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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…

统计理论 · 数学 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…

统计方法学 · 统计学 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…

应用统计 · 统计学 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…

计算工程、金融与科学 · 计算机科学 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…

统计方法学 · 统计学 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…

统计方法学 · 统计学 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…

物理与社会 · 物理学 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…

统计计算 · 统计学 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…

应用统计 · 统计学 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…

数值分析 · 数学 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…

宇宙学与河外天体物理 · 物理学 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…

计算工程、金融与科学 · 计算机科学 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…

统计方法学 · 统计学 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…

机器学习 · 计算机科学 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…

计算工程、金融与科学 · 计算机科学 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…

地球与行星天体物理 · 物理学 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…

机器学习 · 计算机科学 2013-02-21 George H. John , Pat Langley