Project CEMAPRE internal
| Title | Variable selection for computer models |
| Participants | Gonzalo Garcia-Donato, Rui Paulo (Principal Investigator) |
| Summary | Complex computer models are often approximated using Gaussian processes, resulting in what's often referred to as an emulator. It is using the emulator that the so-called screening stage is performed: identifying which inputs to the computer model are active and which can be deemed as inert. We propose to approach this problem using Bayes factors computed using well-studied priors. The difficulty arises because the marginal likelihoods are not closed form. Our proposed solution is to compute Laplace approximations to these marginals, which are often non-standard since the posterior mode is located at the boundary. |