Multilevel Emulation for Stochastic Computer Models with Application to Large Offshore Wind farms

Abstract: Renewable energy projects, such as large offshore wind farms, are critical to achieving low-emission targets set by governments. Stochastic computer models allow us to explore future scenarios to aid decision making whilst considering the most relevant uncertainties. Complex stochastic computer models can be prohibitively slow and thus an emulator may be constructed and deployed to allow for efficient computation. We present a novel heteroscedastic Gaussian Process emulator which exploits cheap approximations to a stochastic offshore wind farm simulator. We also conduct a probabilistic sensitivity analysis to understand the influence of key parameters in the wind farm model which will help us to plan a probability elicitation in the future.