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The semi-empirical nature of best-estimate models closing the balance equations of thermal-hydraulic (TH) system codes is well-known as a significant source of uncertainty for accuracy of output predictions. This uncertainty, called model…

Methodology · Statistics 2023-09-11 Guillaume Damblin , François Bachoc , Sandro Gazzo , Lucia Sargentini , Alberto Ghione

In the framework of BEPU (Best Estimate plus Uncertainty) methodology, the uncertainties involved in the simulations must be quantified to prove that the investigated design is acceptable. The output uncertainties are usually calculated by…

Applications · Statistics 2024-04-09 Chen Wang

Inverse Uncertainty Quantification (IUQ) method has been widely used to quantify the uncertainty of Physical Model Parameters (PMPs) in nuclear Thermal Hydraulics (TH) systems. This paper introduces a novel hierarchical Bayesian model which…

Computation · Statistics 2024-03-27 Chen Wang , Xu Wu , Tomasz Kozlowski

We consider geothermal inverse problems and uncertainty quantification from a Bayesian perspective. Our main goal is to make standard, `out-of-the-box' Markov chain Monte Carlo (MCMC) sampling more feasible for complex simulation models by…

Uncertainty of decisions in safety-critical engineering applications can be estimated on the basis of the Bayesian Markov Chain Monte Carlo (MCMC) technique of averaging over decision models. The use of decision tree (DT) models assists…

Artificial Intelligence · Computer Science 2010-12-03 Vitaly Schetinin , Jonathan Fieldsend , Derek Partridge , Wojtek Krzanowski , Richard Everson , Trevor Bailey , Adolfo Hernandez

The Best Estimate plus Uncertainty (BEPU) approach for nuclear systems modeling and simulation requires that the prediction uncertainty must be quantified in order to prove that the investigated design stays within acceptance criteria. A…

Computation · Statistics 2023-03-24 Ziyu Xie , Farah Alsafadi , Xu Wu

In nuclear reactor system design and safety analysis, the Best Estimate plus Uncertainty (BEPU) methodology requires that computer model output uncertainties must be quantified in order to prove that the investigated design stays within…

Computation · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

Circular data are data measured in angles and occur in a variety of scientific disciplines. Bayesian methods promise to allow for flexible analysis of circular data. Three existing MCMC methods (Gibbs, Metropolis-Hastings, and Rejection)…

Computation · Statistics 2015-05-12 Kees Tim Mulder , Irene Klugkist

Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Machine Learning · Statistics 2023-02-22 Marvin Schmitt , Stefan T. Radev , Paul-Christian Bürkner

Bayesian clustering methods have the widely touted advantage of providing a probabilistic characterization of uncertainty in clustering through the posterior distribution. An amazing variety of priors and likelihoods have been proposed for…

Methodology · Statistics 2025-11-21 Garritt L. Page , Andrés F. Barrientos , David B. Dahl , David B. Dunson

The thermodynamic uncertainty relations (TURs) provide lower bounds on the entropy production (EP) of a system in terms of the statistical precision of an arbitrary current in that system. All conventional TURs derived so far have concerned…

Statistical Mechanics · Physics 2021-03-19 Gülce Kardeş , David H. Wolpert

The large-scale integration of renewable energy sources introduces significant operational uncertainty into power systems. Although Polynomial Chaos Expansion (PCE) provides an efficient tool for uncertainty quantification (UQ) in power…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Le Fang , Wangkun Xu , Fei Teng

In the framework of risk assessment in nuclear accident analysis, best-estimatecomputer codes, associated to a probabilistic modeling of the uncertain input variables,are used to estimate safety margins. A first step in such uncertainty…

Computational Engineering, Finance, and Science · Computer Science 2021-08-30 A. Marrel , Bertrand Iooss , V Chabridon

In the framework of the estimation of safety margins in nuclear accident analysis, a quantitative assessment of the uncertainties tainting the results of computer simulations is essential. Accurate uncertainty propagation (estimation of…

Applications · Statistics 2019-01-01 Bertrand Iooss , Amandine Marrel

We use approximate Bayesian computation (ABC) combined with an "improved" Markov chain Monte Carlo (IMCMC) method to estimate posterior distributions of model parameters in subgrid-scale (SGS) closures for large eddy simulations (LES) of…

Fluid Dynamics · Physics 2020-05-29 Olga A. Doronina , Colin A. Z. Towery , Peter E. Hamlington

Modelling random dynamical systems in continuous time, diffusion processes are a powerful tool in many areas of science. Model parameters can be estimated from time-discretely observed processes using Markov chain Monte Carlo (MCMC) methods…

Computation · Statistics 2020-10-12 Susanne Pieschner , Christiane Fuchs

Inferring parameter distributions of complex industrial systems from noisy time series data requires methods to deal with the uncertainty of the underlying data and the used simulation model. Bayesian inference is well suited for these…

Applications · Statistics 2021-06-18 David N. John , Livia Stohrer , Claudia Schillings , Michael Schick , Vincent Heuveline

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

An understanding of how input parameter uncertainty in the numerical simulation of physical models leads to simulation output uncertainty is a challenging task. Common methods for quantifying output uncertainty, such as performing a grid or…

Materials Science · Physics 2023-09-25 Samuel G. McCallum , James E. Lerpiniére , Kjeld O. Jensen , Alison B. Walker

In this paper, we develop a machine learning-based Bayesian approach to inversely quantify and reduce the uncertainties of the two-fluid model-based multiphase computational fluid dynamics (MCFD) for bubbly flow simulations. The proposed…

Fluid Dynamics · Physics 2020-10-22 Yang Liu , Dewei Wang , Xiaodong Sun , Yang Liu , Nam Dinh , Rui Hu
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