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Pré-Publication, Document De Travail Année : 2019

Computer code validation via mixture model estimation

Résumé

When computer codes are used for modeling complex physical systems, their unknown parameters are tuned by calibration techniques. A discrepancy function may be added to the computer code in order to capture its discrepancy with the real physical process. This discrepancy (also called code error or bias) is potentially caused by other inaccuracies of the computer code than the uncertainty on parameters to calibrate. While both parameter calibration and discrepancy are two different sources of model uncertainty, distinguishing the effects of the two sources can be challenging. This difficulty results in a non-identifiability problem between the discrepancy function and the code parameters. By considering the validation question of a computer code as a Bayesian selection model problem, Damblin et al. (2016) have highlighted a possible confounding effect in certain configurations between the code discrepancy and a linear computer code by using a Bayesian testing procedure based on the intrinsic Bayes factor. In this paper, we investigate the issue of code error identifiability by applying another Bayesian model selection technique which has been recently developed by Kamary et al. (2014). By embedding the competing models within an encompassing mixture model, Kamary et al. (2014)'s method allows each observation to belong to a different mixing component, providing a more flexible inference, while remaining competitive in terms of computational cost with the intrinsic Bayesian approach. By using the technique of sharing parameters mentioned in Kamary et al. (2014), an improper non-informative prior can be used for some computer code parameters and we demonstrate that the resulting posterior distribution is proper. We then check the sensitivity of our posterior estimates to the choice of the parameter prior distributions. We illustrate that the value of the correlation length of the discrepancy Gaussian process prior impacts the Bayesian inference of the mixture model parameters and that the model discrepancy can be identified by applying the Kamary et al. (2014) method when the correlation length is not too small. Eventually, the proposed method is applied on a hydraulic code in an industrial context.
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Dates et versions

hal-04191523 , version 1 (04-09-2023)

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  • HAL Id : hal-04191523 , version 1

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Kaniav Kamary, Merlin Keller, Pierre Barbillon, Cédric Goeury, Éric Parent. Computer code validation via mixture model estimation. 2023. ⟨hal-04191523⟩
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