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The University of Southampton
Interdisciplinary Research Excellence

Using emulators to estimate uncertainty in complex models Event

Time:
16:00 - 17:00
Date:
17 June 2011
Venue:
Building 58, Room 1003

Event details

The Managing Uncertainty in Complex Models project has been developing methods for estimating uncertainty in complex models using emulators. Emulators are statistical descriptions of our beliefs about the models (or simulators). They can also be thought of as interpolators of simulator outputs between previous runs. Because they are quick to run, emulators can be used to carry out calculations that would otherwise require large numbers of simulator runs, for example Monte Carlo uncertainty calculations. Both Gaussian and Bayes Linear emulators will be explained and examples given. One of the outputs of the MUCM project is the MUCM toolkit, an on-line ‘recipe book’ for emulator based methods. Using the toolkit as our basis we will illustrate the breadth of applications that can be addressed by emulator methodology and detail some of the methodology. We will cover sensitivity and uncertainty analysis and describe in less detail other aspects such as how emulators can also be used to calibrate complex computer simulators and how they can be modified for use with stochastic simulators.

http://cmg.soton.ac.uk/events/event-344/

Video available here:
http://coursecast.soton.ac.uk/Panopto/Pages/Viewer/Default.aspx?id=fa2d6c87-4bac-4a52-853c-b4e5a326c424

Complex Systems Simulation Seminar Series (CS^4)

from the Institute for Complex Systems Simulation, the Complexity in Real-World Contexts USRG, and the Computational Modelling Group.

Abstract

The Managing Uncertainty in Complex Models project has been developing methods for estimating uncertainty in complex models using emulators. Emulators are statistical descriptions of our beliefs about the models (or simulators). They can also be thought of as interpolators of simulator outputs between previous runs. Because they are quick to run, emulators can be used to carry out calculations that would otherwise require large numbers of simulator runs, for example Monte Carlo uncertainty calculations. Both Gaussian and Bayes Linear emulators will be explained and examples given. One of the outputs of the MUCM project is the MUCM toolkit, an on-line ‘recipe book' for emulator based methods. Using the toolkit as our basis we will illustrate the breadth of applications that can be addressed by emulator methodology and detail some of the methodology. We will cover sensitivity and uncertainty analysis and describe in less detail other aspects such as how emulators can also be used to calibrate complex computer simulators and how they can be modified for use with stochastic simulators.

Refreshments

Available from 3:30pm, lecture starts at 4pm.

Complex Systems Simulation Seminar Series

For the complete CS^4 schedule please click here: http://www.interdisciplinary.soton.ac.uk/cs4.html

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