Mar 16, 2017 - Seminar

Dr John Paul Gosling (Leeds)
Modelling discontinuities in simulator output using Voronoi tessellations
Hicks LT7, 2-3pm

Computationally expensive, complex computer programs are often used to model and predict real-world phenomena. Statistical emulation of the computer program using stationary Gaussian processes is a well-established approach to reduce the number of program runs required for analysis and inference. The standard Gaussian process model has a drawback in that the computer code output is assumed to be homogeneous over the input space. Computer codes can behave very differently in various regions of the input space. Here, we introduce a piecewise Gaussian process model to deal with this problem where the input space is divided into separate regions using Voronoi tessellations (also known as Dirichlet tessellations, Thiessen polygons or the dual of the Delaunay triangulation). We demonstrate our method’s utility with an application in climate science.