The Zero Problem: Gaussian Process Emulators for Range-Constrained Computer Models
Publication
, Journal Article
Spiller, ET; Wolpert, RL; Tierz, P; Asher, TG
Published in: SIAM-ASA Journal on Uncertainty Quantification
June 1, 2023
We introduce a zero-censored Gaussian process as a systematic, model-based approach to building Gaussian process emulators for range-constrained simulator output. This approach avoids many pitfalls associated with modeling range-constrained data with Gaussian processes. Further, it is flexible enough to be used in conjunction with statistical emulator advancements such as emulators that model high-dimensional vector-valued simulator output. The zero-censored Gaussian process is then applied to two examples of geophysical flow inundation which have the constraint of nonnegativity.
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Published In
SIAM-ASA Journal on Uncertainty Quantification
DOI
EISSN
2166-2525
Publication Date
June 1, 2023
Volume
11
Issue
2
Start / End Page
540 / 566
Related Subject Headings
- 4905 Statistics
- 0104 Statistics
- 0103 Numerical and Computational Mathematics
Citation
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Spiller, E. T., Wolpert, R. L., Tierz, P., & Asher, T. G. (2023). The Zero Problem: Gaussian Process Emulators for Range-Constrained Computer Models. SIAM-ASA Journal on Uncertainty Quantification, 11(2), 540–566. https://doi.org/10.1137/21M1467420
Spiller, E. T., R. L. Wolpert, P. Tierz, and T. G. Asher. “The Zero Problem: Gaussian Process Emulators for Range-Constrained Computer Models.” SIAM-ASA Journal on Uncertainty Quantification 11, no. 2 (June 1, 2023): 540–66. https://doi.org/10.1137/21M1467420.
Spiller ET, Wolpert RL, Tierz P, Asher TG. The Zero Problem: Gaussian Process Emulators for Range-Constrained Computer Models. SIAM-ASA Journal on Uncertainty Quantification. 2023 Jun 1;11(2):540–66.
Spiller, E. T., et al. “The Zero Problem: Gaussian Process Emulators for Range-Constrained Computer Models.” SIAM-ASA Journal on Uncertainty Quantification, vol. 11, no. 2, June 2023, pp. 540–66. Scopus, doi:10.1137/21M1467420.
Spiller ET, Wolpert RL, Tierz P, Asher TG. The Zero Problem: Gaussian Process Emulators for Range-Constrained Computer Models. SIAM-ASA Journal on Uncertainty Quantification. 2023 Jun 1;11(2):540–566.
Published In
SIAM-ASA Journal on Uncertainty Quantification
DOI
EISSN
2166-2525
Publication Date
June 1, 2023
Volume
11
Issue
2
Start / End Page
540 / 566
Related Subject Headings
- 4905 Statistics
- 0104 Statistics
- 0103 Numerical and Computational Mathematics