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The Summer Undergraduate Research Fellowship (SURF) Symposium

Computer Sciences

Uncertainty quantification

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Bayesian Calibration Tool, Sveinn Palsson, Martin Hunt, Alejandro Strachan Aug 2014

Bayesian Calibration Tool, Sveinn Palsson, Martin Hunt, Alejandro Strachan

The Summer Undergraduate Research Fellowship (SURF) Symposium

Fitting a model to data is common practice in many fields of science. The models may contain unknown parameters and often, the goal is to obtain good estimates of them. A variety of methods have been developed for this purpose. They often differ in complexity, efficiency and accuracy and some may have very limited applications. Bayesian inference methods have recently become popular for the purpose of calibrating model's parameters. The way they treat unknown quantities is completely different from any classical methods. Even though the unknown quantity is a constant, it is treated as a random variable and the ...