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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

Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…

Machine Learning · Computer Science 2019-02-20 Juozas Vaicenavicius , David Widmann , Carl Andersson , Fredrik Lindsten , Jacob Roll , Thomas B. Schön

Many classification applications require accurate probability estimates in addition to good class separation but often classifiers are designed focusing only on the latter. Calibration is the process of improving probability estimates by…

Machine Learning · Computer Science 2020-01-31 Tuomo Alasalmi , Jaakko Suutala , Heli Koskimäki , Juha Röning

Source separation problems are ubiquitous in the physical sciences; any situation where signals are superimposed calls for source separation to estimate the original signals. In this tutorial I will discuss the Bayesian approach to the…

Machine Learning · Statistics 2013-11-14 Kevin H. Knuth

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

Realisation of experiments even on small and medium-scale quantum computers requires an optimisation of several parameters to achieve high-fidelity operations. As the size of the quantum register increases, the characterisation of quantum…

Quantum Physics · Physics 2020-08-11 F. Martínez-García , D. Vodola , M. Müller

Bayesian parameter estimation provides a systematic approach to compare heavy ion collision models with measurements, leading to constraints on the properties of nuclear matter with proper accounting of experimental and theoretical…

Nuclear Theory · Physics 2023-05-31 Brandon Weiss , Jean-François Paquet , Steffen A. Bass

Assimilation of continuously streamed monitored data is an essential component of a digital twin; the assimilated data are used to ensure the digital twin is a true representation of the monitored system. One way this is achieved is by…

Computational Engineering, Finance, and Science · Computer Science 2021-05-11 Rebecca Ward , Ruchi Choudhary , Alastair Gregory , Melanie Jans-Singh , Mark Girolami

A novel approach for calibrating quantum-chemical properties determined as part of a high-throughput virtual screen to experimental analogs is presented. Information on the molecular graph is extracted through the use of extended…

Chemical Physics · Physics 2015-10-05 Edward O. Pyzer-Knapp , Gregor N. Simm , Alan Aspuru-Guzik

Engineers are often faced with the decision to select the most appropriate model for simulating the behavior of engineered systems, among a candidate set of models. Experimental monitoring data can generate significant value by supporting…

Applications · Statistics 2023-10-17 Antonios Kamariotis , Eleni Chatzi

Probability predictions are essential to inform decision making across many fields. Ideally, probability predictions are (i) well calibrated, (ii) accurate, and (iii) bold, i.e., spread out enough to be informative for decision making.…

Methodology · Statistics 2024-06-07 Adeline P. Guthrie , Christopher T. Franck

Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…

Machine Learning · Computer Science 2026-05-07 Jesse Schneider , William J. Welch

Computation, the use of a computer to solve, simulate, or visualize a physical problem, has revolutionized how physics research is done. Computation is used widely to model systems, to simulate experiments, and to analyze data. Yet, in most…

Physics Education · Physics 2015-11-18 Marcos D. Caballero

Uncertainty quantification of complex technical systems is often based on a computer model of the system. As all models such a computer model is always wrong in the sense that it does not describe the reality perfectly. The purpose of this…

Systems and Control · Electrical Eng. & Systems 2020-12-18 Sebastian Kersting , Michael Kohler

Machine learning offers an exciting opportunity to improve the calibration of nearly all reconstructed objects in high-energy physics detectors. However, machine learning approaches often depend on the spectra of examples used during…

High Energy Physics - Phenomenology · Physics 2022-09-02 Rikab Gambhir , Benjamin Nachman , Jesse Thaler

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

A common problem in natural sciences is the comparison of competing models in the light of observed data. Bayesian model comparison provides a statistically sound framework for this comparison based on the evidence each model provides for…

Machine Learning · Statistics 2022-03-23 Jan Boelts

A major problem in numerical weather prediction (NWP) is the estimation of high-dimensional covariance matrices from a small number of samples. Maximum likelihood estimators cannot provide reliable estimates when the overall dimension is…

Methodology · Statistics 2023-01-13 Robert J. Webber , Matthias Morzfeld

The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models…

Machine Learning · Statistics 2022-03-22 Hossein Mohammadi , Peter Challenor , Marc Goodfellow

Uncertainty in probabilistic classifiers predictions is a key concern when models are used to support human decision making, in broader probabilistic pipelines or when sensitive automatic decisions have to be taken. Studies have shown that…

Machine Learning · Computer Science 2021-09-09 Nicolas Posocco , Antoine Bonnefoy