Hierarchical Emulation: a method for modeling and comparing nested simulators

Oughton, Rachel H.; Craig, Peter S.

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
• Electronic ISSN: 2166-2525
• 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
• Public URL: https://durham-repository.worktribe.com/output/1422867