Related Subject Headings
- 4905 Statistics
- 0104 Statistics
- 0103 Numerical and Computational Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Kyzyurova, K. N., Berger, J. O., & Wolpert, R. L. (2018). Coupling computer models through linking their statistical emulators. SIAM-ASA Journal on Uncertainty Quantification, 6(3), 1151–1171. https://doi.org/10.1137/17M1157702
Kyzyurova, K. N., J. O. Berger, and R. L. Wolpert. “Coupling computer models through linking their statistical emulators.” SIAM-ASA Journal on Uncertainty Quantification 6, no. 3 (January 1, 2018): 1151–71. https://doi.org/10.1137/17M1157702.
Kyzyurova KN, Berger JO, Wolpert RL. Coupling computer models through linking their statistical emulators. SIAM-ASA Journal on Uncertainty Quantification. 2018 Jan 1;6(3):1151–71.
Kyzyurova, K. N., et al. “Coupling computer models through linking their statistical emulators.” SIAM-ASA Journal on Uncertainty Quantification, vol. 6, no. 3, Jan. 2018, pp. 1151–71. Scopus, doi:10.1137/17M1157702.
Kyzyurova KN, Berger JO, Wolpert RL. Coupling computer models through linking their statistical emulators. SIAM-ASA Journal on Uncertainty Quantification. 2018 Jan 1;6(3):1151–1171.
Published In
SIAM-ASA Journal on Uncertainty Quantification
DOI
EISSN
2166-2525
Publication Date
January 1, 2018
Volume
6
Issue
3
Start / End Page
1151 / 1171
Related Subject Headings
- 4905 Statistics
- 0104 Statistics
- 0103 Numerical and Computational Mathematics