The Application Of Bayesian Methods

It often happens that the easiest way to explain the possibilities and the area of application of some mathematical methods is to show how they work in some real life examples. The investigation of such examples is also useful as an extension of the set of special test problems which are usually more simple but not representative as real engineering problems. The method can perform reasonably well on some textbook problem and fail on practical tasks. It is not unexpected, because numerical methods are sometimes tailored to fit the well know test problems. To tailor the methods to fit the more complicated problems is more difficult especially when the values of function cannot be expressed explicitly and may only be calculated algorithmically with possibly some errors.