We investigate a computer model calibration technique inspired by the wellknown Bayesian framework of Kennedy and O'Hagan. We tackle the full Bayesian formulation where model parameter and model discrepancy hyperparameters are estimated jointly and reduce the problem dimensionality by introducing a functional relationship that we call the Full Maximum a Posteriori (FMP) method. This method also eliminates the need for a true value of model parameters that caused identifiability issues in the KOH formulation. When the joint posterior is approximated as a mixture of Gaussians, the FMP calibration is proved to avoid some pitfalls of the KOH calibration, namely missing some probability regions and underestimating the posterior variance. We then illustrate two numerical examples where both model error and measurement uncertainty are estimated together. Using the solution to the full Bayesian problem as a reference, we show that the FMP results are accurate, robust and avoid the need for high-dimensional Markov Chains for sampling.