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Bayesian analysis of computer code outputs: A tutorial

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  • O’Hagan, A.

Abstract

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.

Suggested Citation

  • O’Hagan, A., 2006. "Bayesian analysis of computer code outputs: A tutorial," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1290-1300.
    • Handle: RePEc:eee:reensy:v:91:y:2006:i:10:p:1290-1300
    DOI: 10.1016/j.ress.2005.11.025
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    References listed on IDEAS

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    1. Jeremy E. Oakley & Anthony O'Hagan, 2004. "Probabilistic sensitivity analysis of complex models: a Bayesian approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(3), pages 751-769, August.
    2. Jeremy Oakley, 2002. "Bayesian inference for the uncertainty distribution of computer model outputs," Biometrika, Biometrika Trust, vol. 89(4), pages 769-784, December.
    3. Marc C. Kennedy & Anthony O'Hagan, 2001. "Bayesian calibration of computer models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(3), pages 425-464.
    4. Jeremy Oakley, 2004. "Estimating percentiles of uncertain computer code outputs," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 53(1), pages 83-93, January.
    5. Craig P. S & Goldstein M. & Rougier J. C & Seheult A. H, 2001. "Bayesian Forecasting for Complex Systems Using Computer Simulators," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 717-729, June.
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