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.