𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Multivariate significance testing and model calibration under uncertainty

✍ Scribed by John McFarland; Sankaran Mahadevan


Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
232 KB
Volume
197
Category
Article
ISSN
0045-7825

No coin nor oath required. For personal study only.

✦ Synopsis


The importance of modeling and simulation in the scientific community has drawn interest towards methods for assessing the accuracy and uncertainty associated with such models. This paper addresses the validation and calibration of computer simulations using the thermal challenge problem developed at Sandia National Laboratories for illustration. The objectives of the challenge problem are to use hypothetical experimental data to validate a given model, and then to use the model to make predictions in an untested domain. With regards to assessing the accuracy of the given model (validation), we illustrate the use of Hotelling's T 2 statistic for multivariate significance testing, with emphasis on the formulation and interpretation of such an analysis for validation assessment. In order to use the model for prediction, we next employ the Bayesian calibration method introduced by Kennedy and O'Hagan. Towards this end, we discuss how inherent variability can be reconciled with ''lack-of-knowledge" and other uncertainties, and we illustrate a procedure that allows probability distribution characterization uncertainty to be included in the overall uncertainty analysis of the Bayesian calibration process.


πŸ“œ SIMILAR VOLUMES


Robust tracking and performance for mult
✍ Osvaldo Maria Grasselli; Sauro Longhi; Antonio TornambΓ¨ πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 951 KB

A design method is given for obtaining decoupling, stability, asymptotic tracking and disturbance rejection at the nominal parameters of the plant, and to maintain the last three items in spite of variations and~or uncertainties of some "physical" parameters.