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This paper deals with the estimation of a failure probability of an industrial product. To be more specific, it is defined as the probability that the output of a physical model, with random input variables, exceeds a threshold. The model…

Statistics Theory · Mathematics 2019-07-04 Lucie Bernard , Philippe Leduc

Stochastic kriging has been widely employed for simulation metamodeling to predict the response surface of complex simulation models. However, its use is limited to cases where the design space is low-dimensional because, in general, the…

Methodology · Statistics 2022-09-16 Liang Ding , Xiaowei Zhang

In the field of modeling, the word validation refers to simple comparisons between model outputs and experimental data. Usually, this comparison constitutes plotting the model results against data on the same axes to provide a visual…

Applications · Statistics 2021-06-11 Farid Mohammadi

Aeroengine performance is determined by temperature and pressure profiles along various axial stations within an engine. Given limited sensor measurements both along and between axial stations, we require a statistically principled approach…

Computational Engineering, Finance, and Science · Computer Science 2021-12-21 Pranay Seshadri , Andrew Duncan , George Thorne , Geoffrey Parks , Raul Vazquez Diaz , Mark Girolami

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

Objective: Organ deformation models have the potential to improve delivery and reduce toxicity of radiotherapy, but existing data-driven motion models are based on either patient-specific or population data. We propose to combine population…

Scientists use imaging to identify objects of interest and infer properties of these objects. The locations of these objects are often measured with error, which when ignored leads to biased parameter estimates and inflated variance.…

Raking is widely used in categorical data modeling and survey practice but faced with methodological and computational challenges. We develop a Bayesian paradigm for raking by incorporating the marginal constraints as a prior distribution…

Methodology · Statistics 2020-06-24 Yajuan Si , Peigen Zhou

We used Bayesian methods to compare the predictions of probabilistic risk assessment -- the theoretical tool used by the nuclear industry to predict the frequency of nuclear accidents -- with empirical data. The existing record of accidents…

Physics and Society · Physics 2016-03-10 Suvrat Raju

The Log-Gaussian Cox Process is a commonly used model for the analysis of spatial point patterns. Fitting this model is difficult because of its doubly-stochastic property, i.e., it is an hierarchical combination of a Poisson process at the…

Computation · Statistics 2017-01-05 Ming Teng , Farouk S. Nathoo , Timothy D. Johnson

Environmental monitoring is a task that requires to surrogate system-wide information with limited sensor readings. Under the proximity principle, an environmental monitoring system can be based on the virtual sensing logic and then rely on…

Applications · Statistics 2022-06-17 M. Lambardi di San Miniato , R. Bellio , L. Grassetti , P. Vidoni

In this paper we present a new fast and accurate method for Radial Basis Function (RBF) approximation, including interpolation as a special case, which enables us to effectively find the optimal value of the RBF shape parameter. In…

Numerical Analysis · Mathematics 2023-11-09 Roberto Cavoretto , Alessandra De Rossi , Sandro Lancellotti

By introducing Crossing functions and hyper-parameters I show that the Bayesian interpretation of the Crossing Statistics [1] can be used trivially for the purpose of model selection among cosmological models. In this approach to falsify a…

Cosmology and Nongalactic Astrophysics · Physics 2012-05-24 Arman Shafieloo

Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…

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

With computational models becoming more expensive and complex, surrogate models have gained increasing attention in many scientific disciplines and are often necessary to conduct sensitivity studies, parameter optimization etc. In the…

Methodology · Statistics 2023-07-24 Matthias Fischer , Carsten Proppe

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

This paper presents a surrogate modelling technique based on domain partitioning for Bayesian parameter inference of highly nonlinear engineering models. In order to alleviate the computational burden typically involved in Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2022-12-06 J. C. García-Merino , C. Calvo-Jurado , E. Martínez-Pañeda , E. García-Macías

This paper highlights methods from geostatistics that are relevant to the interpretation, intercomparison, and synthesis of atmospheric model data, with a specific application to exoplanet atmospheric modeling. Climate models are…

Earth and Planetary Astrophysics · Physics 2024-06-17 Jacob Haqq-Misra , Eric T. Wolf , Thomas J. Fauchez , Ravi K. Kopparapu

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

Machine Learning · Computer Science 2013-02-21 George H. John , Pat Langley
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