Computer experiment: Difference between revisions

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* '''Integration of Multiple Data Sets''': Combine multiple simulations and physical data sources into a complete predictive model.
* [[Systems design]]: Find inputs that result in optimal system performance measures.
==Computer Simulation Modeling==
[[Bayesian statistics]] is an interpretation of the field of [[statistics]] where which all evidence about the true state of the world is explicitly expressed in the form of [[probabilities]]. In the realm of computer experiments, the Bayesian interpretation would imply we must form a [[prior distribution]] that constitutes our prior belief. The use of this philosophy for computer experiments started in the 1980's and is nicely summarized by Sacks et al. (1989) [http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.ss/1177012413]. While the Bayesian approach is widely used, [[frequentist]] approaches have been recently discussed [http://www2.isye.gatech.edu/~jeffwu/publications/calibration-may1.pdf].