11th Applied Statistics 2014
International Conference
September 21 - 24, 2014
Ribno (Bled), Slovenia

Past conferences:
Applied Statistics

2013 2012 2011 2010  2009 2008 2007 2006 2005  2004
 before 2004


  Important dates

  is  Closed
June 1
  Acceptance note
     July 1
  Reduced early
  payment fee
      July 15



Bayesian uncertainty analysis for complex physical systems modelled by computer simulators

Michael Goldstein
Durham University, UK

Most large and complex physical systems are studied by mathematical models, implemented as high dimensional computer simulators.  While all such cases differ in physical description, each analysis of a physical system based on a computer simulator involves the same underlying sources of uncertainty. There is a growing field of study which aims to quantify and synthesise all of the uncertainties involved in relating models to physical systems, within the framework of Bayesian statistics, and to use the resultant uncertainty specification to address problems of forecasting and decision making based on the application of these methods. This talk will give an overview of aspects of this emerging methodology, with particular emphasis on Bayesian emulation, structural discrepancy modelling and iterative history matching. The methodology will be illustrated with examples of current areas of practical application.



 Applied Statistics 2014      http://conferences.nib.si/AS2014                                e-mail: info.AS@nib.si