A dynamic modelling strategy for bayesian computer model emulation

Bayesian Analysis

Volumn 4, Issue 2, 2009, Pages 393-412

  Liu, Fei ^a   West, Mike ^b  

^a UNIVERSITY OF MISSOURI   (United States)

^b Duke University   (United States)

Author keywords

Backward sampling; Computer model emulation; Dynamic linear model; Forwarding filtering; Gaussian process; Markov chain Monte Carlo; Time; Varying autoregression

Indexed keywords

EID: 70350742523     PISSN: 19360975     EISSN: 19316690     Source Type: Journal    
DOI: 10.1214/09-BA415     Document Type: Article

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