Computer code validation via mixture model estimation

Abstract

When computer codes model complex physical systems, calibration alone is insufficient; one must also assess whether a discrepancy term is needed. In this paper, we study computer code validation through a Bayesian mixture approach that compares a pure-code model with a discrepancy-corrected model. The method relies on the posterior distribution of a mixture weight, which measures the relative support of the two competing distributions. Under the assumption that the code is linear in the calibration parameters, or can be well approximated by a linear surrogate, we show that mixture component-shared parameters can be used to combine flexible modeling, even when noninformative priors are assigned to some common parameters. Inference is performed using a Metropolis-within-Gibbs algorithm. In addition, we introduce a thresholded allocation rule that complements the global mixture weight by providing a local diagnostic of where the discrepancy-corrected component is truly needed along the input domain. Beyond global model comparison, the proposed approach is also able to perform local model discrimination by identifying where the discrepancy-corrected component is truly needed along the input domain.