Multivariate and functional output emulation

Maike Holthuijzen Co-Author
Sandia National Labs
 
Sierra Merkes Co-Author
Virginia Tech Statistics Department
 
David Higdon Speaker
Virginia Tech
 
Tuesday, Aug 5: 10:55 AM - 11:15 AM
Invited Paper Session 
Music City Center 
The output of almost any computational model is multivariate, even after postprocessing the output. This multivariate output is typically produced on a fixed support space; the support might be indexed over a lattice of spatial coordinates, or wavenumber k from a computed power spectrum, or time in weeks of an epidemic. In such cases, the output is supported on a well-defined, ordered space where concepts such as interpolation, refinement, and coarsening are sensible operations. Here, the multivariate output is also described as functional. This talk will focus on computationally efficient strategies for constructing a Gaussian process-based, multivariate/functional emulators.