Journal
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
Volume 101, Issue 475, Pages 1132-1143Publisher
AMER STATISTICAL ASSOC
DOI: 10.1198/016214506000000203
Keywords
calibration; computer experiment; emulator; hat run; model diagnostics; simulator; thermohaline circulation
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Funding
- Natural Environment Research Council [NER/T/S/2002/00987, NER/T/S/2002/00450] Funding Source: researchfish
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A calibration-based approach is developed for predicting the behavior of a physical system that is modeled by a computer simulator. The approach is based on Bayes linear adjustment using both system observations and evaluations of the simulator at parameterizations that appear to give good matches to those observations. This approach can be applied to complex high-dimensional systems with expensive simulators, where a fully Bayesian approach would be impractical. It is illustrated with an example concerning the collapse of the thermohaline circulation (THC) in the Atlantic Ocean.
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