A composite likelihood approach to computer model calibration with high-dimensional spatial data
W. Chang, M. Haran, R. Olson, and K. Keller
Statistica Sinica (2015)
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.