Local Bayesian Dirichlet mixing of imperfect models

Autor: Kejzlar, Vojtech, Neufcourt, Léo, Nazarewicz, Witold
Rok vydání: 2023
Předmět:
Druh dokumentu: Working Paper
Popis: To improve the predictability of complex computational models in the experimentally-unknown domains, we propose a Bayesian statistical machine learning framework utilizing the Dirichlet distribution that combines results of several imperfect models. This framework can be viewed as an extension of Bayesian stacking. To illustrate the method, we study the ability of Bayesian model averaging and mixing techniques to mine nuclear masses. We show that the global and local mixtures of models reach excellent performance on both prediction accuracy and uncertainty quantification and are preferable to classical Bayesian model averaging. Additionally, our statistical analysis indicates that improving model predictions through mixing rather than mixing of corrected models leads to more robust extrapolations.
Databáze: arXiv