University of Sheffield

Tony O'Hagan - Academic pages - Abstracts


Bayesian analysis of computer code outputs: A tutorial

Anthony O'Hagan

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

Publication details: Reliability Engineering and System Safety, 91, 1290-1300, 2006.


The Bayesian approach to quantifying, analysing and reducing uncertainty in the application of complex process models is attracting increasing attention amongst users of such models. The range and power of the Bayesian methods is growing and there is already a sizeable literature on these methods. However, most of it is in specialist statistical journals. The purpose of this tutorial is to introduce the more general reader to the Bayesian approach.

Keywords: Bayesian statistics; calibration; dimensionality reduction; emulator; Gaussian process; roughness; screening; sensitivity analysis; smoothness; uncertainty analysis; validation.

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Updated: 17 October 2006
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