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This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Alexandros E. Tzikas , Mykel J. Kochenderfer

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

Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…

Machine Learning · Computer Science 2018-07-03 Volodymyr Kuleshov , Nathan Fenner , Stefano Ermon

Accurate uncertainty estimates are important in sequential model-based decision-making tasks such as Bayesian optimization. However, these estimates can be imperfect if the data violates assumptions made by the model (e.g., Gaussianity).…

Machine Learning · Computer Science 2024-06-27 Shachi Deshpande , Charles Marx , Volodymyr Kuleshov

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 Model Calibration is used to revisit the problem of scaling factor calibration for semi-empirical correction of ab initio calculations. A particular attention is devoted to uncertainty evaluation for scaling factors, and to their…

Data Analysis, Statistics and Probability · Physics 2009-01-12 Pascal Pernot

A set of probabilistic predictions is well calibrated if the events that are predicted to occur with probability p do in fact occur about p fraction of the time. Well calibrated predictions are particularly important when machine learning…

Machine Learning · Statistics 2014-01-14 Mahdi Pakdaman Naeini , Gregory F. Cooper , Milos Hauskrecht

The tilted-wave interferometer is a promising technique for the development of a reference measurement system for the highly accurate form measurement of aspheres and freeform surfaces. The technique combines interferometric measurements,…

The paper is devoted to the elastostatic calibration of industrial robots, which is used for precise machining of large-dimensional parts made of composite materials. In this technological process, the interaction between the robot and the…

Robotics · Computer Science 2012-11-28 Alexandr Klimchik , Anatol Pashkevich , Yier Wu , Stéphane Caro , Benoît Furet

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

Disease models are used to examine the likely impact of therapies, interventions and public policy changes. Ensuring that these are well calibrated on the basis of available data and that the uncertainty in their projections is properly…

Computation · Statistics 2025-01-24 Daria Semochkina , Cathal Walsh

Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…

Atmospheric and Oceanic Physics · Physics 2026-04-22 Ethan YoungIn Shin , Baris Kale , Michael F. Howland

The present paper proposes a novel Bayesian, computational strategy in the context of model-based inverse problems in elastostatics. On one hand we attempt to provide probabilistic estimates of the material properties and their spatial…

Computation · Statistics 2015-12-21 P. S. Koutsourelakis

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

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

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

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

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

Data Structures and Algorithms · Computer Science 2016-04-20 Carlo Albert , Simone Ulzega , Ruedi Stoop

A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…

Machine Learning · Computer Science 2025-02-25 Muthu Chidambaram , Rong Ge