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Hierarchical Emulation: a method for modeling and comparing nested simulators

Oughton, Rachel H.; Craig, Peter S.

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Abstract

Computer simulators often contain options to include extensions, leading to different versions of a particular simulator with slightly different input spaces. We develop hierarchical emulation, a method for emulating such simulators and for learning about the differences between versions of a simulator. In an example using data from an ocean carbon cycle model, hierarchical emulators outperformed standard emulators both in their predictive accuracy and their coherence with the emulation model. The hierarchical emulator performed particularly well when a comparatively small amount of training data came from the extended simulator. This benefit of hierarchical emulation is advantageous when the extended simulator is costly to run compared to the simpler version.

Citation

Oughton, R. H., & Craig, P. S. (2016). Hierarchical Emulation: a method for modeling and comparing nested simulators. SIAM/ASA Journal on Uncertainty Quantification, 4(1), 495-519. https://doi.org/10.1137/15m1007914

Journal Article Type Article
Acceptance Date Jan 19, 2016
Online Publication Date May 3, 2016
Publication Date May 3, 2016
Deposit Date Oct 2, 2014
Publicly Available Date May 19, 2016
Journal SIAM/ASA Journal on Uncertainty Quantification
Publisher Society for Industrial and Applied Mathematics
Peer Reviewed Peer Reviewed
Volume 4
Issue 1
Pages 495-519
DOI https://doi.org/10.1137/15m1007914

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Copyright Statement
© 2016, Society for Industrial and Applied Mathematics





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