Cases for the nugget in modeling computer experiments

RB Gramacy, HKH Lee - Statistics and Computing, 2012 - Springer
Most surrogate models for computer experiments are interpolators, and the most common
interpolator is a Gaussian process (GP) that deliberately omits a small-scale (measurement) …

Multivariate Gaussian process emulators with nonseparable covariance structures

TE Fricker, JE Oakley, NM Urban - Technometrics, 2013 - Taylor & Francis
The Gaussian process regression model is a popular type of “emulator” used as a fast
surrogate for computationally expensive simulators (deterministic computer models). For …

Efficient emulators for multivariate deterministic functions

J Rougier - Journal of Computational and Graphical Statistics, 2008 - Taylor & Francis
One of the challenges with emulating the response of a multivariate function to its inputs is
the quantity of data that must be assimilated, which is the product of the number of model …

Parallel partial Gaussian process emulation for computer models with massive output

M Gu, JO Berger - The Annals of Applied Statistics, 2016 - JSTOR
We consider the problem of emulating (approximating) computer models (simulators) that
produce massive output. The specific simulator we study is a computer model of volcanic …

[HTML][HTML] Bayesian calibration of the constants of the k–ε turbulence model for a CFD model of street canyon flow

S Guillas, N Glover, L Malki-Epshtein - Computer methods in applied …, 2014 - Elsevier
In this paper we carry out a Bayesian calibration for uncertainty analysis in Computational
Fluid Dynamics modelling of urban flows. Taking the case of airflow in a regular street …

Aggregating expert judgement

S French - Revista de la Real Academia de Ciencias Exactas …, 2011 - Springer
In a paper written some 25 years ago, I distinguished three contexts in which one might wish
to combine expert judgements of uncertainty: the expert problem, the group decision …

Emulating a gravity model to infer the spatiotemporal dynamics of an infectious disease

R Jandarov, M Haran, O Bjørnstad… - Journal of the Royal …, 2014 - academic.oup.com
Probabilistic models for infectious disease dynamics are useful for understanding the
mechanism underlying the spread of infection. When the likelihood function for these models …

Cynefin: uncertainty, small worlds and scenarios

S French - Journal of the Operational Research Society, 2015 - Taylor & Francis
Uncertainty, its modelling and analysis have been discussed across many literatures
including statistics and operational research, knowledge management and philosophy:(i) …

Employing statistical model emulation as a surrogate for CFD

P Moonen, J Allegrini - Environmental Modelling & Software, 2015 - Elsevier
This work focuses on substituting a computationally expensive simulator by a cheap
emulator to enable studying applications where running the simulator is prohibitively …

Climate simulators and climate projections

J Rougier, M Goldstein - Annual Review of Statistics and Its …, 2014 - annualreviews.org
We provide a statistical interpretation of current practice in climate modeling. In this review,
we define weather and climate, clarify the relationship between simulator output and …