Embedded Model Form Uncertainty Quantification with Measurement Noise for Bayesian Model Calibration
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arXiv
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| Auteurs principaux: | , , , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866910031756132352 |
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| author | Arcones, Daniel Andrés Weiser, Martin Koutsourelakis, Phaedon-Stelios Unger, Jörg F. |
| author_facet | Arcones, Daniel Andrés Weiser, Martin Koutsourelakis, Phaedon-Stelios Unger, Jörg F. |
| contents | 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 methods provide a robust framework for quantifying and propagating these uncertainties to model predictions. Nevertheless, Bayesian methods paired with inexact models usually produce predictions unable to represent the observed datapoints. Additionally, the quantified uncertainties of these overconfident models cannot be propagated to other Quantities of Interest (QoIs) reliably. A promising solution involves embedding a model inadequacy term in the inference parameters, allowing the quantified model form uncertainty to influence non-observed QoIs. This paper introduces a more interpretable framework for embedding the model inadequacy compared to existing methods. To overcome the limitations of current approaches, we adapt the existing likelihood models to properly account for noise in the measurements and propose two new formulations designed to address their shortcomings. Moreover, we evaluate the performance of this inadequacy-embedding approach in the presence of discrepancies between measurements and model predictions, including noise and outliers. Particular attention is given to how the uncertainty associated with the model inadequacy term propagates to the QoIs, enabling a more comprehensive statistical analysis of prediction's reliability. Finally, the proposed approach is applied to estimate the uncertainty in the predicted heat flux from a transient thermal simulation using temperature observations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_12037 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Embedded Model Form Uncertainty Quantification with Measurement Noise for Bayesian Model Calibration Arcones, Daniel Andrés Weiser, Martin Koutsourelakis, Phaedon-Stelios Unger, Jörg F. Computational Engineering, Finance, and Science J.2 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 methods provide a robust framework for quantifying and propagating these uncertainties to model predictions. Nevertheless, Bayesian methods paired with inexact models usually produce predictions unable to represent the observed datapoints. Additionally, the quantified uncertainties of these overconfident models cannot be propagated to other Quantities of Interest (QoIs) reliably. A promising solution involves embedding a model inadequacy term in the inference parameters, allowing the quantified model form uncertainty to influence non-observed QoIs. This paper introduces a more interpretable framework for embedding the model inadequacy compared to existing methods. To overcome the limitations of current approaches, we adapt the existing likelihood models to properly account for noise in the measurements and propose two new formulations designed to address their shortcomings. Moreover, we evaluate the performance of this inadequacy-embedding approach in the presence of discrepancies between measurements and model predictions, including noise and outliers. Particular attention is given to how the uncertainty associated with the model inadequacy term propagates to the QoIs, enabling a more comprehensive statistical analysis of prediction's reliability. Finally, the proposed approach is applied to estimate the uncertainty in the predicted heat flux from a transient thermal simulation using temperature observations. |
| title | Embedded Model Form Uncertainty Quantification with Measurement Noise for Bayesian Model Calibration |
| topic | Computational Engineering, Finance, and Science J.2 |
| url | https://arxiv.org/abs/2410.12037 |