We consider Bayesian inference when priors and likelihoods are both availab
le for inputs and outputs of a deterministic simulation model. This problem
is fundamentally related to the issue of aggregating (i.e., pooling) exper
t opinion. We survey alternative strategies for aggregation, then describe
computational approaches for implementing pooled inference for simulation m
odels. Our approach (1) numerically transforms all priors to the same space
; (2) uses log pooling to combine priors; and (3) then draws standard Bayes
ian inference. We use importance sampling methods, including an iterative,
adaptive approach that is more flexible and has less bias in some instances
than a simpler alternative. Our exploratory examples are the first steps t
oward extension of the approach for highly complex and even noninvertible m
odels.