Gaussian mixture models for model improvement

TL;DR

This paper presents a Bayesian, mixture model-based approach for analyzing and improving complex physical system models by identifying systematic discrepancies through sensor data clustering.

Contribution

It introduces a non-intrusive, interpretable mixture model method within a Bayesian framework for targeted model discrepancy analysis and refinement.

Findings

Effective identification of systematic model discrepancies.

Automatic clustering of sensor readings to meaningful parameters.

Demonstrated success in heat transfer case study.

Abstract

Modeling complex physical systems such as they arise in civil engineering applications requires finding a trade-off between physical fidelity and practicality. Consequently, deviations of simulation from measurements are ubiquitous even after model calibration due to the model discrepancy, which may result from deliberate modeling decisions, ignorance, or lack of knowledge. If the mismatch between simulation and measurements are deemed unacceptable, the model has to be improved. Targeted model improvement is challenging due to a non-local impact of model discrepancies on measurements and the dependence on sensor configurations. Many approaches to model improvement, such as Bayesian calibration with additive mismatch terms, gray-box models, symbolic regression, or stochastic model updating, often lack interpretability, generalizability, physical consistency, or practical applicability. This paper introduces a non-intrusive approach to model discrepancy analysis using mixture models. Instead of directly modifying the model structure, the method maps sensor readings to clusters of physically meaningful parameters, automatically assigning sensor readings to parameter vector clusters. This mapping can reveal systematic discrepancies and model biases, guiding targeted, physics-based refinements by the modeler. The approach is formulated within a Bayesian framework, enabling the identification of parameter clusters and their assignments via the Expectation-Maximization (EM) algorithm. The methodology is demonstrated through numerical experiments, including an illustrative example and a real-world case study of heat transfer in a concrete bridge.