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

by   Sonja Surjanovic, et al.

Computer models are used as replacements for physical experiments in a large variety of applications. Nevertheless, direct use of the computer model for the ultimate scientific objective is often limited by the complexity and cost of the model. Historically, Gaussian process regression has proven to be the almost ubiquitous choice for a fast statistical emulator for such a computer model, due to its flexible form and analytical expressions for measures of predictive uncertainty. However, even this statistical emulator can be computationally intractable for large designs, due to computing time increasing with the cube of the design size. Multiple methods have been proposed for addressing this problem. We discuss several of them, and compare their predictive and computational performance in several scenarios. We then propose solving this problem using an adaptive partitioning emulator (APE). The new approach is motivated by the idea that most computer models are only complex in particular regions of the input space. By taking a data-adaptive approach to the development of a design, and choosing to partition the space in the regions of highest variability, we obtain a higher density of points in these regions and hence accurate prediction.


Patchwork Kriging for Large-scale Gaussian Process Regression

This paper presents a new approach for Gaussian process (GP) regression ...

Known Boundary Emulation of Complex Computer Models

Computer models are now widely used across a range of scientific discipl...

Adaptive design for Gaussian process regression under censoring

A key objective in engineering problems is to predict an unknown experim...

Multilevel Emulation for Stochastic Computer Models with an Application to Large Offshore Windfarms

Increasingly, stochastic computer models are being used in science and e...

A Fast, Scalable, and Calibrated Computer Model Emulator: An Empirical Bayes Approach

Mathematical models implemented on a computer have become the driving fo...

An Adaptive Algorithm based on High-Dimensional Function Approximation to obtain Optimal Designs

Algorithms which compute locally optimal continuous designs often rely o...

Integrated Emulators for Systems of Computer Models

We generalize the state-of-the-art linked emulator for a system of two c...

Please sign up or login with your details

Forgot password? Click here to reset