A composite likelihood approach to computer model calibration with high-dimensional spatial data

Won Chang, Murali Haran, Roman Olson, Klaus Keller

Research output: Contribution to journalArticlepeer-review

12 Scopus citations

Abstract

In this paper, we introduce a composite likelihood-based approach to perform computer model calibration with high-dimensional spatial data. While composite likelihood has been studied extensively in the context of spatial statistics, computer model calibration using composite likelihood poses several new challenges. We propose a computationally efficient approach for Bayesian computer model calibration using composite likelihood. We also develop a methodology based on asymptotic theory for adjusting the composite likelihood posterior distribution so that it accurately represents posterior uncertainties. We study the application of our approach in the context of calibration for a climate model.

Original languageEnglish (US)
Pages (from-to)243-259
Number of pages17
JournalStatistica Sinica
Volume25
Issue number1
DOIs
StatePublished - Jan 2015

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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