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Bayes linear analysis for Bayesian optimal experimental design (2015)
Journal Article
Jones, M., Goldstein, M., Jonathan, P., & Randell, D. (2016). Bayes linear analysis for Bayesian optimal experimental design. Journal of Statistical Planning and Inference, 171, 115-129. https://doi.org/10.1016/j.jspi.2015.10.011

In many areas of science, models are used to describe attributes of complex systems. These models are generally themselves highly complex functions of their inputs, and can be computationally expensive to evaluate. Often, these models have parameters... Read More about Bayes linear analysis for Bayesian optimal experimental design.

Bayesian uncertainty analysis for complex physical systems modelled by computer simulators with applications to tipping points (2015)
Journal Article
Caiado, C., & Goldstein, M. (2015). Bayesian uncertainty analysis for complex physical systems modelled by computer simulators with applications to tipping points. Communications in Nonlinear Science and Numerical Simulation, 26(1-3), 123-136. https://doi.org/10.1016/j.cnsns.2015.02.006

In this paper we present and illustrate basic Bayesian techniques for the uncertainty analysis of complex physical systems modelled by computer simulators. We focus on emulation and history matching and also discuss the treatment of observational err... Read More about Bayesian uncertainty analysis for complex physical systems modelled by computer simulators with applications to tipping points.

Fast Linked Analyses for Scenario-based Hierarchies (2012)
Journal Article
Williamson, D., Goldstein, M., & Blaker, A. (2012). Fast Linked Analyses for Scenario-based Hierarchies. Journal of the Royal Statistical Society: Series C, 61(5), 665-691. https://doi.org/10.1111/j.1467-9876.2012.01042.x

When using computer models to provide policy support it is normal to encounter ensembles that test only a handful of feasible or idealized decision scenarios. We present a new methodology for performing multilevel emulation of a complex model as a fu... Read More about Fast Linked Analyses for Scenario-based Hierarchies.

Bayesian Strategies to Assess Uncertainty in Velocity Models (2012)
Journal Article
Caiado, C. C., Goldstein, M., & Hobbs, R. W. (2012). Bayesian Strategies to Assess Uncertainty in Velocity Models. Bayesian Analysis, 7(1), 211-234. https://doi.org/10.1214/12-ba707

Quantifying uncertainty in models derived from observed seismic data is a major issue. In this research we examine the geological structure of the sub-surface using controlled source seismology which gives the data in time and the distance between th... Read More about Bayesian Strategies to Assess Uncertainty in Velocity Models.

External Bayesian analysis for computer simulators (2011)
Book Chapter
Goldstein, M. (2011). External Bayesian analysis for computer simulators. In J. Bernardo, M. Bayarri, J. Berger, A. Dawid, D. Heckerman, A. Smith, & M. West (Eds.), BAYESIAN STATISTICS 9. Oxford University Press

Galaxy Formation: a Bayesian Uncertainty Analysis (2010)
Journal Article
Vernon, I., Goldstein, M., & Bower, R. G. (2010). Galaxy Formation: a Bayesian Uncertainty Analysis. Bayesian Analysis, 05(04), 619-670. https://doi.org/10.1214/10-ba524

In many scientific disciplines complex computer models are used to understand the behaviour of large scale physical systems. An uncertainty anal- ysis of such a computer model known as Galform is presented. Galform models the creation and evolution o... Read More about Galaxy Formation: a Bayesian Uncertainty Analysis.

Small Sample Bayesian Designs for Complex High-Dimensional Models Based on Information Gained Using Fast Approximations (2009)
Journal Article
Cumming, J., & Goldstein, M. (2009). Small Sample Bayesian Designs for Complex High-Dimensional Models Based on Information Gained Using Fast Approximations. Technometrics, 51(4), 377-388. https://doi.org/10.1198/tech.2009.08015

We consider the problem of designing for complex high-dimensional computer models that can be evaluated at different levels of accuracy. Ordinarily, this requires performing many expensive evaluations of the most accurate version of the computer mode... Read More about Small Sample Bayesian Designs for Complex High-Dimensional Models Based on Information Gained Using Fast Approximations.