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Searching for codes credited to 'van der Velden, Ellert'

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[ascl:1907.021] PRISM: Probabilistic Regression Instrument for Simulating Models

PRISM analyzes scientific models using the Bayes linear approach, the emulation technique, and history matching to construct an approximation ('emulator') of any given model. The software facilitates and enhances existing MCMC methods by restricting plausible regions and exploring parameter space efficiently and can be used as a standalone alternative to MCMC for model analysis, providing insight into the behavior of complex scientific models. PRISM stores results in HDF5-files and can be executed in serial or MPI on any number of processes. It accepts any type of model and comparison data and can reduce relevant parameter space by factors over 100,000 using only a few thousand model evaluations.