4.7 Article Proceedings Paper

Bayesian analysis of computer code outputs: A tutorial

Journal

RELIABILITY ENGINEERING & SYSTEM SAFETY
Volume 91, Issue 10-11, Pages 1290-1300

Publisher

ELSEVIER SCI LTD
DOI: 10.1016/j.ress.2005.11.025

Keywords

Bayesian statistics; calibration; dimensionality reduction; emulator; Gaussian process; roughness; screening; sensitivity analysis; smoothness; uncertainty analysis; validation

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The Bayesian approach to quantifying, analysing and reducing uncertainty in the application of complex process models is attracting increasing attention amongst users of such models. The range and power of the Bayesian methods is growing and there is already a sizeable literature on these methods. However, most of it is in specialist statistical journals. The purpose of this tutorial is to introduce the more general reader to the Bayesian approach. (c) 2005 Elsevier Ltd. All rights reserved.

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