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Bayesian calibration of a numerical code for prediction

Abstract : Abstract: Field experiments are often difficult and expensive to carry out. To bypass these issues, industrial companies have developed computational codes. These codes are intended to be representative of the physical system, but come with a certain number of problems. Despite continuous code development, the difference between the code outputs and experiments can remain significant. Two kinds of uncertainties are observed. The first one comes from the difference between the physical phenomenon and the values recorded experimentally. The second concerns the gap between the code and the physical system. To reduce this difference, often named model bias, discrepancy, or model error, computer codes are generally complexified in order to make them more realistic. These improvements increase the computational cost of the code. Moreover, a code often depends on user-defined parameters in order to match field data as closely as possible. This estimation task is called calibration. This paper proposes a review of Bayesian calibration methods and is based on an application case which makes it possible to discuss the various methodological choices and to illustrate their divergences. This example is based on a code used to predict the power of a photovoltaic plant.
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https://hal-agroparistech.archives-ouvertes.fr/hal-02316513
Contributor : Pierre Barbillon <>
Submitted on : Tuesday, October 15, 2019 - 1:40:19 PM
Last modification on : Wednesday, October 21, 2020 - 4:22:04 PM

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  • HAL Id : hal-02316513, version 1
  • ARXIV : 1801.01810

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Mathieu Carmassi, Pierre Barbillon, Matthieu Chiodetti, Merlin Keller, Éric Parent. Bayesian calibration of a numerical code for prediction. Journal de la Société Française de Statistique, Société Française de Statistique et Société Mathématique de France, 2019. ⟨hal-02316513⟩

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