Statistical Emulators for Simulation Models
29 Feb 2024 11:16
Yet Another Inadequate Placeholder.
This is a technique for situations where simulation models are sufficiently computationally expensive that running them many times, under varying conditions, is infeasible. Instead, one wants to fit a computationally cheap statistical model to the output of a limited number of simulation runs, with some hope that the statistical model will extrapolate to what the simulation model would have done under other conditions. The cheap statistical model is the emulator.
(This is either a complement or an obverse to simulation-based inference methods like indirect inference; perhaps both.)
- See also:
- Computational Statistics
- Macroscopic Consequences of Microscopic Interactions
- Monte Carlo
- Simulations
- Statistics
- To read (utterly inadequate):
- Niccolò Dalmasso, Ann B. Lee, Rafael Izbicki, Taylor Pospisil, Ilmun Kim, Chieh-An Lin, "Validation of Approximate Likelihood and Emulator Models for Computationally Intensive Simulations", AIStats 2020, arxiv:1905.11505
- Ben Haaland, Peter Z. G. Qian, "Accurate emulators for large-scale computer experiments", Annals of Statistics 39 (2011): 2974--3002, arxiv:1203.2433
- Cari G. Kaufman, Derek Bingham, Salman Habib, Katrin Heitmann, Joshua A. Frieman, "Efficient emulators of computer experiments using compactly supported correlation functions, with an application to cosmology", Annals of Applied Statistics 5 (2011): 2470--2492, arxiv:1107.0749
- Hossein Mohammadi, Peter Challenor, Marc Goodfellow, "Emulating complex dynamical simulators with random Fourier features", arxiv:2104.14987
- Nicholas H. Nelsen, Andrew M. Stuart, "The Random Feature Model for Input-Output Maps between Banach Spaces", SIAM Journal on Scientific Computing 43 (2021): A3212--A3243, arxiv:2005.10224
- Gyanendra Pokharel and Rob Deardon
- "Emulation-based inference for spatial disease transmission models incorporating event time uncertainty", Scandinavian Journal of Statistics 49 (2022): 455--479
- "Gaussian process emulators for spatial individual-level models of infectious disease", Canadian Journal of Statistics 44 (2016): 480--501
- Jeffrey C. Regier, Philip B. Stark, "Mini-Minimax Uncertainty Quantification for Emulators", arxiv:1303.3079
