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Bayesian lightweight emulators for multivariate computer models

机译:用于多变量计算机模型的贝叶斯轻量级仿真器

摘要

Statistical emulators for the outputs of complex computer codes (simulators) are typically constructed using nonparametric regression methods, such as Gaussian Process (GP) regression. For many simulators, emulators based on parametric models may provide adequate descriptions whilst enabling straightforward and computationally inexpensive fitting, inference and prediction. We place such so called “lightweight” emulators into the same Bayesian framework as the more usual nonparametric emulators, and provide methodology for their application to two novel examples with multivariate output: an emergency-relief simulator and a low-level atmospheric dispersion simulator. For the former, the inputs to the simulator are both continuous and categorical, and a comparison is made to GP emulators; for the latter, the output is zeroinflated and an appropriate emulator is developed from a Tobit model. In each case, sensitivity analyses are performed to identify the inputs to the simulator that have a substantive impact on the response, using both traditional methods and Bayesian model selection.
机译:通常使用非参数回归方法(例如高斯过程(GP)回归)来构建用于复杂计算机代码输出的统计模拟器(模拟器)。对于许多仿真器,基于参数模型的仿真器可以提供足够的描述,同时使直接,计算上便宜的拟合,推断和预测成为可能。我们将所谓的“轻量级”仿真器与更常见的非参数仿真器放在同一贝叶斯框架中,并为将其应用于两个具有多变量输出的新颖示例提供了方法论:紧急救济仿真器和低水平大气扩散仿真器。对于前者,仿真器的输入既连续又分类,并且与GP仿真器进行了比较。对于后者,输出会零膨胀,并从Tobit模型中开发出合适的仿真器。在每种情况下,都使用传统方法和贝叶斯模型选择进行敏感性分析,以识别对响应有实质性影响的仿真器输入。

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  • 年度 2011
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  • 正文语种 {"code":"en","name":"English","id":9}
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