Model orthogonalization and Bayesian forecast mixing via principal component analysis

Autor: P. Giuliani, K. Godbey, V. Kejzlar, W. Nazarewicz
Jazyk: angličtina
Rok vydání: 2024
Předmět:
Zdroj: Physical Review Research, Vol 6, Iss 3, p 033266 (2024)
Druh dokumentu: article
ISSN: 2643-1564
DOI: 10.1103/PhysRevResearch.6.033266
Popis: One can improve predictability in the unknown domain by combining forecasts of imperfect complex computational models using a Bayesian statistical machine learning framework. In many cases, however, the models used in the mixing process are similar. In addition to contaminating the model space, the existence of such similar, or even redundant, models during the multimodeling process can result in misinterpretation of results and deterioration of predictive performance. In this paper we describe a method based on the principal component analysis that eliminates model redundancy. We show that by adding model orthogonalization to the proposed Bayesian model combination framework, one can arrive at better prediction accuracy and reach excellent uncertainty quantification performance.
Databáze: Directory of Open Access Journals