mlsanityData to 7 Oct 2026

Predicting the Output From a Stochastic Computer Model When a Deterministic Approximation is Available

arXiv 1902.01290 ↗First posted 4 Feb 2019stat.MEcited by 1

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Abstract (arXiv)

The analysis of computer models can be aided by the construction of surrogate models, or emulators, that statistically model the numerical computer model. Increasingly, computer models are becoming stochastic, yielding different outputs each time they are run, even if the same input values are used. Stochastic computer models are more difficult to analyse and more difficult to emulate - often requiring substantially more computer model runs to fit. We present a method of using deterministic approximations of the computer model to better construct an emulator. The method is applied to numerous toy examples, as well as an idealistic epidemiology model, and a model from the building performance field.

Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). First posted on arXiv 4 Feb 2019.

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