  Bayesian calibration of computer models tunes unknown input parameters by
comparing outputs with observations. For model outputs that are distributed
over space, this becomes computationally expensive because of the output size.
To overcome this challenge, we employ a basis representation of the model
outputs and observations: we match these decompositions to carry out the
calibration efficiently. In the second step, we incorporate the non-stationary
behaviour, in terms of spatial variations of both variance and correlations, in
the calibration. We insert two integrated nested Laplace
approximation-stochastic partial differential equation parameters into the
calibration. A synthetic example and a climate model illustration highlight the
benefits of our approach.
