Bayes Linear Calibrated Prediction for Complex Systems

Michael Goldstein, Jonathan Rougier
2006 Journal of the American Statistical Association  
A calibration-based approach is developed for predicting the behaviour of a physical system which is modelled by a computer simulator. The approach is based on Bayes linear adjustment using both system observations and evaluations of the simulator at parameterisations which 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
more » ... ample concerning the collapse of the Thermohaline Circulation (THC) in the Atlantic.
doi:10.1198/016214506000000203 fatcat:5pcqusggjngztkfpupzzjruf7y