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Related papers: Goal-Oriented A-Posteriori Estimation of Model Err…

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We propose optimal dimensionality reduction techniques for the solution of goal-oriented linear-Gaussian inverse problems, where the quantity of interest (QoI) is a function of the inversion parameters. These approximations are suitable for…

Methodology · Statistics 2017-03-16 Alessio Spantini , Tiangang Cui , Karen Willcox , Luis Tenorio , Youssef Marzouk

Defeaturing, the process of simplifying computational geometries, is a critical step in industrial simulation pipelines for reducing computational cost. Rigorous a posteriori estimators exist for the global energy-norm error introduced by…

Numerical Analysis · Mathematics 2025-12-24 Philipp Weder , Annalisa Buffa

We propose a novel a-posteriori error estimation technique where the target quantities of interest are ratios of high-dimensional integrals, as occur e.g. in PDE constrained Bayesian inversion and PDE constrained optimal control subject to…

Numerical Analysis · Mathematics 2023-07-07 Marcello Longo , Christoph Schwab , Andreas Stein

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

In this work, we further develop multigoal-oriented a posteriori error estimation with two objectives in mind. First, we formulate goal-oriented mesh adaptivity for multiple functionals of interest for nonlinear problems in which both the…

Numerical Analysis · Mathematics 2018-04-05 B. Endtmayer , U. Langer , T. Wick

A general framework for goal-oriented a posteriori error estimation for finite volume methods is presented. The framework does not rely on recasting finite volume methods as special cases of finite element methods, but instead directly…

Numerical Analysis · Mathematics 2011-08-24 Qingshan Chen , Max Gunzburger

An efficient algorithm is proposed for Bayesian model calibration, which is commonly used to estimate the model parameters of non-linear, computationally expensive models using measurement data. The approach is based on Bayesian statistics:…

Numerical Analysis · Mathematics 2019-11-06 L. M. M. van den Bos , B. Sanderse , W. A. A. M. Bierbooms , G. J. W. van Bussel

Simulation models of critical systems often have parameters that need to be calibrated using observed data. For expensive simulation models, calibration is done using an emulator of the simulation model built on simulation output at…

Methodology · Statistics 2023-08-24 Özge Sürer , Matthew Plumlee , Stefan M. Wild

A key factor in ensuring the accuracy of computer simulations that model physical systems is the proper calibration of their parameters based on real-world observations or experimental data. Inevitably, uncertainties arise, and Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-25 Daniel Andrés Arcones , Martin Weiser , Phaedon-Stelios Koutsourelakis , Jörg F. Unger

We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional…

Machine Learning · Computer Science 2025-04-03 Caroline Tatsuoka , Minglei Yang , Dongbin Xiu , Guannan Zhang

Given a partial differential equation (PDE), goal-oriented error estimation allows us to understand how errors in a diagnostic quantity of interest (QoI), or goal, occur and accumulate in a numerical approximation, for example using the…

Machine Learning · Computer Science 2022-07-25 Joseph G. Wallwork , Jingyi Lu , Mingrui Zhang , Matthew D. Piggott

The current standard Bayesian approach to model calibration, which assigns a Gaussian process prior to the discrepancy term, often suffers from issues of unidentifiability and computational complexity and instability. When the goal is to…

Methodology · Statistics 2019-09-13 Spencer Woody , Novin Ghaffari , Lauren Hund

With flexible modeling software - such as the probabilistic programming language Stan - growing in popularity, quantities of interest (QOIs) calculated post-estimation are increasingly desired and customly implemented, both by statistical…

Methodology · Statistics 2025-03-21 Holger Sennhenn-Reulen

We present a novel Bayesian model and a corresponding robust, probabilistic calibration procedure for the CORSAIR polarimeter that can be applied to other polarimeters. Our calibration procedure combines existing Mueller matrix…

Solar and Stellar Astrophysics · Physics 2026-05-28 Alan Hsu , Jenna Samra , Steven Tomczyk , Maxim Kramar

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

We develop a framework for goal-oriented optimal design of experiments (GOODE) for large-scale Bayesian linear inverse problems governed by PDEs. This framework differs from classical Bayesian optimal design of experiments (ODE) in the…

Computational Engineering, Finance, and Science · Computer Science 2018-08-15 Ahmed Attia , Alen Alexanderian , Arvind K. Saibaba

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

Calibration of computer models is a key step in making inferences, predictions, and decisions for complex science and engineering systems. We formulate and analyze a nonparametric Bayesian methodology for computer model calibration. This…

Methodology · Statistics 2025-12-01 Haiyi Shi , Lei Yang , Jiarui Chi , Troy Butler , Haonan Wang , Derek Bingham , Don Estep

We propose and analyze a general goal-oriented adaptive strategy for approximating quantities of interest (QoIs) associated with solutions to linear elliptic partial differential equations with random inputs. The QoIs are represented by…

Numerical Analysis · Mathematics 2025-02-11 Alex Bespalov , Dirk Praetorius , Thomas Round , Andrey Savinov

Parameter calibration is essential for reducing uncertainty and improving predictive fidelity in physics-based models, yet it is often limited by the high computational cost of model evaluations. Bayesian calibration methods provide a…

Methodology · Statistics 2026-01-21 Maike F. Holthuijzen , Atlanta Chakraborty , Elizabeth Krath , Tommie Catanach
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