scholarly journals Learning model discrepancy: A Gaussian process and sampling-based approach

2021 ◽  
Vol 152 ◽  
pp. 107381
Author(s):  
P. Gardner ◽  
T.J. Rogers ◽  
C. Lord ◽  
R.J. Barthorpe
2022 ◽  
Vol 19 (3) ◽  
pp. 2800-2818
Author(s):  
Yan Wang ◽  
◽  
Guichen Lu ◽  
Jiang Du ◽  

<abstract><p>A Susceptible Infective Recovered (SIR) model is usually unable to mimic the actual epidemiological system exactly. The reasons for this inaccuracy include observation errors and model discrepancies due to assumptions and simplifications made by the SIR model. Hence, this work proposes calibration and prediction methods for the SIR model with a one-time reported number of infected cases. Given that the observation errors of the reported data are assumed to be heteroscedastic, we propose two predictors to predict the actual epidemiological system by modeling the model discrepancy through a Gaussian Process model. One is the calibrated SIR model, and the other one is the discrepancy-corrected predictor, which integrates the calibrated SIR model with the Gaussian Process predictor to solve the model discrepancy. A wild bootstrap method quantifies the two predictors' uncertainty, while two numerical studies assess the performance of the proposed method. The numerical results show that, the proposed predictors outperform the existing ones and the prediction accuracy of the discrepancy-corrected predictor is improved by at least $ 49.95\% $.</p></abstract>


2022 ◽  
Vol 168 ◽  
pp. 108717
Author(s):  
Yi-Chen Zhu ◽  
Paul Gardner ◽  
David J. Wagg ◽  
Robert J. Barthorpe ◽  
Elizabeth J. Cross ◽  
...  

2007 ◽  
Vol 44 (02) ◽  
pp. 393-408 ◽  
Author(s):  
Allan Sly

Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show how the Hölder exponent can be estimated locally from discrete data in this model.


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