Lightweight Emulators for Multivariate Deterministic Functions

  title={Lightweight Emulators for Multivariate Deterministic Functions},
  author={Jonathan Rougier},
An emulator is a statistical model of a deterministic function, to be used where the function itself is too expensive to evaluate within-the-loop of an inferential calculation. Typically, emulators are deployed when dealing with complex functions that have large and heterogeneous input and output spaces: environmental models, for example. In this challenging situation we should be sceptical about our statistical models, no matter how sophisticated, and adopt approaches that prioritise… CONTINUE READING