Using Statistical and Computer Models to Quantify Volcanic Hazards

M. J. Bayarri, James O. Berger, Eliza S. Calder, Keith Dalbey, Simon Lunagomez, Abani K. Patra, E. Bruce Pitman, Elaine T. Spiller, Robert L. Wolpert

Research output: Contribution to journalArticlepeer-review

Abstract / Description of output

Risk assessment of rare natural hazards, such as large volcanic block and ash or pyroclastic flows, is addressed. Assessment is approached through a combination of computer modeling, statistical modeling, and extreme-event probability computation. A computer model of the natural hazard is used to provide the needed extrapolation to unseen parts of the hazard space. Statistical modeling of the available data is needed to determine the initializing distribution for exercising the computer model. In dealing with rare events, direct simulations involving the computer model are prohibitively expensive. The solution instead requires a combination of adaptive design of computer model approximations (emulators) and rare event simulation. The techniques that are developed for risk assessment are illustrated on a test-bed example involving volcanic flow.
Original languageEnglish
Pages (from-to)402-413
Number of pages12
JournalTechnometrics
Volume51
Issue number4
DOIs
Publication statusPublished - 1 Nov 2009

Keywords / Materials (for Non-textual outputs)

  • Bayesian analysis
  • Catastrophic events
  • Emulators

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