My problem involves a complex, non-invertible deterministic model y = f(x). The aim is to update the prior distribution of the input vector of the model (x) on the basis of (imperfect) observation of (a subset of) the outputs y. I would like to use MCMC. The problem is that the deterministic model is only available as a numerical model in MATLAB-code (and in FORTRAN-code).
Question: is it possible to use WinBUGS in combination with an external deterministic model? If not, do you have a suggestion how I could use MCMC in combination with this model?
Sten de Wit
Dr. M.S. de Wit
TNO Building and Construction Research
Civil Infrastructure
PO Box 49
NL-2600 AA Delft
The Netherlands
T +31 15 276 32 34
F +31 15 276 30 18
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