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Fast linked analyses for scenario-based hierarchies

Fast linked analyses for scenario-based hierarchies
Fast linked analyses for scenario-based hierarchies
When using computer models to provide policy support it is normal to encounter ensembles that test only a handful of feasible or idealized decision scenarios. We present a new methodology for performing multilevel emulation of a complex model as a function of any decision within a predefined class that makes specific use of a scenario ensemble of opportunity on a fast or early version of a simulator and a small, well-chosen, design on our current simulator of interest. The method exploits a geometrical approach to Bayesian inference and is designed to be fast, to facilitate detailed diagnostic checking of our emulators by allowing us to carry out many analyses very quickly. Our motivating application involved constructing an emulator for the UK Met Office Hadley Centre coupled climate model HadCM3 as a function of carbon dioxide forcing, which was part of a ‘RAPID’ programme deliverable to the UK Met Office funded by the Natural Environment Research Council. Our application involved severe time pressure as well as limited access to runs of HadCM3 and a scenario ensemble of opportunity on a lower resolution version of the model.
Bayesian analysis, Computer models, Emulation, Policy support, Restricted inner product space, Scenario analysis
0035-9254
665-691
Williamson, Daniel
4c0c5b3b-69ac-48d5-aa6e-1b52219f2c81
Goldstein, Michael
59aacc18-5a0d-4595-8d60-e0924bf48cb6
Blaker, Adam
94efe8b2-c744-4e90-87d7-db19ffa41200
Williamson, Daniel
4c0c5b3b-69ac-48d5-aa6e-1b52219f2c81
Goldstein, Michael
59aacc18-5a0d-4595-8d60-e0924bf48cb6
Blaker, Adam
94efe8b2-c744-4e90-87d7-db19ffa41200

Williamson, Daniel, Goldstein, Michael and Blaker, Adam (2012) Fast linked analyses for scenario-based hierarchies. Journal of the Royal Statistical Society. Series C: Applied Statistics, 61 (5), 665-691. (doi:10.1111/j.1467-9876.2012.01042.x).

Record type: Article

Abstract

When using computer models to provide policy support it is normal to encounter ensembles that test only a handful of feasible or idealized decision scenarios. We present a new methodology for performing multilevel emulation of a complex model as a function of any decision within a predefined class that makes specific use of a scenario ensemble of opportunity on a fast or early version of a simulator and a small, well-chosen, design on our current simulator of interest. The method exploits a geometrical approach to Bayesian inference and is designed to be fast, to facilitate detailed diagnostic checking of our emulators by allowing us to carry out many analyses very quickly. Our motivating application involved constructing an emulator for the UK Met Office Hadley Centre coupled climate model HadCM3 as a function of carbon dioxide forcing, which was part of a ‘RAPID’ programme deliverable to the UK Met Office funded by the Natural Environment Research Council. Our application involved severe time pressure as well as limited access to runs of HadCM3 and a scenario ensemble of opportunity on a lower resolution version of the model.

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More information

Published date: November 2012
Keywords: Bayesian analysis, Computer models, Emulation, Policy support, Restricted inner product space, Scenario analysis
Organisations: Marine Systems Modelling

Identifiers

Local EPrints ID: 346876
URI: https://eprints.soton.ac.uk/id/eprint/346876
ISSN: 0035-9254
PURE UUID: d59fc56b-314e-4711-a009-e99e563bfede

Catalogue record

Date deposited: 10 Jan 2013 16:13
Last modified: 18 Jul 2017 05:01

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