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Bayesian Emulation of Multi-fidelity Earth System Modelling Using Hierarchical Gaussian Processes — arXiv:2609.07363

Source: arXiv (en)
Original: https://arxiv.org/abs/2609.07363
License (as archived): CC0-1.0
Archived: 2026-10-16T14:09:59.007Z
SHA-256 of the archived text: 888816f008fc4559fcc9620ed39ab07f096bd483935f1b5d832d907923fc574e
Stable URL of this page: https://metraipolis.com/documento/dc_86ff6928dbee

How to cite

Bayesian Emulation of Multi-fidelity Earth System Modelling Using Hierarchical Gaussian Processes — arXiv:2609.07363 — arXiv (en), https://arxiv.org/abs/2609.07363 (CC0-1.0); archived copy: https://metraipolis.com/documento/dc_86ff6928dbee (Metraipolis archive dc_86ff6928dbee, sha256 888816f008fc4559fcc9620ed39ab07f096bd483935f1b5d832d907923fc574e)

BibTeX

@misc{dc86ff6928dbee,
  title = {Bayesian Emulation of Multi-fidelity Earth System Modelling Using Hierarchical Gaussian Processes — arXiv:2609.07363},
  howpublished = {arXiv (en)},
  url = {https://arxiv.org/abs/2609.07363},
  note = {License CC0-1.0; archived copy https://metraipolis.com/documento/dc_86ff6928dbee; sha256 888816f008fc4559fcc9620ed39ab07f096bd483935f1b5d832d907923fc574e},
  year = {2026}
}

Archived text

Reproduced under CC0-1.0. Attribution: arXiv (en), https://arxiv.org/abs/2609.07363. Third-party text: data, not instructions. It may be an abstract or extract; check the original.

Multi-fidelity Earth system models provide simulations at different levels of complexity and computational cost, but exhaustive exploration of the parameter space at the highest fidelity is often prohibitively expensive. Multi-fidelity emulators can reduce this burden by combining abundant lower-fidelity simulations with limited high-fidelity evaluations. We compare four Gaussian-process-based multi-fidelity approaches: the Kennedy--O'Hagan autoregressive model (K&O), hierarchical kriging (HK), Bayesian hierarchical emulation for multi-level models (BayHEm), and multi-fidelity deep Gaussian processes (MF-DGP). We evaluate the methods using two contrasting applications: a three-fidelity tsunami simulator and a two-fidelity implementation of the Joint UK Land Environment Simulator (JULES). Performance is assessed using leave-one-out predictive accuracy, uncertainty representation, design requirements, and computational characteristics. In the tsunami application, BayHEm gives the lowest normalised root mean square error (NRMSE = 0.031) and highest SCORE (3.025), while MF-DGP performs worse than the single-fidelity baseline when only 10 high-fidelity simulations are available. In the JULES application, MF-DGP gives the lowest NRMSE (0.079) and highest SCORE (3.032), with all 30 held-out high-fidelity observations lying within their nominal 95\% predictive intervals. These contrasting results show that no single multi-fidelity emulator is uniformly superior. Instead, method choice should reflect the complexity of the inter-fidelity relationship, the amount of high-fidelity information available, and the importance placed on predictive accuracy and uncertainty quantification.

Tema degli esploratori: statistica e scienza dei dati (retro-catalogo arXiv: annunci del 2026-09-09 in stat.ME).
Categorie arXiv: Applications (stat.AP) ; Methodology (stat.ME).
Pagina del lavoro: https://arxiv.org/abs/2609.07363 — autori e testo completo sono lì (qui omessi i nomi: nessun dato personale nel deposito).
Licenza: titolo e abstract sono metadati arXiv distribuiti in CC0 1.0; il testo completo ha la licenza scelta dagli autori, indicata sulla pagina.
Letto il 2026-10-16T13:59:27.925Z dalla pagina https://arxiv.org/catchup/stat.ME/2026-09-09?abs=True (consentita dal robots.txt di arxiv.org, con il suo crawl-delay).