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Ensuring monotonicity in emulation

Presented by: 
John Paul Gosling University of Leeds
Date: 
Wednesday 16th May 2018 - 11:00 to 13:00
Venue: 
INI Seminar Room 2
Abstract: 
In this informal seminar, I will describe attempts to force emulators to have monotonic or convex outputs with respect to some of the input parameters. Various prior set-ups will be discussed including piecewise linear approximations, truncated Gaussian processes and non-linear transformations of Gaussian processes alongside computational methods such as Bayes linear updating and approximate Bayesian computations.



University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons