Gaussian process-based sensitivity analysis and bayesian model calibration with GPMSA

Abstract

The Gaussian Process Models for Simulation Analysis (GPMSA) package is a set of functions written in the Matlab programming language aimed at emulating a computer model of a system being studied, calibrating this computer model to observations of the system, and giving predictions of the expected system response. Collectively, these capabilities comprise uncertainty quantification (UQ) in model-supported inference. This chapter will first discuss some background and motivation for the GPMSA code, then demonstrate the code's function interfaces in the context of a series of illustrative example problems.