The zero problem: Gaussian process emulators for range-constrained computer models

Spiller, Elaine T.; Wolpert, Robert L.; Tierz Lopez, Pablo; Asher, Taylor G.. 2023 The zero problem: Gaussian process emulators for range-constrained computer models. SIAM/ASA Journal on Uncertainty Quantification, 11 (2). 540-566. 10.1137/21M1467420

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Official URL: http://dx.doi.org/10.1137/21M1467420

Abstract/Summary

We introduce a zero-censored Gaussian process as a systematic, model-based approach to building Gaussian process emulators for range-constrained simulator output. This approach avoids many pitfalls associated with modeling range-constrained data with Gaussian processes. Further, it is flexible enough to be used in conjunction with statistical emulator advancements such as emulators that model high-dimensional vector-valued simulator output. The zero-censored Gaussian process is then applied to two examples of geophysical flow inundation which have the constraint of nonnegativity.

Item Type:	Publication - Article
Digital Object Identifier (DOI):	10.1137/21M1467420
ISSN:	2166-2525
Date made live:	11 Jul 2023 12:12 +0 (UTC)
URI:	https://nora.nerc.ac.uk/id/eprint/535365

Item Type:

Publication - Article

Digital Object Identifier (DOI):

10.1137/21M1467420

ISSN:

2166-2525

Date made live:

11 Jul 2023 12:12 +0 (UTC)

URI:

https://nora.nerc.ac.uk/id/eprint/535365