Computer model calibration with large non‐stationary spatial outputs: application to the calibration of a climate model

Kai‐Lan Chang and Serge Guillas

Journal of the Royal Statistical Society Series C, 2019, vol. 68, issue 1, 51-78

Abstract: Bayesian calibration of computer models tunes unknown input parameters by comparing outputs with observations. For model outputs that are distributed over space, this becomes computationally expensive because of the output size. To overcome this challenge, we employ a basis representation of the model outputs and observations: we match these decompositions to carry out the calibration efficiently. In the second step, we incorporate the non‐stationary behaviour, in terms of spatial variations of both variance and correlations, in the calibration. We insert two integrated nested Laplace approximation–stochastic partial differential equation parameters into the calibration. A synthetic example and a climate model illustration highlight the benefits of our approach.

Date: 2019
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