Calibration of Computational Models with Categorical Parameters and Correlated Outputs via Bayesian Smoothing Spline ANOVA

It has become commonplace to use complex computer models to predict outcomes in regions where data does not exist. Typically these models need to be calibrated and validated using some experimental data, which often consists of multiple correlated outcomes. In addition, some of the model parameters may be categorical in nature, such as a pointer variable to alternate models (or submodels) for some of the physics of the system. Here we present a general approach for calibration in such situations where an emulator of the computationally demanding models and a discrepancy term from the model to reality are represented within a Bayesian Smoothing Spline (BSS) ANOVA framework. The BSS-ANOVA framework has several advantages over the traditional Gaussian Process, including ease of handling categorical inputs and correlated outputs, and improved computational efficiency. Finally this framework is then applied to the problem that motivated its design; a calibration of a computational fluid dynamics model of a bubbling fluidized which is used as an absorber in a CO2 capture system

Computer model calibration with large non-stationary spatial outputs: application to the calibration of a climate model

Bayesian calibration of computer models tunes unknown input parameters by comparing outputs with observations. For model outputs that are distributed over space, this becomes computationally expensive because of the output size. To overcome this challenge, we employ a basis representation of the model outputs and observations: we match these decompositions to carry out the calibration efficiently. In the second step, we incorporate the non-stationary behaviour, in terms of spatial variations of both variance and correlations, in the calibration. We insert two integrated nested Laplace approximation-stochastic partial differential equation parameters into the calibration. A synthetic example and a climate model illustration highlight the benefits of our approach

Calibrating an ice sheet model using high-dimensional binary spatial data

Rapid retreat of ice in the Amundsen Sea sector of West Antarctica may cause drastic sea level rise, posing significant risks to populations in low-lying coastal regions. Calibration of computer models representing the behavior of the West Antarctic Ice Sheet is key for informative projections of future sea level rise. However, both the relevant observations and the model output are high-dimensional binary spatial data; existing computer model calibration methods are unable to handle such data. Here we present a novel calibration method for computer models whose output is in the form of binary spatial data. To mitigate the computational and inferential challenges posed by our approach, we apply a generalized principal component based dimension reduction method. To demonstrate the utility of our method, we calibrate the PSU3D-ICE model by comparing the output from a 499-member perturbed-parameter ensemble with observations from the Amundsen Sea sector of the ice sheet. Our methods help rigorously characterize the parameter uncertainty even in the presence of systematic data-model discrepancies and dependence in the errors. Our method also helps inform environmental risk analyses by contributing to improved projections of sea level rise from the ice sheets