Uncertainty analysis for complex systems modelled by computer simulators

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• Michael Goldstein (Durham University)
• Tuesday 09 January 2018, 09:00-10:00
• Seminar Room 1, Newton Institute.

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UNQW01 - Key UQ methodologies and motivating applications

This talk will present an overview of aspects of a general Bayesian methodology for performing detailed uncertainty analyses for complex physical systems which are modelled by computer simulators. Key features of this methodology are (i) simulator emulation, to allow us to explore the full range of outputs of the simulator (ii) history matching to identify all input choices consistent with historical data, and thus all future outcomes consistent with these choices (iii) structural discrepancy modelling, to make reliable uncertainty statements about the real world.

This talk is part of the Isaac Newton Institute Seminar Series series.

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