University of Sheffield

Tony O'Hagan - Academic pages - Abstracts


Case studies in Gaussian process modelling of computer codes

Kennedy, M. C., Anderson, C. W., Conti, S. and O'Hagan, A.

Department of Probability and Statistics, University of Sheffield, Sheffield, England

Publication details: Reliability Engineering and System Safety, 91, 1301-1309, 2006.


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.

The computer codes themselves are currently being developed within the UK Centre for Terrestrial Carbon Dynamics.

Keywords: Bayesian emulator, Sensitivity analysis, Uncertainty analysis, Carbon budget, Vegetation model.

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Updated: 17 October 2006
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