Revised: July 2009
Risk assessment of rare natural hazards-- such as large volcanic 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 utilized 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 exercise of the computer model. In dealing with rare events, direct simulations involving the computer model are prohibitively expensive. 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.
Keywords: Catastrophic events; Emulators; Extreme events; Inverse Problems; Bayesian analysis.
The manuscript is available in PDF (858kb) format.
Cite as:
@Article{Baya:Berg:etal:2009,
Author = "M. J. Bayarri and James O. Berger and Eliza S. Calder and
Keith Dalbey and Simon Lunagomez and Abani K. Patra and
E. Bruce Pitman and Elaine Spiller and Robert L. Wolpert",
Title = "Using Statistical and Computer Models to Quantify Volcanic
Hazards",
Journal = "Technometrics",
Volume = 51,
Number = 4,
Pages = "402--413",
DOI = "10.1198/TECH.2009.08018",
Year = 2009,
}