Calibration of computer models with multivariate output

• y(u) aims at reproducing some real phenomenon which we denote by y 1.2 Validation of computer models •Question of interest: Does the computer model adequately represent reality? •Obtain field data yi that results from observing reality in a physical experiment yFi = y +εi , εi ∼ Np(0,Σ F ), ,Σ = Λ R Λ, Λ = diag(σ i ) •Combine model and field data with a statistical model y = y(u) + b (Kennedy and O’Hagan 2001) to simultaneously: •Calibrate: estimate the ‘true’ value u, and •Validate: produce tolerance regions for y with certain probability. 2. Separate analysis (by components) potentially leads to conflicting calibration strategies: a motivating example