We present a method for calibrating a computer model using non-parametric techniques where the inputs are stochastic but include calibration parameters whose distributions are unknown and control parameters whose distributions are specified. Our solution gives a distributional estimate over the input space that is consistent with observed field data, while also preserving the distribution of the known marginal of the control parameters. This property is desirable since stochastic inputs often include physical processes affecting the experimental conditions, and a scientifically plausible calibration estimate should preserve well-established distributional properties of these inputs. The method builds on recently developed non-parametric computer model calibration techniques based on the disintegration of measure and Bayesian inference.

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