University of Cambridge > Talks.cam > MRC Biostatistics Unit Seminars > Emulation of random output (stochastic) models: theory and application

Emulation of random output (stochastic) models: theory and application

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Michael Sweeting.

In this talk we will briefly introduce the concept of emulation – the construction of a surrogate model – which is typically used to speed up (Bayesian) analysis using deterministic computer models, as presented in the MUCM project. Most existing approaches to emulation assume that the computer simulator is deterministic, however increasingly computer simulators are becoming stochastic. This typically arises from some unknown or random interactions within the simulator which induce random outputs. We will discuss how to build emulators of stochastic simulators, focusing on heteroscedastic modelling using Gaussian processes. In particular we will address the experimental design issue when developing stochastic emulators. We will present results from our new Fisher information based design approach, and show the application of this to a relatively simple two vector rabies model. We will conclude with a discussion of interesting future directions for building emulators for stochastic simulators.

MUCM : http://mucm.group.shef.ac.uk/index.html

This talk is part of the MRC Biostatistics Unit Seminars series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2019 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity