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Implementation of MCMC and Particle Filter Bayesian Model Calibration (Multi-output Gaussian Processes)

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Tools for Bayesian Calibration

Examples

  • Temperature Depth Variation Model: Sequential and MCMC Calibration
  • Sinusoidal Model: Sequential and MCMC Calibration

References

  • Sequential Calibration method discussed in: Continuous calibration of a digital twin: comparison of particle filter and Bayesian calibration approaches (2020). Ward, R., R. Choudhary, A. Gregory and M. Girolami.

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Implementation of MCMC and Particle Filter Bayesian Model Calibration (Multi-output Gaussian Processes)

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