7.
The Calibration module
7.1. Brief reminder of theoretical aspects
7.1.1. Distances and likelihoods used to compare observations and model predictions
7.1.2. Discussing assumptions and theoretical background
7.1.2.1. Calibration in the context of VVUQ principle
7.1.2.2. Interest in the least square measurement
7.1.2.3. Introduction to Bayesian approach
7.2. Using minimisation techniques
7.3. Analytical linear Bayesian estimation
7.3.1. Prediction values
7.4. Approximate Bayesian Computation techniques (ABC)
7.4.1. Rejection ABC algorithm
7.5. Markov chain Monte Carlo approach
7.5.1. Markov chain principle
7.5.2. The MCMC algorithms
7.5.2.1. Metropolis-Hastings algorithm
7.5.2.2. Component-wise Metropolis-Hastings
7.5.3. Assessing convergence
7.6. CIRCE method
7.6.1. Main principle of the CIRCE method
7.6.1.1. The linearity hypothesis
7.6.1.2. The normality hypothesis
Methodology
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Contents:
1. Glossary
2. Basic statistical elements
3. The Sampler module
4. Generating Surrogate Models
5. Sensitivity analysis
6. Dealing with optimisation issues
7. The Calibration module
7.1. Brief reminder of theoretical aspects
7.2. Using minimisation techniques
7.3. Analytical linear Bayesian estimation
7.4. Approximate Bayesian Computation techniques (ABC)
7.5. Markov chain Monte Carlo approach
7.6. CIRCE method
8. The Uncertainty modeler module
Related Topics
Documentation overview
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6.1.1.
The pareto concept in a nutshell
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7.1.
Brief reminder of theoretical aspects