The Zero Problem: Gaussian Process Emulators for Range-Constrained Computer Models

Elaine T. Spiller; Robert L. Wolpert; Pablo TierzTaylor G. Asher

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The Zero Problem: Gaussian Process Emulators for Range-Constrained Computer Models

机译：零问题：用于范围约束计算机模型的高斯过程仿真器

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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.

机译：我们引入一个zero-censored高斯过程系统的、基于模型的构建方法高斯过程range-constrained模拟器模拟器输出。缺陷与建模range-constrained数据与高斯过程。进一步,它是足够灵活使用结合统计模拟器进步模拟器等模型高维向量值模拟器输出。zero-censored高斯过程应用于地球物理流动的两个例子泛滥的约束nonnegativity。

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《SIAM/ASA Journal on Uncertainty Quantification》 |2023年第2期|540-566|共27页
作者
Elaine T. Spiller; Robert L. Wolpert; Pablo TierzTaylor G. Asher;
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作者单位

Department of Mathematical and Statistical Sciences, Marquette University, Milwaukee, WI 53201-1881 USA;

Department of Statistical Science, Duke University, Durham, NC 27708-0251 USA;

The Lyell Centre, British Geological Survey, Edinburgh, EH14 4AP, UK, and The School of Geosciences, University of Edinburgh, Edinburgh, UKDepartment of Earth, Marine, and Environmental Sciences, University of North Carolina, Chapel Hill, Morehead City, NC 28557 USA;

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中图分类计量学;
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The Zero Problem: Gaussian Process Emulators for Range-Constrained Computer Models

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