Emulation of dynamic simulators with application to hydrology

Journal of Computational Physics

Volumn 313, Issue , 2016, Pages 352-366

  Machac, David ^a,b   Reichert, Peter ^a,b   Albert, Carlo ^a  

^a SWISS FEDERAL INSTITUTE OF AQUATIC SCIENCE AND TECHNOLOGY   (Switzerland)

^b ETH ZURICH   (Switzerland)

Author keywords

Emulation; Hydrological models; Surrogate modeling

Indexed keywords

EQUATIONS OF MOTION; GAUSSIAN DISTRIBUTION; GAUSSIAN NOISE (ELECTRONIC); ORDINARY DIFFERENTIAL EQUATIONS; REAL TIME CONTROL; RESERVOIRS (WATER); SENSITIVITY ANALYSIS; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC MODELS;

APPLIED SCIENCE; DATA SET; DESIGN DATA; DRIFT TERM; DYNAMICS SIMULATOR; EMULATION; HYDROLOGICAL MODELS; LINEAR MODELING; MECHANISTICS; SURROGATE MODELING;

STOCHASTIC SYSTEMS;

EID: 84959378886     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2016.02.046     Document Type: Article

References (34)

1. O'Hagan A. Bayesian analysis of computer code outputs: a tutorial. Reliab. Eng. Syst. Saf. 2006, 91:1290-1300.
2. Currin C., Mitchell T., Morris M., Ylvisaker D. Bayesian prediction of deterministic functions, with applications to the design and analysis of computer experiments. J. Am. Stat. Assoc. 1991, 86(416):953-963.
3. O'Hagan A. Some Bayesian numerical analysis. Bayesian Statistics 1992, vol. 4:345-363. Oxford University Press.
4. Santner T.J., Williams B.J., Notz W.I. The Design and Analysis of Computer Experiments 2013, Springer Science & Business, Media.
5. Bayarri M.J., Berger J.O., Paulo R., Sacks J., Cafeo J.A., Cavendish J., Lin C.-H., Tu J. A framework for validation of computer models. Technometrics 2007, 49(2):138-154. 10.1198/004017007000000092.
6. Kennedy M.C., O'Hagan A. Bayesian calibration of computer models. J. R. Stat. Soc., Ser. B, Stat. Methodol. 2001, 63(3):425-464.
7. Conti S., O'Hagan A. Bayesian emulation of complex multi-output and dynamic computer models. J. Stat. Plan. Inference 2010, 140:640-651.
8. Castelletti A., Galelli S., Ratto M., Soncini-Sessa R., Young P. A general framework for dynamic emulation modelling in environmental problems. Environ. Model. Softw. 2012, 34(0):5-18. 10.1016/j.envsoft.2012.01.002.
9. Higdon D., Gattiker J., Williams B., Rightley M. Computer model calibration using high-dimensional output. J. Am. Stat. Assoc. 2008, 103:570-583.
10. Bayarri M.J., Berger J.O., Cafeo J., Garcia-Donato G., Liu F., Palomo J., Parthasarathy R.J., Paulo R., Sacks J., Walsh D. Computer model validation with functional output. Ann. Stat. 2007, 35(5):1874-1906.
11. Bhattacharya S. A simulation approach to Bayesian emulation of complex dynamic computer models. Bayesian Anal. 2007, 2(4):783-816.
12. Conti S., Gosling J.P., Oakley J.E., O'Hagan A. Gaussian process emulation of dynamic computer codes. Biometrika 2009, 96(3):663-676. 10.1093/biomet/asp028.
13. Liu F., West M. A dynamic modelling strategy for Bayesian computer model emulation. Bayesian Anal. 2009, 4:393-412.
14. Reichert P., White G., Bayarri M.J., Pitman E.B. Mechanism-based emulation of dynamic simulation models: concept and application in hydrology. Comput. Stat. Data Anal. 2011, 55(4):1638-1655. 10.1016/j.csda.2010.10.011.
15. Albert C. A mechanistic dynamic emulator. Nonlinear Anal., Real World Appl. 2012, 13(6):2747-2754. 10.1016/j.nonrwa.2012.04.003.
16. EPA Storm water management model [Online; accessed 15-May-2013]. http://www.epa.gov/nrmrl/wswrd/wq/models/swmm/.
17. Rasmussen C.E., Williams C.K.I. Ch. Covariance functions. Gaussian Processes for Machine Learning 2006, 79-104. The MIT Press.
18. Kaufman C.G., Bingham D., Habib S., Heitmann K., Frieman J.A. Efficient emulators of computer experiments using compactly supported correlation functions, with an application to cosmology. Ann. Appl. Stat. 2011, 5(4):2470-2492. 10.1214/11-AOAS489.
19. Kleinert H. Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets 2009, EBL-Schweitzer, World Scientific Publishing Company, Incorporated. http://books.google.com/books?id=VJ1qNz5xYzkC.
20. Goffe W.L., Ferrier G.D., Rogers J. SIMANN: Fortran module to perform global optimization of statistical functions with simulated annealing http://www.degruyter.com/view/j/snde.1996.1.3/snde.1996.1.3.1020/snde.1996.1.3.1020.xml.
21. Ltaief H., Tomov S., Nath R., Du P., Dongarra J. A scalable high performant Cholesky factorization for multicore with GPU accelerators. Lecture Notes in Computer Science 2011, vol. 6449:93-101. Springer, Berlin, Heidelberg. 10.1007/978-3-642-19328-61. J. Palma, M. Daydé, O. Marques, J. Lopes (Eds.).
22. Anitescu M., Chen J., Wang L. A matrix-free approach for solving the parametric Gaussian process maximum likelihood problem. SIAM J. Sci. Comput. 2012, 34(1):240-262. 10.1137/110831143.
23. de St.Venant M. Théorie du mouvement non permanant des eaux crues des rivières et à l'introduction des marées dans leur lit. C. R. Acad. Sci. 1871, 73:147-154. 237-240.
24. Chow V.T. Open-Channel Hydraulics 1959, McGraw-Hill, New York.
25. Henderson F.M. Open Channel Flow 1966, Macmillan, New York.
26. Yen B.C. Open-channel flow equations revisited. J. Mech. Eng. Div. ASCE 1973, 99:979-1009.
27. Yen B.C. Unsteady flow mathematical modeling techniques. Modeling of Rivers 1979, 1-33. John Wiley, New York, ch. 13. H. Shen (Ed.).
28. French R.H. Open-Channel Hydraulics 1985, McGraw-Hill, Stuttgart, New York.
29. Manning R. On the flow of water in open channels and pipes. Trans. Inst. Civ. Eng. Irel. 1891, 20:161-207.
30. Wolfram Research, Inc., Mathematica, version 10.2 Edition, Wolfram Research, Inc., Champaign, Illinois, 2015.
31. Watanabe K. Green's functions for Laplace and wave equations. Lecture Notes in Applied and Computational Mechanics 2014, vol. 71:11-42. Springer International Publishing. 10.1007/978-3-319-00879-0.
32. Oakley J., O'Hagan A. Bayesian inference for the uncertainty distribution of computer model outputs. Biometrika 2002, 89(4):769-784.
33. Hankin R.K.S. Introducing BACCO, an R bundle for Bayesian analysis of computer code output. J. Stat. Softw. 2005, 14.
34. Williams V.V. Breaking the Coppersmith-Winograd barrier unpublished manuscript. http://www.cs.rit.edu/~rlc/Courses/Algorithms/Papers/matrixMult.pdf.