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Making good predictions of a physical system using a computer code requires the inputs to be carefully specified. Some of these inputs called control variables have to reproduce physical conditions whereas other inputs, called parameters,…

Computation · Statistics 2018-04-04 Guillaume Damblin , Pierre Barbillon , Merlin Keller , Alberto Pasanisi , Eric Parent

In the context of computer models, calibration is the process of estimating unknown simulator parameters from observational data. Calibration is variously referred to as model fitting, parameter estimation/inference, an inverse problem, and…

Methodology · Statistics 2023-10-16 Richard D. Wilkinson , Christopher W. Lanyon

We provide another look at the statistical calibration problem in computer models. This viewpoint is inspired by two overarching practical considerations of computer models: (i) many computer models are inadequate for perfectly modeling…

Methodology · Statistics 2018-09-26 Xiaowu Dai , Peter Chien

Mathematical models implemented on a computer have become the driving force behind the acceleration of the cycle of scientific processes. This is because computer models are typically much faster and economical to run than physical…

Computation · Statistics 2021-07-05 Vojtech Kejzlar , Mookyong Son , Shrijita Bhattacharya , Tapabrata Maiti

We develop a Bayesian approach called Bayesian projected calibration to address the problem of calibrating an imperfect computer model using observational data from a complex physical system. The calibration parameter and the physical…

Methodology · Statistics 2019-02-08 Fangzheng Xie , Yanxun Xu

Computer codes are widely used to describe physical processes in lieu of physical observations. In some cases, more than one computer simulator, each with different degrees of fidelity, can be used to explore the physical system. In this…

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

We consider the problem of calibrating an imperfect computer model using experimental data. To compensate the misspecification of the computer model and make more accurate predictions, a discrepancy function is often included and modeled…

Methodology · Statistics 2018-05-04 Mengyang Gu , Long Wang

A computer model can be used for predicting an output only after specifying the values of some unknown physical constants known as calibration parameters. The unknown calibration parameters can be estimated from real data by conducting…

Methodology · Statistics 2021-06-18 Arvind Krishna , V. Roshan Joseph , Shan Ba , William A. Brenneman , William R. Myers

Field experiments are often difficult and expensive to make. To bypass these issues, industrial companies have developed computational codes. These codes intend to be representative of the physical system, but come with a certain amount of…

Computation · Statistics 2019-03-26 Mathieu Carmassi , Pierre Barbillon , Merlin Keller , Eric Parent , Matthieu Chiodetti

Calibration parameters in deterministic computer experiments are those attributes that cannot be measured or available in physical experiments. Kennedy and O'Hagan \cite{kennedy2001bayesian} suggested an approach to estimate them by using…

Methodology · Statistics 2015-08-31 Rui Tuo , C. F. Jeff Wu

Experimental calibration of dynamic thermal models is required for model predictive control and characterization of building energy performance. In these applications, the uncertainty assessment of the parameter estimates is decisive; this…

Applications · Statistics 2019-04-25 L. Raillon , Christian Ghiaus

Computer models are used to model complex processes in various disciplines. Often, a key source of uncertainty in the behavior of complex computer models is uncertainty due to unknown model input parameters. Statistical computer model…

Methodology · Statistics 2013-08-02 Won Chang , Murali Haran , Roman Olson , Klaus Keller

We introduce statistical techniques required to handle complex computer models with potential applications to astronomy. Computer experiments play a critical role in almost all fields of scientific research and engineering. These computer…

Instrumentation and Methods for Astrophysics · Physics 2021-09-01 Joshua Lukemire , Qian Xiao , Abhyuday Mandal , Weng Kee Wong

It is now common practice in nuclear engineering to base extensive studies on numerical computer models. These studies require to run computer codes in potentially thousands of numerical configurations and without expert individual controls…

Computation · Statistics 2015-11-11 François Bachoc , Jean-Marc Martinez , Karim Ammar

To obtain more accurate model parameters and improve prediction accuracy, we proposed a regularized Kriging model that penalizes the hyperparameter theta in the Gaussian stochastic process, termed the Theta-regularized Kriging. We derived…

Computation · Statistics 2026-04-17 Xuelin Xie , Xiliang Lu

Identification of model parameters in computer simulations is an important topic in computer experiments. We propose a new method, called the projected kernel calibration method, to estimate these model parameters. The proposed method is…

Methodology · Statistics 2017-05-10 Rui Tuo

This paper develops a Bayesian network-based method for the calibration of multi-physics models, integrating various sources of uncertainty with information from computational models and experimental data. We adopt the Kennedy and O'Hagan…

Data Analysis, Statistics and Probability · Physics 2012-06-25 You Ling , Joshua Mullins , Sankaran Mahadevan

Computer model calibration is a crucial step in building a reliable computer model. In the face of massive physical observations, a fast estimation for the calibration parameters is urgently needed. To alleviate the computational burden, we…

Statistics Theory · Mathematics 2022-11-24 Shurui Lv , Yan Wang , Jun Yu

There are many practical difficulties in the calibration of computer models to experimental data. One such complication is the fact that certain combinations of the calibration inputs can cause the code to output data lacking fundamental…

Methodology · Statistics 2020-06-16 Peter W. Marcy , Curtis B. Storlie
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