Case studies in Gaussian process modelling of computer codes

Marc C. Kennedy, Clive W. Anderson, Stefano Conti and O’Hagan, Anthony

Reliability Engineering and System Safety, 2006, vol. 91, issue 10, 1301-1309

Abstract: In this paper we present a number of recent applications in which an emulator of a computer code is created using a Gaussian process model. Tools are then applied to the emulator to perform sensitivity analysis and uncertainty analysis. Sensitivity analysis is used both as an aid to model improvement and as a guide to how much the output uncertainty might be reduced by learning about specific inputs. Uncertainty analysis allows us to reflect output uncertainty due to unknown input parameters, when the finished code is used for prediction.

Keywords: Bayesian emulator; Sensitivity analysis; Uncertainty analysis; Carbon budget; Vegetation model (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:91:y:2006:i:10:p:1301-1309

DOI: 10.1016/j.ress.2005.11.028

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