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arXiv 2609.24676stat.COstat.ME

基于弹性部分匹配的函数型输出贝叶斯校准

Bayesian Calibration with Functional Outputs Using Elastic Partial Matching

  • CEA(法国替代能源和原子能委员会)
  • Université Paris-Saclay, CNRS, CentraleSupélec, Laboratoire des signaux et systèmes(巴黎萨克雷大学、法国国家科学研究中心、中央理工-苏佩莱克学院)
  • Centre de Mathématiques Appliquées, Ecole polytechnique, Institut Polytechnique de Paris(应用数学中心,巴黎综合理工学院,巴黎理工学院)

机构由 AI 辅助整理,请以论文原文为准。

Paul Casteras, Julien Bect, Josselin Garnier, Gwenaël Salin

AI总结:

针对仿真模型函数型输出时间错位及支撑集不一致问题,提出基于弹性部分匹配的贝叶斯校准方法,扩展至可变起止时间,并在合成案例及状态方程校准中验证了改进效果。

AI中文摘要:

校准仿真模型涉及通过将模型输出与实验数据进行比较来估计其参数,以使仿真结果忠实再现实验观测。当输出是时间的函数时,有多种方法可以量化实验曲线与仿真曲线之间的差异。最近一种基于弹性函数型数据分析的方法将函数型输出分解为两个组成部分:一个在时间上对齐到模板的函数,以及相应的扭曲函数。这种分解将问题分为两个独立的校准任务,从而解决函数型错位问题。然而,它假设实验曲线和仿真曲线共享相同的时间支撑集,这一假设在实践中常常被违反,因为初始时间或结束时间本身可能不确定或依赖于校准参数。在本工作中,我们将分解步骤重新解释为更一般的贝叶斯校准问题的近似,该问题在时间轴上包含误差项。这一视角使我们能够使用部分弹性对齐,自然地将框架扩展到具有变化初始时间或结束时间的更广泛的扭曲函数族。我们在一个合成测试案例上展示了该方法,并与现有的贝叶斯校准方法进行比较,证明了改进的代理模型性能和误差建模。然后,我们将所提出的方法应用于状态方程(一种描述材料状态变量之间关系的热力学方程)的校准。

英文摘要:

Calibrating a simulation model involves estimating its parameters by comparing model outputs with experimental data, so that simulation results faithfully reproduce the experimental observations. When the outputs are functions of time, there are multiple ways to quantify the discrepancy between experimental and simulated curves. A recent approach based on elastic functional data analysis decomposes a functional output into two components: a function temporally aligned to a template, and the corresponding warping function. This decomposition splits the problem into two independent calibration tasks, thereby addressing functional misalignment. However, it assumes that experimental and simulated curves share the same temporal support, an assumption often violated in practice when initial or end times are themselves uncertain or depend on the calibration parameters. In this work, we reinterpret the decomposition step as an approximation to a more general Bayesian calibration problem that incorporates an error term on the time axis. This perspective allows us to naturally extend the framework to a broader family of time warpings with varying initial or end times, using partial elastic alignment. We illustrate the method on a synthetic test case, comparing it with existing Bayesian calibration methods and demonstrating improved surrogate performance and error modeling. We then apply the proposed approach to the calibration of an equation of state (a thermodynamic equation relating the state variables of a material).

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