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Bayesian Forecasting for Complex Systems Using Computer Simulators

Author

Listed:
  • Craig P. S
  • Goldstein M.
  • Rougier J. C
  • Seheult A. H

Abstract

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Suggested Citation

  • Craig P. S & Goldstein M. & Rougier J. C & Seheult A. H, 2001. "Bayesian Forecasting for Complex Systems Using Computer Simulators," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 717-729, June.
    • Handle: RePEc:bes:jnlasa:v:96:y:2001:m:june:p:717-729
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    Citations

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    Cited by:

    1. Mira, José & Sánchez, María Jesús, 2004. "Prediction of deterministic functions: an application of a Gaussian kriging model to a time series outlier problem," Computational Statistics & Data Analysis, Elsevier, vol. 44(3), pages 477-491, January.
    2. Arhonditsis, George B. & Qian, Song S. & Stow, Craig A. & Lamon, E. Conrad & Reckhow, Kenneth H., 2007. "Eutrophication risk assessment using Bayesian calibration of process-based models: Application to a mesotrophic lake," Ecological Modelling, Elsevier, vol. 208(2), pages 215-229.
    3. Reichert, P. & White, G. & Bayarri, M.J. & Pitman, E.B., 2011. "Mechanism-based emulation of dynamic simulation models: Concept and application in hydrology," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1638-1655, April.
    4. Goldstein, Michael & Bedford, Tim, 2007. "The Bayes linear approach to inference and decision-making for a reliability programme," Reliability Engineering and System Safety, Elsevier, vol. 92(10), pages 1344-1352.
    5. David Randell & Michael Goldstein & Philip Jonathan, 2014. "Bayes linear variance structure learning for inspection of large scale physical systems," Journal of Risk and Reliability, , vol. 228(1), pages 3-18, February.
    6. Xiaoyu Xiong & Benjamin D. Youngman & Theodoros Economou, 2021. "Data fusion with Gaussian processes for estimation of environmental hazard events," Environmetrics, John Wiley & Sons, Ltd., vol. 32(3), May.
    7. Gyanendra Pokharel & Rob Deardon, 2022. "Emulation‐based inference for spatial infectious disease transmission models incorporating event time uncertainty," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(1), pages 455-479, March.
    8. Shahsavani, D. & Grimvall, A., 2009. "An adaptive design and interpolation technique for extracting highly nonlinear response surfaces from deterministic models," Reliability Engineering and System Safety, Elsevier, vol. 94(7), pages 1173-1182.
    9. O’Hagan, A., 2006. "Bayesian analysis of computer code outputs: A tutorial," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1290-1300.
    10. Nott, David J. & Marshall, Lucy & Fielding, Mark & Liong, Shie-Yui, 2014. "Mixtures of experts for understanding model discrepancy in dynamic computer models," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 491-505.
    11. Jones, Matthew & Goldstein, Michael & Randell, David & Jonathan, Philip, 2021. "Bayes linear analysis for ordinary differential equations," Computational Statistics & Data Analysis, Elsevier, vol. 161(C).
    12. Bernd Kraan & Tim Bedford, 2005. "Probabilistic Inversion of Expert Judgments in the Quantification of Model Uncertainty," Management Science, INFORMS, vol. 51(6), pages 995-1006, June.
    13. Campbell, Katherine, 2006. "Statistical calibration of computer simulations," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1358-1363.

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