Bayesian Emulation of Multi-fidelity Earth System Modelling Using Hierarchical Gaussian Processes
Abstract
Multi-fidelity Earth system models provide simulations at different levels of complexity and computational cost, but exhaustive exploration of the parameter space at the highest fidelity is often prohibitively expensive. Multi-fidelity emulators can reduce this burden by combining abundant lower-fidelity simulations with limited high-fidelity evaluations. We compare four Gaussian-process-based multi-fidelity approaches: the Kennedy--O'Hagan autoregressive model (K&O), hierarchical kriging (HK), Bayesian hierarchical emulation for multi-level models (BayHEm), and multi-fidelity deep Gaussian processes (MF-DGP). We evaluate the methods using two contrasting applications: a three-fidelity tsunami simulator and a two-fidelity implementation of the Joint UK Land Environment Simulator (JULES). Performance is assessed using leave-one-out predictive accuracy, uncertainty representation, design requirements, and computational characteristics. In the tsunami application, BayHEm gives the lowest normalised root mean square error (NRMSE = 0.031) and highest SCORE (3.025), while MF-DGP performs worse than the single-fidelity baseline when only 10 high-fidelity simulations are available. In the JULES application, MF-DGP gives the lowest NRMSE (0.079) and highest SCORE (3.032), with all 30 held-out high-fidelity observations lying within their nominal 95\% predictive intervals. These contrasting results show that no single multi-fidelity emulator is uniformly superior. Instead, method choice should reflect the complexity of the inter-fidelity relationship, the amount of high-fidelity information available, and the importance placed on predictive accuracy and uncertainty quantification.
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BibTeX
@misc{xiong2026bayesian,
title = {{Bayesian Emulation of Multi-fidelity Earth System Modelling Using Hierarchical Gaussian Processes}},
author = {Xiaoyu Xiong and Louise Kimpton and Huiyi Yang and Mian Xu and James Salter and Peter Challenor},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.07363},
eprint = {2609.07363},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.07363},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - Bayesian Emulation of Multi-fidelity Earth System Modelling Using Hierarchical Gaussian Processes
AU - Xiaoyu Xiong
AU - Louise Kimpton
AU - Huiyi Yang
AU - Mian Xu
AU - James Salter
AU - Peter Challenor
PY - 2026
DA - 2026/09/07
PB - arXiv
DO - 10.48550/arxiv.2609.07363
UR - https://arxiv.org/abs/2609.07363
AB - Multi-fidelity Earth system models provide simulations at different levels of complexity and computational cost, but exhaustive exploration of the parameter space at the highest fidelity is often prohibitively expensive. Multi-fidelity emulators can reduce this burden by combining abundant lower-fidelity simulations with limited high-fidelity evaluations. We compare four Gaussian-process-based multi-fidelity approaches: the Kennedy--O'Hagan autoregressive model (K&O), hierarchical kriging (HK), Bayesian hierarchical emulation for multi-level models (BayHEm), and multi-fidelity deep Gaussian processes (MF-DGP). We evaluate the methods using two contrasting applications: a three-fidelity tsunami simulator and a two-fidelity implementation of the Joint UK Land Environment Simulator (JULES). Performance is assessed using leave-one-out predictive accuracy, uncertainty representation, design requirements, and computational characteristics. In the tsunami application, BayHEm gives the lowest normalised root mean square error (NRMSE = 0.031) and highest SCORE (3.025), while MF-DGP performs worse than the single-fidelity baseline when only 10 high-fidelity simulations are available. In the JULES application, MF-DGP gives the lowest NRMSE (0.079) and highest SCORE (3.032), with all 30 held-out high-fidelity observations lying within their nominal 95\% predictive intervals. These contrasting results show that no single multi-fidelity emulator is uniformly superior. Instead, method choice should reflect the complexity of the inter-fidelity relationship, the amount of high-fidelity information available, and the importance placed on predictive accuracy and uncertainty quantification.
ER -