Bayesian approach to model discrepancy

11. Bayesian approach to model discrepancy#

In Section 4.6 we introduced the mismatch term \(\delta M\), typically referred to as a model discrepancy, in the statistical model

(11.1)#\[ \data = M(\pars) + \delta \data + \delta M. \]

In this chapter, we describe and illustrate an approach to model discrepancy that uses Gaussian processes (see Section 22) to model \(\delta M\).