Journal
BIOMETRIKA
Volume 96, Issue 3, Pages 663-676Publisher
OXFORD UNIV PRESS
DOI: 10.1093/biomet/asp028
Keywords
Bayesian inference; Computer experiment; Dynamic simulator; Emulation; Gaussian process; Iterative modelling
Funding
- Research Councils UK grant
- EPSRC [EP/D048893/1] Funding Source: UKRI
- Engineering and Physical Sciences Research Council [EP/D048893/1] Funding Source: researchfish
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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.
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