Bayesian optimization approach to quantify the effect of input parameter uncertainty on predictions of numerical physics simulations
Samuel G. McCallum,
James E. Lerpinière,
Kjeld O. Jensen
et al.
Abstract:An understanding of how input parameter uncertainty in the numerical simulation of physical models leads to simulation output uncertainty is a challenging task. Common methods for quantifying output uncertainty, such as performing a grid or random search over the model input space, are computationally intractable for a large number of input parameters represented by a high-dimensional input space. It is, therefore, generally unclear as to whether a numerical simulation can reproduce a particular outcome (e.g.,… Show more
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