Bayes Linear Analysis for Statistical Modelling with Uncertain Inputs

Statistical models typically capture uncertainties in our knowledge of the corresponding real-world processes, however, it is less common for this uncertainty specification to capture uncertainty surrounding the values of the inputs to the model, which are often assumed known. We develop general modelling methodology with uncertain inputs in the context of the Bayes linear paradigm, which involves adjustment of second-order belief specifications over all quantities of interest only, without the requirement for probabilistic specifications. In particular, we propose an extension of commonly-employed second-order modelling assumptions to the case of uncertain inputs, with explicit implementation in the context of regression analysis, stochastic process modelling, and statistical emulation. We apply the methodology to a regression model for extracting aluminium by electrolysis, and emulation of the motivating epidemiological simulator chain to model the impact of an airborne infectious disease.

• Publication year

  2023

• Venue

  Unknown venue

• Publication date

  2023-05-09

• Fields of study

  Mathematics

• Identifiers
  arXiv 2305.05327
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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