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stat.ME2024
Sequential adaptive design for emulating costly computer codes
Hossein Mohammadi, Peter Challenor
Gaussian processes (GPs) are generally regarded as the gold standard surrogate model for emulating computationally expensive computer-based simulators. However, the problem of trai…
stat.ME2024
Emulating complex dynamical simulators with random Fourier features
Hossein Mohammadi, Peter Challenor, Marc Goodfellow
A Gaussian process (GP)-based methodology is proposed to emulate complex dynamical computer models (or simulators). The method relies on emulating the numerical flow map of the sys…
stat.ME2024
Binary De Bruijn Processes
Louise Kimpton, Peter Challenor, Henry Wynn
Binary time series data are very common in many applications, and are typically modelled independently via a Bernoulli process with a single probability of success. However, the pr…