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Untitled - UFRJ

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Diagnostics for Gaussian Process EmulatorsLeonardo S. Bastos ∗University of SheffieldAnthony O’HaganUniversity of SheffieldMathematical models, usually implemented in computer programs known as simulators, are widelyused in all areas of science and technology to represent complex real-world phenomena. Simulatorsare often so complex that they take appreciable amounts of computer time or other resources to run.In this context, a methodology has been developed based on building a statistical representation of thesimulator, known as an emulator. The principal approach to building emulators uses Gaussian processes.This work presents some diagnostics to validate and assess the adequacy of a Gaussian process emulatoras surrogate for the simulator. These diagnostics are based on comparisons between simulator outputsand Gaussian process emulator outputs for some test data, known as validation data, defined by a sampleof simulator runs not used to build the emulator. Our diagnostics take care to account for correlationbetween the validation data. To illustrate a validation procedure, we apply these diagnostics to twodifferent data sets.∗ Apresentador/Speaker27

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