Chapter

External Bayesian Analysis for Computer Simulators*

Michael Goldstein

in Bayesian Statistics 9

Published in print October 2011 | ISBN: 9780199694587
Published online January 2012 | e-ISBN: 9780191731921 | DOI: http://dx.doi.org/10.1093/acprof:oso/9780199694587.003.0007
External Bayesian Analysis for Computer Simulators*

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Computer simulators offer a powerful approach for studying complex physical systems. We consider their use in current practice and the role of external uncertainty in bridging the gap between the properties of the model and of the system. The interpretation of this uncertainty analysis raises questions about the role and meaning of the Bayesian approach. We summarize some theory which is helpful to clarify and amplify the role of external specifications of uncertainty, and illustrate some of the types of calculation suggested by this approach.

Keywords: Computer simulators; Model discrepancy; Interpretation of Bayesian analysis; Bayes linear analysis; Temporal Sure Preference; Galaxy simulators; History matching

Chapter.  15855 words. 

Subjects: Probability and Statistics

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