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Activity Number: 62 - New Directions in Computer Experiments
Type: Topic Contributed
Date/Time: Sunday, July 30, 2017 : 4:00 PM to 5:50 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract #324134
Title: Bayesian Calibration of Inexact Computer Models
Author(s): Matthew Plumlee*
Companies: University of Michigan
Keywords:
Abstract:

Bayesian calibration is used to study computer models in the presence of both a calibration parameter and model bias. The parameter in the predominant methodology is left undefined. This results in an issue where the posterior of the parameter is sub-optimally broad. There has been no generally accepted alternatives to date. This talk outlines using Bayesian calibration where the prior distribution on the bias is orthogonal to the gradient of the computer model. Problems associated with Bayesian calibration are shown to be mitigated through analytic results in addition to examples.


Authors who are presenting talks have a * after their name.

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