Dealing with Measurement Uncertainties as Nuisance Parameters in Bayesian Model Calibration

DOI10.1137/19M1283707MaRDI QIDQ5139352zbMATH OpenFDO

Authors

Publication date 8 December 2020

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/19M1283707

zbMATH Keywords

Bayesian statisticsinverse problemsmeasurement uncertaintymodel calibrationmoment penalizationoverfittingregularizationshrinkage priors

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Parametric inference under constraints (62F30) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• Bayesian calibration of computer models. (With discussion)
• Computer Model Calibration Using High-Dimensional Output
• Dirichlet-Laplace priors for optimal shrinkage
• Dynamic Bayesian influenza forecasting in the United States with hierarchical discrepancy (with discussion)
• Efficient calibration for imperfect computer models
• Generalized accept-reject sampling schemes
• scientific article; zbMATH DE number 46578 (Why is no real title available?)
• Lasso meets horseshoe: a survey
• Learning about physical parameters: the importance of model discrepancy

Cited in

(10)

• Analysis and comparison of Bayesian methods for measurement uncertainty evaluation
• Structured discrepancy in Bayesian model calibration for ChemCam on the Mars Curiosity rover
• Demonstration of the relationship between sensitivity and identifiability for inverse uncertainty quantification
• Learning about physical parameters: the importance of model discrepancy
• Selection of model discrepancy priors in Bayesian calibration
• Including Covariances in Calibration to Obtain Better Measurement Uncertainty Estimates
• Fast matrix algebra for Bayesian model calibration
• A model calibration procedure for count response
• Enhancing approximate modular Bayesian inference by emulating the conditional posterior
• Co-Active Subspace Methods for the Joint Analysis of Adjacent Computer Models

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