Journal article

Model Dispersion with PRISM: An Alternative to MCMC for Rapid Analysis of Models

Ellert van der Velden, Alan R Duffy, Darren Croton, Simon J Mutch, Manodeep Sinha

ASTROPHYSICAL JOURNAL SUPPLEMENT SERIES | IOP PUBLISHING LTD | Published : 2019

Abstract

We have built PRISM, a Probabilistic Regression Instrument for Simulating Models. PRISM uses the Bayes linear approach and history matching to construct an approximation (“emulator”) of any given model by combining limited model evaluations with advanced regression techniques, covariances, and probability calculations. It is designed to easily facilitate and enhance existing Markov chain Monte Carlo (MCMC) methods by restricting plausible regions and exploring parameter space efficiently. However, PRISM can additionally be used as a standalone alternative to MCMC for model analysis, providing insight into the behavior of complex scientific models. With PRISM, the time spent on evaluating a m..

View full abstract

University of Melbourne Researchers

Grants

Awarded by Australian Research Council Centre of Excellence


Funding Acknowledgements

We would like to thank the referee for the extraordinarily detailed report and constructive feedback. E.v.d.V. would like to thank Chris Blake, Colin Jacobs, and Theo Steininger for fruitful discussions and valuable suggestions. Parts of this research were supported by the Australian Research Council Centre of Excellence for All Sky Astrophysics in 3 Dimensions (ASTRO 3D), through project number CE170100013. Parts of this work were performed on the OzSTAR national facility at Swinburne University of Technology. OzSTAR is funded by Swinburne University of Technology and the National Collaborative Research Infrastructure Strategy (NCRIS).