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Overcoming structural uncertainty in computer models
Date:4/1/2014

is introduced. Subsequently, beliefs about the size and direction of errors are expressed. Since judgments for internal discrepancies are expected to be crude at best, the expression of uncertainty should be generous, that is, allowed to cover a wide distribution of possible values. Finally, the authors determine the sensitivity of the model output to internal discrepancies. This gives an indication of the relative importance of structural uncertainty within each model subunit.

"Traditional statistical approaches to handling uncertainty in computer models have tended to treat the models as 'black boxes'. Our framework is based on 'opening' the black box and investigating the model's internal workings," says Oakley. "Developing and implementing this framework, particularly in more complex models, will need closer collaboration between statisticians and mathematical modelers."


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Contact: Karthika Muthukumaraswamy
karthika@siam.org
267-350-6383
Society for Industrial and Applied Mathematics
Source:Eurekalert  

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