IDEAS home Printed from https://ideas.repec.org/a/wly/envmet/v34y2023i3ne2796.html
   My bibliography  Save this article

Comparing emulation methods for a high‐resolution storm surge model

Author

Listed:
  • Grant Hutchings
  • Bruno Sansó
  • James Gattiker
  • Devin Francom
  • Donatella Pasqualini

Abstract

Realistic simulations of complex systems are fundamental for climate and environmental studies. Large computer systems are often not sufficient to run sophisticated computational models for large numbers of different input settings. Statistical surrogate models, or emulators, are key tools enabling fast exploration of the simulator input space. Gaussian processes have become standard for computer simulator emulation. However, they require careful implementation to scale appropriately, motivating alternative methods more recently introduced. We present a comparison study of surrogates of the Sea, Lake, and Overland Surges from Hurricanes (SLOSH) simulator—the simulator of choice for government agencies—using four emulation approaches: BASS; BART; SEPIA; and RobustGaSP. SEPIA and RobustGaSP use Gaussian processes, BASS implements adaptive splines, and BART is based on ensembles of regression trees. We describe the four models and compare them in terms of computation time and predictive metrics. These surrogates use proven and distinct methodologies, are available through accessible software, and quantify prediction uncertainty. Our data cover millions of response values. We find that SEPIA and RobustGaSP provide exceptional predictive power, but cannot scale to emulate experiments as large as the one considered in this paper as effectively as BASS and BART.

Suggested Citation

  • Grant Hutchings & Bruno Sansó & James Gattiker & Devin Francom & Donatella Pasqualini, 2023. "Comparing emulation methods for a high‐resolution storm surge model," Environmetrics, John Wiley & Sons, Ltd., vol. 34(3), May.
  • Handle: RePEc:wly:envmet:v:34:y:2023:i:3:n:e2796
    DOI: 10.1002/env.2796
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/env.2796
    Download Restriction: no

