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SUMMARY:Emulation of random output (stochastic) models: theory and applica
 tion - Dan Cornford\, Non-linearity and Complexity Research Group\, Aston 
 University
DTSTART:20091201T143000Z
DTEND:20091201T153000Z
UID:TALK19055@talks.cam.ac.uk
CONTACT:Michael Sweeting
DESCRIPTION:In this talk we will briefly introduce the concept of emulatio
 n - the construction of a surrogate model - which is typically used to spe
 ed up (Bayesian) analysis using deterministic computer models\, as present
 ed in the MUCM project. Most existing approaches to emulation assume that 
 the computer simulator is deterministic\, however increasingly computer si
 mulators are becoming stochastic. This typically arises from some unknown 
 or random interactions within the simulator which induce random outputs. W
 e will discuss how to build emulators of stochastic simulators\, focusing 
 on heteroscedastic modelling using Gaussian processes. In particular we wi
 ll address the experimental design issue when developing stochastic emulat
 ors. We will present results from our new Fisher information based design 
 approach\, and show the application of this to a relatively simple two vec
 tor rabies model. We will conclude with a discussion of interesting future
  directions for building emulators for stochastic simulators.\n\nMUCM: htt
 p://mucm.group.shef.ac.uk/index.html
LOCATION:Large Seminar Room\, 1st Floor\, Institute of Public Health\, Uni
 versity Forvie Site\, Robinson Way\, Cambridge
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