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Seminars

2013 Academic Year Seminars

Speaker(s): Dan Cornford
Organiser: Dr Ivan Markovsky
Time: 04/03/2009 14:00-15:00
Location: B6/1083

Abstract

In this talk I will address the issue of how to incorporate prior knowledge in the form of complex computer simulators in Bayesian analysis. I will start by providing a rationale for a Bayesian approach to treating complex (natural) systems. I will introduce the concept of emulation, which is the approximation of computer simulators by statistical models. I will introduce the Managing Uncertainty in Complex Models project and highlight the role that Gaussian processes play in emulation. I will then discuss two particular aspects of emulation, namely the emulation of dynamic and stochastic simulators. I will show what progress has been made, and suggest the remaining open questions and speculate on possible solutions.

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