相关论文: Prediction based on the Kennedy-O'Hagan calibratio…

Calibration parameters in deterministic computer experiments are those attributes that cannot be measured or available in physical experiments. Kennedy and O'Hagan \cite{kennedy2001bayesian} suggested an approach to estimate them by using…

Many computer models contain unknown parameters which need to be estimated using physical observations. Kennedy and O'Hagan (2001) shows that the calibration method based on Gaussian process models proposed by Kennedy and O'Hagan (2001) may…

Calibration refers to the statistical estimation of unknown model parameters in computer experiments, such that computer experiments can match underlying physical systems. This work develops a new calibration method for imperfect computer…

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…

This paper develops a Bayesian network-based method for the calibration of multi-physics models, integrating various sources of uncertainty with information from computational models and experimental data. We adopt the Kennedy and O'Hagan…

Kernel ridge regression is an important nonparametric method for estimating smooth functions. We introduce a new set of conditions, under which the actual rates of convergence of the kernel ridge regression estimator under both the L_2 norm…

We provide another look at the statistical calibration problem in computer models. This viewpoint is inspired by two overarching practical considerations of computer models: (i) many computer models are inadequate for perfectly modeling…

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…

This paper considers the computer model calibration problem and provides a general frequentist solution. Under the proposed framework, the data model is semi-parametric with a nonparametric discrepancy function which accounts for any…

This paper develops a frequentist solution to the functional calibration problem, where the value of a calibration parameter in a computer model is allowed to vary with the value of control variables in the physical system. The need of…

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…

Bayesian calibration of computer models tunes unknown input parameters by comparing outputs with observations. For model outputs that are distributed over space, this becomes computationally expensive because of the output size. To overcome…

Computer models are commonly used to represent a wide range of real systems, but they often involve some unknown parameters. Estimating the parameters by collecting physical data becomes essential in many scientific fields, ranging from…

Computer model calibration is a crucial step in building a reliable computer model. In the face of massive physical observations, a fast estimation for the calibration parameters is urgently needed. To alleviate the computational burden, we…

Calibration ensures that probabilistic forecasts meaningfully capture uncertainty by requiring that predicted probabilities align with empirical frequencies. However, many existing calibration methods are specialized for post-hoc…

A computer model can be used for predicting an output only after specifying the values of some unknown physical constants known as calibration parameters. The unknown calibration parameters can be estimated from real data by conducting…

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…

In this work, a novel approach to Bayesian model calibration routines is developed which reinterprets the traditional definition of model discrepancy as defined by Kennedy and O'Hagan (KOH). The novelty lies in the integration of…

Calibration refers to the estimation of unknown parameters which are present in computer experiments but not available in physical experiments. An accurate estimation of these parameters is important because it provides a scientific…

Predicting not only the target but also an accurate measure of uncertainty is important for many machine learning applications and in particular safety-critical ones. In this work we study the calibration of uncertainty prediction for…