Multi-Output Calibration of a Honeycomb Seal via On-site Surrogates

被引:2
|
作者
Huang, Jiangeng [1 ]
Gramacy, Robert B. [2 ]
机构
[1] Genentech Inc, San Francisco, CA 94080 USA
[2] Virginia Tech, Dept Stat, Blacksburg, VA USA
基金
美国国家科学基金会;
关键词
Bayesian calibration; Big data; Computer experiment; Hierarchical model; Multivariate analysis; Surrogate modeling; Uncertainty quantification; COMPUTER-MODEL CALIBRATION; GAUSSIAN STOCHASTIC-PROCESS; BAYESIAN CALIBRATION; SIMULATIONS; EMULATION;
D O I
10.1080/00401706.2022.2104931
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider large-scale industrial computer model calibration, combining multi-output simulation with limited physical observation, involved in the development of a honeycomb seal. Toward that end, we adopt a localized sampling and emulation strategy called "on-site surrogates (OSSs)," designed to cope with the amalgamated challenges of high-dimensional inputs, large-scale simulation campaigns, and nonstationary response surfaces. In previous applications, OSSs were one-at-a-time affairs for multiple outputs leading to dissonance in calibration efforts for a common parameter set across outputs for the honeycomb. We demonstrate that a principal-components representation, adapted from ordinary Gaussian process surrogate modeling to the OSS setting, can resolve this tension. With a two-pronged-optimization and fully Bayesian-approach, we show how pooled information across outputs can reduce uncertainty and enhance efficiency in calibrated parameters and prediction for the honeycomb relative to the previous, "data-poor" univariate analog.
引用
收藏
页码:548 / 563
页数:16
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