Gaussian process emulation of dynamic computer codes

Stefano Conti, J. P. Gosling, J. E. Oakley, A. O'Hagan

Research output: Contribution to journalArticlepeer-review

108 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)663-676
Number of pages14
JournalBiometrika
Volume96
Issue number3
DOIs
Publication statusPublished - Sep 2009

Keywords

  • Bayesian inference
  • Computer experiment
  • Dynamic simulator
  • Emulation
  • Gaussian process
  • Iterative modelling

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