Seminar 4th March 2010 2:15 p.m. Building 54, 10B
S3RI seminar: Emulation of random output simulators: has experimental design got any role?
Dan Cornford
Aston University
- Web page
- http://www.southampton.ac.uk/s3ri/events/seminars/statrsch/index.php
- Submitter
- Dave Woods
In this talk we will very briefly introduce the concept of emulation - the construction of a surrogate model - which is typically used to speed up (Bayesian) analysis using deterministic computer models, as presented in the MUCM project. Most existing approaches to emulation assume that the computer simulator is deterministic, however increasingly computer simulators are becoming stochastic. This typically arises from some unknown or random interactions within the simulator which induce random outputs. We will discuss how to build emulators of stochastic simulators, focusing on heteroscedastic modelling using Gaussian processes. In particular we will address the experimental design issue when developing stochastic emulators. We will present results from our new Fisher information based design approach, and show the application of this to a relatively simple two vector rabies model. We will conclude with a discussion of interesting future directions for building emulators for stochastic simulators, and the role of experimental design in this setting. [joint work with Alexis Boukouvalas]