Design of experiments for computer code calibration Article Swipe
A. Trimmer Barry
,
François Bachoc
,
Sarah Bouquet
,
Miguel Munoz Zuniga
,
Clémentine Prieur
·
YOU?
·
· 2024
· Open Access
·
YOU?
·
· 2024
· Open Access
·
In this work, we address the problem of Bayesian calibration of an expensive computer code, assumed to be without model discrepancy. In a calibration process involving costly physical measurement acquisition and high computational time of the computer code, the estimation accuracy and cost mitigation must guide the selection of the designs of physical and numerical experiments. To this end, we propose a unified strategy to select both physical and numerical experiment designs with the aim of approximating the posterior density of calibration parameters. We first build an initial Gaussian process emulator, which is used to compute an optimality criterion for the design of physical experiments.Then, we combine physical observations with available computer code evaluations to sequentially add new points to the design of numerical experiments in order to improve the Gaussian process emulator for calibration purpose. We introduce a new optimality criterion for selecting the design of physical experiments based on the posterior density, as well as a new acquisition function for selecting the design of numerical experiments inspired by the Sequential Uncertainty Reduction (SUR) paradigm. A performance analysis and comparison with a space-filling approach is proposed for three cases: two analytical test cases and a more realistic example involving the calibration of a harmonic oscillator.
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- en
- Landing Page
- https://inria.hal.science/hal-04615127
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All OpenAlex metadata
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Design of experiments for computer code calibrationWork title
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preprintOpenAlex work type
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enPrimary language
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2024Year of publication
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2024-06-01Full publication date if available
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A. Trimmer Barry, François Bachoc, Sarah Bouquet, Miguel Munoz Zuniga, Clémentine PrieurList of authors in order
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https://inria.hal.science/hal-04615127Publisher landing page
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YesWhether a free full text is available
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greenOpen access status per OpenAlex
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https://inria.hal.science/hal-04615127Direct OA link when available
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0Total citation count in OpenAlex
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