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Statistica Sinica 25 (2015), 243-259

A COMPOSITE LIKELIHOOD APPROACH TO
COMPUTER MODEL CALIBRATION
WITH HIGH-DIMENSIONAL SPATIAL DATA
Won Chang1, Murali Haran2, Roman Olson3 and Klaus Keller2
1University of Chicago, 2The Pennsylvania State University
and 3University of New South Wales

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.

Key words and phrases: Block composite likelihood, computer model calibration, Gaussian process emulator, high-dimensional spatial data.

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