Caiado, C.C.S. and Goldstein, M. (2015) 'Bayesian uncertainty analysis for complex physical systems modelled by computer simulators with applications to tipping points.', Communications in nonlinear science and numerical simulation., 26 (1-3). pp. 123-136.
In this paper we present and illustrate basic Bayesian techniques for the uncertainty analysis of complex physical systems modelled by computer simulators. We focus on emulation and history matching and also discuss the treatment of observational errors and structural discrepancies in time series. We exemplify such methods using a four-box model for the termohaline circulation. We show how these methods may be applied to systems containing tipping points and how to treat possible discontinuities using multiple emulators.
|Keywords:||Bayesian analysis, Emulation, History matching, Uncertainty quantification, Tipping points.|
|Full text:||(AM) Accepted Manuscript|
Available under License - Creative Commons Attribution Non-commercial No Derivatives.
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|Publisher Web site:||http://dx.doi.org/10.1016/j.cnsns.2015.02.006|
|Publisher statement:||© 2015 This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/|
|Date accepted:||04 February 2015|
|Date deposited:||05 October 2015|
|Date of first online publication:||13 February 2015|
|Date first made open access:||No date available|
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