Sangam: A Confluence of Knowledge Streams

Bayesian calibration for multiple source regression model

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dc.creator Ignatyev, Dmitry I.
dc.creator Shin, Hyo-Sang
dc.creator Tsourdos, Antonios
dc.date 2018-09-07T10:59:14Z
dc.date 2018-09-07T10:59:14Z
dc.date 2018-08-20
dc.date.accessioned 2022-05-25T16:38:16Z
dc.date.available 2022-05-25T16:38:16Z
dc.identifier Dmitry I. Ignatyev, Hyo-Sang Shin and Antonios Tsourdos. Bayesian calibration for multiple source regression model. Neurocomputing, Volume 318, Issue November, 2018, pp. 55-64
dc.identifier 0925-2312
dc.identifier https://doi.org/10.1016/j.neucom.2018.08.027
dc.identifier http://dspace.lib.cranfield.ac.uk/handle/1826/13458
dc.identifier.uri http://localhost:8080/xmlui/handle/CUHPOERS/182315
dc.description In large variety of practical applications, using information from different sources or different kind of data is a reasonable demand. The problem of studying multiple source data can be represented as a multi-task learning problem, and then the information from one source can help to study the information from the other source by extracting a shared common structure. From the other hand, parameter evaluations obtained from various sources can be confused and conflicting. This paper proposes a Bayesian based approach to calibrate data obtained from different sources and to solve nonlinear regression problem in the presence of heteroscedastisity of the multiple-source model. An efficient algorithm is developed for implementation. Using analytical and simulation studies, it is shown that the proposed Bayesian calibration improves the convergence rate of the algorithm and precision of the model. The theoretical results are supported by a synthetic example, and a real-world problem, namely, modeling unsteady pitching moment coefficient of aircraft, for which a recurrent neural network is constructed.
dc.language en
dc.publisher Elsevier
dc.rights Attribution-NonCommercial-NoDerivatives 4.0 International
dc.rights http://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subject Multiple source data
dc.subject Multitask learning
dc.subject Heteroscedastisity
dc.subject Bayesian calibration
dc.subject Regularization
dc.subject Nonlinear regression
dc.title Bayesian calibration for multiple source regression model
dc.type Article


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