1. Robust experimental designs for model calibration
- Author
-
Arvind Krishna, V. Roshan Joseph, William A. Brenneman, Shan Ba, and William R. Myers
- Subjects
FOS: Computer and information sciences ,021103 operations research ,Computer science ,Calibration (statistics) ,Physical constant ,Strategy and Management ,Design of experiments ,Astrophysics::Instrumentation and Methods for Astrophysics ,0211 other engineering and technologies ,02 engineering and technology ,Management Science and Operations Research ,Computer experiment ,Statistics - Applications ,01 natural sciences ,Industrial and Manufacturing Engineering ,Methodology (stat.ME) ,010104 statistics & probability ,Applications (stat.AP) ,0101 mathematics ,Uncertainty quantification ,Safety, Risk, Reliability and Quality ,Algorithm ,Statistics - Methodology ,Computer Science::Databases ,Bayesian calibration - Abstract
A computer model can be used for predicting an output only after specifying the values of some unknown physical constants known as calibration parameters. The unknown calibration parameters can be estimated from real data by conducting physical experiments. This paper presents an approach to optimally design such a physical experiment. The problem of optimally designing physical experiment, using a computer model, is similar to the problem of finding optimal design for fitting nonlinear models. However, the problem is more challenging than the existing work on nonlinear optimal design because of the possibility of model discrepancy, that is, the computer model may not be an accurate representation of the true underlying model. Therefore, we propose an optimal design approach that is robust to potential model discrepancies. We show that our designs are better than the commonly used physical experimental designs that do not make use of the information contained in the computer model and other nonlinear optimal designs that ignore potential model discrepancies. We illustrate our approach using a toy example and a real example from industry., 25 pages, 10 figures
- Published
- 2021