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- Title
Gaussian process emulation of dynamic computer codes.
- Authors
CONTI, S.; GOSLING, J. P.; OAKLEY, J. E.; O'HAGAN, A.
- Abstract
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.
- Subjects
GAUSSIAN processes; DISTRIBUTION (Probability theory); BAYESIAN analysis; ITERATIVE methods (Mathematics); NUMERICAL analysis
- Publication
Biometrika, 2009, Vol 96, Issue 3, p663
- ISSN
0006-3444
- Publication type
Article
- DOI
10.1093/biomet/asp028