A Bayesian Analysis of the Thermal Challenge Problem (2006)

Abstract:

A major question for the application of computer models is: "Does the computer model adequately represent reality?" Viewing the computer models as a potentially biased representation of reality, Bayarri et al. (2005b) develop the Simulator Assessment and Validation Engine (SAVE) method as a general framework for answering this question. In this paper, we apply the SAVE method to the challenge problem: a thermal computer model designed for certain devices, and develop a statement of confidence that the devices can be applied in intended situations.

Keywords:

Bayesian analysis; Computer model validation; Gaussian stochastic process; Thermal computer model. 

Author: 
Fei LiuM.J. BayarriRui PauloJerome Sacks
Publication Date: 
Friday, December 1, 2006
File Attachment: 
PDF icon tr166.pdf
Report Number: 
166