Bayes Linear Calibrated Prediction for Complex Systems
- 1 September 2006
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 101 (475) , 1132-1143
- https://doi.org/10.1198/016214506000000203
Abstract
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.Keywords
This publication has 1 reference indexed in Scilit:
- Bayesian Forecasting for Complex Systems Using Computer SimulatorsJournal of the American Statistical Association, 2001