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Abstract Details
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Activity Number:
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22
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Type:
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Topic Contributed
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Date/Time:
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Sunday, July 31, 2011 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Bayesian Statistical Science
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| Abstract - #300947 |
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Title:
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Analysis and Validation of Discrepancy Function Models
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Author(s):
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Leonardo Soares Bastos*+
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Companies:
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Fluminense Federal University
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Address:
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, , International, , Brazil
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Keywords:
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Gaussian process prior ;
validation ;
computer model
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Abstract:
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Simulators, also known as computer models, are mathematical representations of a real system implemented in a computer. The difference between a real system and its simulator is called the discrepancy function. Our beliefs about the discrepancy function is represented by a Gaussian process prior. After observing experimental data from the real system, our beliefs are represented by a discrepancy function model. In this work, some inference methods for discrepancy function models are reviewed and a set graphical and numerical diagnostics to validate a discrepancy function model is presented. The proposed methodology is illustrated on some toy examples.
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Authors who are presenting talks have a * after their name.
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