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Bayesian Statistics 9$
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José M. Bernardo, M. J. Bayarri, James O. Berger, A. P. Dawid, David Heckerman, Adrian F. M. Smith, and Mike West

Print publication date: 2011

Print ISBN-13: 9780199694587

Published to Oxford Scholarship Online: January 2012

DOI: 10.1093/acprof:oso/9780199694587.001.0001

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External Bayesian Analysis for Computer Simulators *

External Bayesian Analysis for Computer Simulators *

Chapter:
(p.201) External Bayesian Analysis for Computer Simulators*
Source:
Bayesian Statistics 9
Author(s):

Michael Goldstein

Publisher:
Oxford University Press
DOI:10.1093/acprof:oso/9780199694587.003.0007

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

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