Design of Experiments, Model Calibration and Data Assimilation
- Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
This presentation provides an overview of emulation, calibration and experiment design for computer experiments. Emulation refers to building a statistical surrogate from a carefully selected and limited set of model runs to predict unsampled outputs. The standard kriging approach to emulation of complex computer models is presented. Calibration refers to the process of probabilistically constraining uncertain physics/engineering model inputs to be consistent with observed experimental data. An initial probability distribution for these parameters is updated using the experimental information. Markov chain Monte Carlo (MCMC) algorithms are often used to sample the calibrated parameter distribution. Several MCMC algorithms commonly employed in practice are presented, along with a popular diagnostic for evaluating chain behavior. Space-filling approaches to experiment design for selecting model runs to build effective emulators are discussed, including Latin Hypercube Design and extensions based on orthogonal array skeleton designs and imposed symmetry requirements. Optimization criteria that further enforce space-filling, possibly in projections of the input space, are mentioned. Designs to screen for important input variations are summarized and used for variable selection in a nuclear fuels performance application. This is followed by illustration of sequential experiment design strategies for optimization, global prediction, and rare event inference.
- Research Organization:
- Los Alamos National Laboratory (LANL), Los Alamos, NM (United States)
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- AC52-06NA25396
- OSTI ID:
- 1148957
- Report Number(s):
- LA-UR-14-26011
- Country of Publication:
- United States
- Language:
- English
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