Bayesian calibration of computer models. (With discussion)

DOI10.1111/1467-9868.00294zbMATH Open1007.62021OpenAlexW1973333099WikidataQ58852147 ScholiaQ58852147MaRDI QIDQ2767526FDOQ2767526

Authors: Anthony O'Hagan, Marc C. Kennedy 

Publication date: 26 March 2003

Published in: Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00294

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zbMATH Keywords

computer experimentsGaussian processesinterpolationsensitivity analysiscalibrationuncertainty analysismodel inadequacydeterministic models

Mathematics Subject Classification ID

Bayesian inference (62F15)

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• Predicting the Output From a Stochastic Computer Model When a Deterministic Approximation is Available
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• Learning physics-based models from data: perspectives from inverse problems and model reduction
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