PhD, University of Cincinnati, 2022, Arts and Sciences: Mathematical Sciences
Expensive computer models (simulators) are frequently used to simulate the behavior of a complex system in many scientific fields because an explicit experiment is very expensive or dangerous to conduct. Usually, only a limited number of computer runs are available due to limited sources. Therefore, one desires to use the available runs to construct an inexpensive statistical model, an emulator. Then the constructed statistical model can be used as a surrogate for the computer model. Building an emulator for high dimensional outputs with the existing standard method, the Gaussian process model, can be computationally infeasible because it has a cubic computational complexity that scales with the total number of observations. Also, it is common to impose restrictions on the covariance matrix of the Gaussian process model to keep computations tractable. This work constructs a flexible emulator based on a deep neural network (DNN) with feedforward multilayer perceptrons (MLP). High dimensional outputs and limited runs can pose considerable challenges to DNN in learning a complex computer model's behavior. To overcome this challenge, we take advantage of the computer model's spatial structure to engineer features at each spatial location and then make the training of DNN feasible. Also, to improve the predictive performance and avoid overfitting, we adopt a data augmentation technique into our method. Finally, we apply our approach using data from the UVic ESCM model and the PSU3D-ICE model to demonstrate good predictive performance and compare it with an existing state-of-art emulation method.
Committee: Won Chang Ph.D. (Committee Member); Xia Wang Ph.D. (Committee Member); Emily Kang Ph.D. (Committee Member)
Subjects: Statistics