Abstract
A generalized likelihood uncertainty estimation (GLUE) method incorporating moving least squares (MLS) with entropy for stochastic sampling (denoted as GLUE‐MLS‐E) was proposed for uncertainty analysis of flood inundation modelling. The MLS with entropy (MLS‐E) was established according to the pairs of parameters/likelihoods generated from a limited number of direct model executions. It was then applied to approximate the model evaluation to facilitate the target sample acceptance of GLUE during the Monte‐Carlo‐based stochastic simulation process. The results from a case study showed that the proposed GLUE‐MLS‐E method had a comparable performance as GLUE in terms of posterior parameter estimation and predicted confidence intervals; however, it could significantly reduce the computational cost. A comparison to other surrogate models, including MLS, quadratic response surface and artificial neural networks (ANN), revealed that the MLS‐E outperformed others in light of both the predicted confidence interval and the most likely value of water depths. ANN was shown to be a viable alternative, which performed slightly poorer than MLS‐E. The proposed surrogate method in stochastic sampling is of practical significance in computationally expensive problems like flood risk analysis, real‐time forecasting, and simulation‐based engineering design, and has a general applicability in many other numerical simulation fields that requires extensive efforts in uncertainty assessment. Copyright © 2014 John Wiley & Sons, Ltd.
Funding Information
  • Singapore Ministry of Education (MOM) AcRF Tier 2 Project (M4020182.030)
  • Singapore Ministry of Education (MOM) AcRF Tier 1 Project (M4010973.030)

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