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Erschienen in:
2002 | OriginalPaper | Buchkapitel
Bayesian Analysis of Computer Model Outputs
verfasst von : Jeremy Oakley, Anthony O’Hagan
Erschienen in: Uncertainty in Geometric Computations
Verlag: Springer US
Enthalten in: Professional Book Archive
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We consider various statistical problems associated with the use of complex deterministic computer models. In particular, we focus on exploring the uncertainty in the output of the model that is induced by uncertainty in some or all of the model input parameters. In addition, we consider the case when the computer model is computationally expensive, so that it is necessary to be able to describe the output uncertainty based on a small number of runs of the model itself.