Iterative Method for Tuning Complex Simulation Code

07/20/2020
by   Yun Am Seo, et al.
0

Tuning a complex simulation code refers to the process of improving the agreement of a code calculation with respect to a set of experimental data by adjusting parameters implemented in the code. This process belongs to the class of inverse problems or model calibration. For this problem, the approximated nonlinear least squares (ANLS) method based on a Gaussian process (GP) metamodel has been employed by some researchers. A potential drawback of the ANLS method is that the metamodel is built only once and not updated thereafter. To address this difficulty, we propose an iterative algorithm in this study. In the proposed algorithm, the parameters of the simulation code and GP metamodel are alternatively re-estimated and updated by maximum likelihood estimation and the ANLS method. This algorithm uses both computer and experimental data repeatedly until convergence. A study using toy-models including inexact computer code with bias terms reveals that the proposed algorithm performs better than the ANLS method and the conditional-likelihood-based approach. Finally, an application to a nuclear fusion simulation code is illustrated.

READ FULL TEXT
research
02/28/2021

Maximum Approximate Bernstein Likelihood Estimation of Densities in a Two-sample Semiparametric Model

Maximum likelihood estimators are proposed for the parameters and the de...
research
01/14/2020

Robust Gaussian Process Regression with a Bias Model

This paper presents a new approach to a robust Gaussian process (GP) reg...
research
12/29/2018

Advanced methodology for uncertainty propagation in computer experiments with large number of inputs

In the framework of the estimation of safety margins in nuclear accident...
research
05/12/2023

Online Learning Under A Separable Stochastic Approximation Framework

We propose an online learning algorithm for a class of machine learning ...
research
03/06/2022

Fully Decentralized, Scalable Gaussian Processes for Multi-Agent Federated Learning

In this paper, we propose decentralized and scalable algorithms for Gaus...
research
03/08/2016

Small ensembles of kriging models for optimization

The Efficient Global Optimization (EGO) algorithm uses a conditional Gau...
research
07/05/2022

Stochastic declustering of earthquakes with the spatiotemporal RETAS model

Epidemic-Type Aftershock Sequence (ETAS) models are point processes that...

Please sign up or login with your details

Forgot password? Click here to reset