    File URL: https://libkey.io/10.1002/env.2796?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Kun Yang & Vladimir Paramygin & Y. Peter Sheng, 2019. "An objective and efficient method for estimating probabilistic coastal inundation hazards," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 99(2), pages 1105-1130, November.
    2. Stephen Leary & Atul Bhaskar & Andy Keane, 2003. "Optimal orthogonal-array-based latin hypercubes," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(5), pages 585-598.
    3. Donald Resio & Jennifer Irish & Mary Cialone, 2009. "A surge response function approach to coastal hazard assessment – part 1: basic concepts," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 51(1), pages 163-182, October.
    4. Higdon, Dave & Gattiker, James & Williams, Brian & Rightley, Maria, 2008. "Computer Model Calibration Using High-Dimensional Output," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 570-583, June.
    5. Gneiting, Tilmann & Raftery, Adrian E., 2007. "Strictly Proper Scoring Rules, Prediction, and Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 359-378, March.
    6. Gramacy, Robert B & Lee, Herbert K. H, 2008. "Bayesian Treed Gaussian Process Models With an Application to Computer Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 103(483), pages 1119-1130.
    7. Muniain, Peru & Ziel, Florian, 2020. "Probabilistic forecasting in day-ahead electricity markets: Simulating peak and off-peak prices," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1193-1210.
    8. Marc C. Kennedy & Anthony O'Hagan, 2001. "Bayesian calibration of computer models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(3), pages 425-464.
    9. Donald T. Resio & Taylor G. Asher & Jennifer L. Irish, 2017. "The effects of natural structure on estimated tropical cyclone surge extremes," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 88(3), pages 1609-1637, September.
    10. Devin Francom & Bruno Sansó & Vera Bulaevskaya & Donald Lucas & Matthew Simpson, 2019. "Inferring Atmospheric Release Characteristics in a Large Computer Experiment Using Bayesian Adaptive Splines," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(528), pages 1450-1465, October.
    11. Erickson, Collin B. & Ankenman, Bruce E. & Sanchez, Susan M., 2018. "Comparison of Gaussian process modeling software," European Journal of Operational Research, Elsevier, vol. 266(1), pages 179-192.
    12. Jennifer Irish & Donald Resio & Mary Cialone, 2009. "A surge response function approach to coastal hazard assessment. Part 2: Quantification of spatial attributes of response functions," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 51(1), pages 183-205, October.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Paulo, Rui & García-Donato, Gonzalo & Palomo, Jesús, 2012. "Calibration of computer models with multivariate output," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3959-3974.
    2. Jize Zhang & Alexandros A. Taflanidis & Norberto C. Nadal-Caraballo & Jeffrey A. Melby & Fatimata Diop, 2018. "Advances in surrogate modeling for storm surge prediction: storm selection and addressing characteristics related to climate change," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 94(3), pages 1225-1253, December.
    3. Matthew Plumlee, 2014. "Fast Prediction of Deterministic Functions Using Sparse Grid Experimental Designs," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(508), pages 1581-1591, December.
    4. Daniel W. Gladish & Daniel E. Pagendam & Luk J. M. Peeters & Petra M. Kuhnert & Jai Vaze, 2018. "Emulation Engines: Choice and Quantification of Uncertainty for Complex Hydrological Models," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 23(1), pages 39-62, March.
    5. Chen, Yewen & Chang, Xiaohui & Luo, Fangzhi & Huang, Hui, 2023. "Additive dynamic models for correcting numerical model outputs," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
    6. Pulong Ma & Georgios Karagiannis & Bledar A. Konomi & Taylor G. Asher & Gabriel R. Toro & Andrew T. Cox, 2022. "Multifidelity computer model emulation with high‐dimensional output: An application to storm surge," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(4), pages 861-883, August.
    7. Luca Aiello & Matteo Fontana & Alessandra Guglielmi, 2023. "Bayesian functional emulation of CO2 emissions on future climate change scenarios," Environmetrics, John Wiley & Sons, Ltd., vol. 34(8), December.
    8. Chih-Hung Hsu & Francisco Olivera & Jennifer L. Irish, 2018. "A hurricane surge risk assessment framework using the joint probability method and surge response functions," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 91(1), pages 7-28, April.
    9. Bledar A. Konomi & Georgios Karagiannis & Kevin Lai & Guang Lin, 2017. "Bayesian Treed Calibration: An Application to Carbon Capture With AX Sorbent," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 37-53, January.
    10. Drignei, Dorin, 2011. "A general statistical model for computer experiments with time series output," Reliability Engineering and System Safety, Elsevier, vol. 96(4), pages 460-467.
    11. White, Staci A. & Herbei, Radu, 2015. "A Monte Carlo approach to quantifying model error in Bayesian parameter estimation," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 168-181.
    12. Wu, Xu & Kozlowski, Tomasz & Meidani, Hadi, 2018. "Kriging-based inverse uncertainty quantification of nuclear fuel performance code BISON fission gas release model using time series measurement data," Reliability Engineering and System Safety, Elsevier, vol. 169(C), pages 422-436.
    13. Sun, Yang & Fang, Xiangzhong, 2024. "Efficient calibration of computer models with multivariate output," Journal of Multivariate Analysis, Elsevier, vol. 202(C).
    14. Grothe, Oliver & Kächele, Fabian & Krüger, Fabian, 2023. "From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting," Energy Economics, Elsevier, vol. 120(C).
    15. Radaideh, Majdi I. & Kozlowski, Tomasz, 2020. "Surrogate modeling of advanced computer simulations using deep Gaussian processes," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    16. Laura Cartwright & Andrew Zammit‐Mangion & Nicholas M. Deutscher, 2023. "Emulation of greenhouse‐gas sensitivities using variational autoencoders," Environmetrics, John Wiley & Sons, Ltd., vol. 34(2), March.
    17. Maia, Mateus & Murphy, Keefe & Parnell, Andrew C., 2024. "GP-BART: A novel Bayesian additive regression trees approach using Gaussian processes," Computational Statistics & Data Analysis, Elsevier, vol. 190(C).
    18. Bruno Sansó & Chris Forest, 2009. "Statistical calibration of climate system properties," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(4), pages 485-503, September.
    19. Wilkinson Richard David, 2013. "Approximate Bayesian computation (ABC) gives exact results under the assumption of model error," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 12(2), pages 129-141, May.
    20. Antony M. Overstall & David C. Woods, 2013. "A Strategy for Bayesian Inference for Computationally Expensive Models with Application to the Estimation of Stem Cell Properties," Biometrics, The International Biometric Society, vol. 69(2), pages 458-468, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:envmet:v:34:y:2023:i:3:n:e2796. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.interscience.wiley.com/jpages/1180-4009/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.