Corpus ID: 233476423

Emulating computationally expensive dynamical simulators using Gaussian processes

  title={Emulating computationally expensive dynamical simulators using Gaussian processes},
  author={Hossein Mohammadi and Peter Challenor and Marc Goodfellow},
A Gaussian process (GP)-based methodology is proposed to emulate computationally expensive dynamical computer models or simulators. The method relies on emulating the short-time numerical flow map of the model. The flow map returns the solution of a dynamic system at an arbitrary time for a given initial condition. The prediction of the flow map is performed via a GP whose kernel is estimated using random Fourier features. This gives a distribution over the flow map such that each realisation… Expand

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