Known Boundary Emulation of Complex Computer Models

by   Ian Vernon, et al.

Computer models are now widely used across a range of scientific disciplines to describe various complex physical systems, however to perform full uncertainty quantification we often need to employ emulators. An emulator is a fast statistical construct that mimics the complex computer model, and greatly aids the vastly more computationally intensive uncertainty quantification calculations that a serious scientific analysis often requires. In some cases, the complex model can be solved far more efficiently for certain parameter settings, leading to boundaries or hyperplanes in the input parameter space where the model is essentially known. We show that for a large class of Gaussian process style emulators, multiple boundaries can be formally incorporated into the emulation process, by Bayesian updating of the emulators with respect to the boundaries, for trivial computational cost. The resulting updated emulator equations are given analytically. This leads to emulators that possess increased accuracy across large portions of the input parameter space. We also describe how a user can incorporate such boundaries within standard black box GP emulation packages that are currently available, without altering the core code. Appropriate designs of model runs in the presence of known boundaries are then analysed, with two kinds of general purpose designs proposed. We then apply the improved emulation and design methodology to an important systems biology model of hormonal crosstalk in Arabidopsis Thaliana.


page 8

page 11

page 14

page 18

page 19

page 30


Bayesian Emulation for Computer Models with Multiple Partial Discontinuities

Computer models are widely used across a range of scientific disciplines...

Efficient Emulation of Computer Models Utilising Multiple Known Boundaries of Differing Dimensions

Emulation has been successfully applied across a wide variety of scienti...

Gaussian process emulation for discontinuous response surfaces with applications for cardiac electrophysiology models

Mathematical models of biological systems are beginning to be used for s...

Adaptive Partitioning Design and Analysis for Emulation of a Complex Computer Code

Computer models are used as replacements for physical experiments in a l...

Enhanced Universal Kriging for Transformed Input Parameter Spaces

With computational models becoming more expensive and complex, surrogate...

Serverless Approach to Sensitivity Analysis of Computational Models

Digital twins are virtual representations of physical objects or systems...

A Bayesian Decision Support System in Energy Systems Planning

Gaussian Process (GP) emulators are widely used to approximate complex c...

Please sign up or login with your details

Forgot password? Click here to reset