Statistical emulation of a tsunami model for sensitivity analysis and uncertainty quantification

Andria Sarri (1) , Serge Guillas (2) , Frédéric Dias (3, 4)

1 UCL Institute for Risk and Disaster Reduction
2 UCL Department of Statistical Science
3 School of Mathematical Sciences [Dublin]
4 CMLA - Centre de Mathématiques et de Leurs Applications

Due to the catastrophic consequences of tsunamis, early warnings need to be issued quickly in order to mitigate the hazard. Additionally, there is a need to represent the uncertainty in the predictions of tsunami characteristics corresponding to the uncertain trigger features (e.g. either position, shape and speed of a landslide, or sea floor deformation associated with an earthquake). Unfortunately, computer models are expensive to run. This leads to significant delays in predictions and makes the uncertainty quantification impractical. Statistical emulators run almost instantaneously and may represent well the outputs of the computer model. In this paper, we use the Outer Product Emulator to build a fast statistical surrogate of a landslide-generated tsunami computer model. This Bayesian framework enables us to build the emulator by combining prior knowledge of the computer model properties with a few carefully chosen model evaluations. The good performance of the emulator is validated using the Leave-One-Out method.

Domaines: Applications [stat.AP]

Andria Sarri, Serge Guillas, Frédéric Dias. Statistical emulation of a tsunami model for sensitivity analysis and uncertainty quantification. 2012. ⟨hal-00683434⟩