We are pleased to announce that the next meeting of the Royal Statistical Society's Lancashire local group will take place on Thursday 4th December. The meeting will be held 3-4pm in Lecture Theatre A54 of the Postgraduate Statistics Centre, Lancaster University. The meeting will be preceded by refreshments at 2:30pm. All are welcome to attend.

 

 

Speaker:  Professor Michael Goldstein (Durham University)

Title: Bayes linear uncertainty analysis for complex physical systems modelled by computer simulators

 

Abstract:

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Most large and complex physical systems are studied by mathematical models, implemented as high dimensional computer simulators.  While all such cases differ in physical description, each analysis of a physical system based on a computer simulator involves the same underlying sources of uncertainty. There is a growing field of study which aims to quantify and synthesise all of the uncertainties involved in relating models to physical systems, within the framework of Bayesian statistics, and to use the resultant uncertainty specification to address problems of forecasting and decision making based on the application of these methods. This talk will give an overview of aspects of this emerging methodology, with particular emphasis on the Bayes linear approach to emulation, structural discrepancy modelling, iterative history matching and forecasting. The methodology will be illustrated with examples of current areas of practical application, and, in particular, to the analysis of flood models.

 

 

For further details of upcoming events, please see our website http://www.rss-lancashire.org.uk/events

 

 

Dr Lisa Hampson.

MRC Fellow in Biostatistics.

Department of Mathematics and Statistics

Lancaster University

Fylde College

Lancaster

LA1 4YF.