Mixtures of experts for understanding model discrepancy in dynamic computer models

David J. Nott, Lucy Marshall, Mark Fielding and Shie-Yui Liong

Computational Statistics & Data Analysis, 2014, vol. 71, issue C, 491-505

Abstract: There are many areas of science and engineering where research and decision making are performed using computer models. These computer models are usually deterministic and may take minutes, hours or days to produce an output for a single value of the model inputs. Fitting mixtures of experts of computer models where the expert components use different values of the computer model parameters is considered. The efficient calibration of such models using emulators, which are fast statistical surrogates for the computer model, is discussed. It is argued that mixtures of experts are often insightful for describing model discrepancy and ways in which the computer model can be improved. This is not a strength of standard approaches to the statistical analysis of computer models where a certain “best input” assumption is usually made and model discrepancy is often described through a stationary Gaussian process prior on the discrepancy function. Application of the framework is presented for a dynamic hydrological rainfall–runoff model in which the mixture approach is helpful for highlighting model deficiencies.

Keywords: Bayesian inference; Computer model; Emulator; Mixtures of experts (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167947313001631
Full text for ScienceDirect subscribers only.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:71:y:2014:i:c:p:491-505

DOI: 10.1016/j.csda.2013.04.020

Access Statistics for this article

Computational Statistics & Data Analysis is currently edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().