Probabilistic formulations for transferring inferences from mathematical models to physical systems

M Goldstein, JC Rougier

Research output: Contribution to journalArticle (Academic Journal)peer-review

Abstract

We outline a probabilistic framework for linking mathematical models to the physical systems that they represent, taking account of all sources of uncertainty including model and simulator imperfections. This framework is a necessary precondition for making probabilistic statements about the system on the basis of evaluations of computer simulators. We distinguish simulators according to their quality and the nature of their inputs. Where necessary, we introduce further hypothetical simulators as modelling constructs to account for imperfections in the available simulators and to unify the available simulators with the underlying system.
Translated title of the contributionProbabilistic formulations for transferring inferences from mathematical models to physical systems
Original languageEnglish
Pages (from-to)467 - 487
Number of pages21
JournalSIAM Journal on Scientific Computing
Volume26 (2)
DOIs
Publication statusPublished - 2004

Bibliographical note

Publisher: SIAM

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