Fall 2019 Postdoc Seminar Series
September 18, 2019 –
Talk Title: Multifidelity Computer Model Emulation with High-Dimensional Output
Speaker: Pulong Ma, Second-Year SAMSI Postdoctoral Fellow
Hurricane-driven storm surge is one of the most deadly and costly natural disasters, making precise quantification of the surge hazard of great importance. Physics-based computer models of storm surge can be implemented with a wide range of fidelity due to the nature of the system, though the danger posed by surge makes greater fidelity highly desirable. However, such models and their high-dimensional outputs tend to come at great computational cost, which can make highly detailed studies prohibitive. These needs make the development of an emulator combining high-dimensional output from multiple complex computer models with different fidelity levels important. We propose a parallel partial autoregressive cokriging model that is able to address these issues. Based upon the data-augmentation technique, model parameters are estimated via Monte Carlo expectation-maximization algorithm and prediction is made in a computationally efficient way when input designs across different fidelity levels are not nested. With this methodology, the high-fidelity storm surges can be generated much more quickly in coastal flood studies, and hence can facilitate the risk assessment of storm surge hazards.
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