Authors
Guillaume Damblin, Pierre Barbillon, Merlin Keller, Alberto Pasanisi, Éric Parent
Publication date
2018
Journal
SIAM/ASA Journal on Uncertainty Quantification
Volume
6
Issue
1
Pages
151-179
Publisher
Society for Industrial and Applied Mathematics
Description
Making good predictions of a physical system using a computer code requires the inputs to be carefully specified. Some of these inputs, called control variables, reproduce physical conditions, whereas other inputs, called parameters, are specific to the computer code and most often uncertain. The goal of statistical calibration consists in reducing their uncertainty with the help of a statistical model which links the code outputs with the field measurements. In a Bayesian setting, the posterior distribution of these parameters is typically sampled using Markov Chain Monte Carlo methods. However, they are impractical when the code runs are highly time-consuming. A way to circumvent this issue consists of replacing the computer code with a Gaussian process emulator, then sampling a surrogate posterior distribution based on it. Doing so, calibration is subject to an error which strongly depends on the numerical design …
Total citations
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Scholar articles
G Damblin, P Barbillon, M Keller, A Pasanisi, É Parent - SIAM/ASA Journal on Uncertainty Quantification, 2018