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Activity Number: 44
Type: Invited
Date/Time: Sunday, August 2, 2009 : 4:00 PM to 5:50 PM
Sponsor: JCGS-Journal of Computational and Graphical Statistics
Abstract - #302921
Title: Emulator-Based Model Calibration for High-Dimensional Data
Author(s): Jonathan Rougier*+
Companies: University of Bristol
Address: Department of Mathematics, University Walk, Bristol, BS8 1TW, United Kingdom
Keywords: Outer product emulator ; Gaussian process ; Calibration ; Computer experiment
Abstract:

Models of complex systems often produce large quantities of outputs that can be compared against actual system data, in order to learn about the model-parameters ('calibration'). Where the model is expensive to evaluate, this process typically requires the use of an emulator, to augment the limited number of model-evaluations with additional judgments about the model (e.g., about smoothness, limiting behavior, nonlinearity and interactions, and monotonicity). The outer-product emulator (Rougier, 2008, JCGS) is a new emulation framework particularly suited to large problems, based on a conditionally Gaussian process. Here it is used to calibrate three parameters of the TIE-GCM model of global high-atmospheric processes to observational data on diurnal electron drift, collected at a small number sites around the world.


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