A composite likelihood approach to computer model calibration using high-dimensional spatial data

التفاصيل البيبلوغرافية
العنوان: A composite likelihood approach to computer model calibration using high-dimensional spatial data
المؤلفون: Chang, Won, Haran, Murali, Olson, Roman, Keller, Klaus
سنة النشر: 2013
المجموعة: Statistics
مصطلحات موضوعية: Statistics - Methodology, Statistics - Computation
الوصف: Computer models are used to model complex processes in various disciplines. Often, a key source of uncertainty in the behavior of complex computer models is uncertainty due to unknown model input parameters. Statistical computer model calibration is the process of inferring model parameter values, along with associated uncertainties, from observations of the physical process and from model outputs at various parameter settings. Observations and model outputs are often in the form of high-dimensional spatial fields, especially in the environmental sciences. Sound statistical inference may be computationally challenging in such situations. Here we introduce a composite likelihood-based approach to perform computer model calibration with high-dimensional spatial data. While composite likelihood has been studied extensively in the context of spatial statistics, computer model calibration using composite likelihood poses several new challenges. We propose a computationally efficient approach for Bayesian computer model calibration using composite likelihood. We also develop a methodology based on asymptotic theory for adjusting the composite likelihood posterior distribution so that it accurately represents posterior uncertainties. We study the application of our new approach in the context of calibration for a climate model.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/1308.0049
رقم الأكسشن: edsarx.1308.0049
قاعدة البيانات: arXiv