David C. Woods

Bayes Linear Emulation of Simulator Networks

2019 · arXiv (Cornell University)

Computationally expensive simulators, implementing mathematical models in computer codes, are commonly approximated using statistical emulators. We develop and assess novel emulation methods for systems best modelled via a chain, series or network of simulators. Using …

Tensor-Variate Gaussian Process Regression for Efficient Emulation of Complex Systems: Comparing Regressor and Covariance Structures in Outer Product and Parallel Partial Emulators

2026 · SIAM/ASA Journal on Uncertainty Quantification

Multi-output Gaussian process regression has become an important tool in uncertainty quantification, for building emulators of computationally expensive simulators, and other areas such as multi-task machine learning. We present a holistic development of tensor-variate Gaussian …