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odunbar committed Jan 9, 2024
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6 changes: 3 additions & 3 deletions docs/src/index.md
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Expand Up @@ -32,20 +32,20 @@ As the name suggests, `CalibrateEmulateSample.jl` breaks this problem into a seq
<img src="assets/sinusoid_true_vs_observed_signal.png" width="400">
```

1. The **calibrate** step of the algorithm consists of an application of [Ensemble Kalman Processes](https://github.com/CliMA/EnsembleKalmanProcesses.jl), which generates input-output pairs ``\{\theta, \mathcal{G}(\theta)\}`` in high density around an optimal parameter ``\theta^*``. This ``\theta^*`` will be near a mode of the posterior distribution (Note: This the only time we interface with the forward model ``\mathcal{G}``).
The **calibrate** step of the algorithm consists of an application of [Ensemble Kalman Processes](https://github.com/CliMA/EnsembleKalmanProcesses.jl), which generates input-output pairs ``\{\theta, \mathcal{G}(\theta)\}`` in high density around an optimal parameter ``\theta^*``. This ``\theta^*`` will be near a mode of the posterior distribution (Note: This is the only time we interface with the forward model ``\mathcal{G}``).

**calibrate with EKP to generate data pairs...**
```@raw html
<img src="assets/sinusoid_eki_pairs.png" width="400">
```

2. The **emulate** step takes these pairs ``\{\theta, \mathcal{G}(\theta)\}`` and trains a statistical surrogate model (e.g., a Gaussian process), emulating the forward map ``\mathcal{G}``.
The **emulate** step takes these pairs ``\{\theta, \mathcal{G}(\theta)\}`` and trains a statistical surrogate model (e.g., a Gaussian process), emulating the forward map ``\mathcal{G}``.

**emulate the map statistically from EKP pairs...**
```@raw html
<img src="assets/sinusoid_GP_emulator_contours.png" width="400">
```
3. The **sample** step uses this surrogate in place of ``\mathcal{G}`` in a sampling method (Markov chain Monte Carlo) to sample the posterior distribution of ``\theta``.
The **sample** step uses this surrogate in place of ``\mathcal{G}`` in a sampling method (Markov chain Monte Carlo) to sample the posterior distribution of ``\theta``.

**sample the emulated map with MCMC...**
```@raw html
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2 changes: 1 addition & 1 deletion docs/src/sample.md
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Expand Up @@ -57,7 +57,7 @@ plot!(posterior)
or extract statistics of the (unconstrained) distribution with
```julia
mean_posterior = mean(posterior)
cov_postierior = cov(posterior)
cov_posterior = cov(posterior)
```

# [Further details on the implementation](@id AbstractMCMC sampling API)
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