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University of New Mexico

Mathematics & Statistics ETDs

Bayesian

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Methods Of Uncertainty Quantification For Physical Parameters, Kellin Rumsey Jul 2020

Methods Of Uncertainty Quantification For Physical Parameters, Kellin Rumsey

Mathematics & Statistics ETDs

Uncertainty Quantification (UQ) is an umbrella term referring to a broad class of methods which typically involve the combination of computational modeling, experimental data and expert knowledge to study a physical system. A parameter, in the usual statistical sense, is said to be physical if it has a meaningful interpretation with respect to the physical system. Physical parameters can be viewed as inherent properties of a physical process and have a corresponding true value. Statistical inference for physical parameters is a challenging problem in UQ due to the inadequacy of the computer model. In this thesis, we provide a comprehensive …