Virtual Library of Simulation Experiments:

Uncertainty Quantification Test Problems

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Oakley & O'Hagan (2002) 2-Dimensional Function

Description:

Dimensions: 2

This function is used by Oakley & O'Hagan (2002) as a simple illustrative example to show the discontinuity in the calculation of the posterior mean of the distribution function of the output.

Input Domain:

The domain of the input random variables is the square x_i ∈ [-0.01, 0.01], for all i = 1, 2.

Code:

Reference:

Oakley, J., & O'Hagan, A. (2002). Bayesian inference for the uncertainty distribution of computer model outputs. Biometrika, 89(4), 769-784.

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For questions or comments, please email Derek Bingham at: dbingham@stat.sfu.ca.