A Bayesian Approach for Parameter Estimation and Prediction using a Computationally Intensive Model
Dave Higdon, Jordan D. McDonnell, Nicolas Schunck, Jason Sarich,, Stefan M. Wild

TL;DR
This paper introduces a Bayesian method that uses emulators to efficiently estimate parameters and predict outcomes in complex physics models, reducing computational costs compared to traditional MCMC approaches.
Contribution
The paper presents a novel Bayesian calibration approach that combines model ensembles with physical data using statistical emulators to enable efficient inference in computationally intensive models.
Findings
Successfully estimated parameters for a density functional theory model.
Produced uncertainty quantification for nuclear mass predictions.
Reduced computational time compared to standard MCMC methods.
Abstract
Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model where denotes the uncertain, best input setting. Hence the statistical model is of the form , where accounts for measurement, and possibly other error sources. When non-linearity is present in , the resulting posterior distribution for the unknown parameters in the Bayesian formulation is typically complex and non-standard, requiring computationally demanding computational approaches such as Markov chain Monte Carlo (MCMC) to produce multivariate draws from the posterior. While quite generally applicable, MCMC requires thousands, or even millions of evaluations of the physics model…
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