Example: pollution ****************** This test shows a surrogate-assisted Bayesian calibration of a time dependent pollution function. Here, the noise will be jointly inferred with the input parameters. ENVIRONMENTAL MODEL FUNCTION Authors: Sonja Surjanovic, Simon Fraser University Derek Bingham, Simon Fraser University Questions/Comments: Please email Derek Bingham at dbingham@stat.sfu.ca. Copyright 2013. Derek Bingham, Simon Fraser University. THERE IS NO WARRANTY, EXPRESS OR IMPLIED. WE DO NOT ASSUME ANY LIABILITY FOR THE USE OF THIS SOFTWARE. If software is modified to produce derivative works, such modified software should be clearly marked. Additionally, this program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; version 2.0 of the License. Accordingly, this program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. For function details and reference information, see: http://www.sfu.ca/~ssurjano/ This example trains a surrogate and performs Bayesian Inference based on the given data. Active Learning can be activated and will then be performed with Variance Optimal Design based on Entropy and an epsilon-decreasing tradeoff scheme. .. note:: This example contains two ``test_*`` files that can be run. Model and Data ============== .. list-table:: Pylink model :widths: 30 30 :header-rows: 1 * - Property - Setting * - Model type - Function * - Number of input parameters - 4 * - Number of output parameters - 1 * - Time- or space- dependency - Yes, ?? * - MC reference - No .. list-table:: Priors :widths: 30 30 :header-rows: 1 * - Parameter - Distribution * - M - uniform * - D - uniform * - L - uniform * - tau - uniform Surrogate ========= .. list-table:: MetaModel settings :widths: 30 30 :header-rows: 1 * - Property - Setting * - surrogate-type - aPCE * - associated model - 'pollution' * - degree choices - max degree 8, q-norm truncation 1.0 * - regression - BCS (Bayesian Compressive Sensing) with ``'fast'`` bootstrap .. list-table:: Training choices :widths: 30 30 :header-rows: 1 * - Property - Setting * - Static sampling method - latin-hypercube * - Number of static samples - 150 * - Number of total samples - 150