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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

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 this paper, we propose a practical Bayesian framework for the calibration and validation of a computer code, and apply it to a case study concerning the energy consumption forecasting of a building. Validation allows to quantify…

Applications · Statistics 2018-10-11 M. Keller , G. Damblin , A. Pasanisi , M. Schuman , P. Barbillon , F. Ruggeri , E. Parent

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

In this article, we present a recently released R package for Bayesian calibration. Many industrial fields are facing unfeasible or costly field experiments. These experiments are replaced with numerical/computer experiments which are…

Computation · Statistics 2018-08-30 Mathieu Carmassi , Pierre Barbillon , Matthieu Chiodetti , Merlin Keller , Eric Parent

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…

When computer codes are used for modeling complex physical systems, their unknown parameters are tuned by calibration techniques. A discrepancy function may be added to the computer code in order to capture its discrepancy with the real…

Methodology · Statistics 2019-03-11 Kaniav Kamary , Merlin Keller , Pierre Barbillon , Cédric Gœury , Éric Parent

In robotics, simulation has the potential to reduce design time and costs, and lead to a more robust engineered solution and a safer development process. However, the use of simulators is predicated on the availability of good models. This…

Robotics · Computer Science 2023-05-12 Huzaifa Mustafa Unjhawala , Ruochun Zhang , Wei Hu , Jinlong Wu , Radu Serban , Dan Negrut

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Methodology · Statistics 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

Calibration or parameter identification is used with computational mechanics models related to observed data of the modeled process to find model parameters such that good similarity between model prediction and observation is achieved. We…

Computational Engineering, Finance, and Science · Computer Science 2022-12-26 Harald Willmann , Jonas Nitzler , Sebastian Brandstaeter , Wolfgang A. Wall

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…

Methodology · Statistics 2018-10-05 Kai-Lan Chang , Serge Guillas

A mathematical model is a function taking certain arguments and returning a theoretical prediction of a feature of a physical system. The arguments to the mathematical model can be split into two groups; (a) controllable variables of the…

Methodology · Statistics 2025-10-15 Antony M. Overstall , James M. McGree

Calibration refers to the estimation of unknown parameters which are present in computer experiments but not available in physical experiments. An accurate estimation of these parameters is important because it provides a scientific…

Methodology · Statistics 2019-03-21 Chih-Li Sung , Ying Hung , William Rittase , Cheng Zhu , C. F. Jeff Wu

Numerical simulations are widely used to predict the behavior of physical systems, with Bayesian approaches being particularly well suited for this purpose. However, experimental observations are necessary to calibrate certain simulator…

A computer code or simulator is a mathematical representation of a physical system, for example a set of differential equations. Running the code with given values of the vector of inputs, x, leads to an output y(x) or several such outputs.…

Methodology · Statistics 2016-01-25 Derek Bingham , Pritam Ranjan , William Welch

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

Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…

Machine Learning · Statistics 2018-10-30 Sébastien Marmin , Maurizio Filippone

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

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
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