Surrogate-Enhanced Parameter Inference for Function-Valued Models

Christopher G. Albert*, Ulrich Callies, Udo von Toussaint

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review


We present an approach to enhance the performance and flexibility of the Bayesian inference of model parameters based on observations of the measured data. Going beyond the usual surrogate-enhanced Monte-Carlo or optimization methods that focus on a scalar loss, we place emphasis on a function-valued output of a formally infinite dimension. For this purpose, the surrogate models are built on a combination of linear dimensionality reduction in an adaptive basis of principal components and Gaussian process regression for the map between reduced feature spaces. Since the decoded surrogate provides the full model output rather than only the loss, it is re-usable for multiple calibration measurements as well as different loss metrics and, consequently, allows for flexible marginalization over such quantities and applications to Bayesian hierarchical models. We evaluate the method’s performance based on a case study of a toy model and a simple riverine diatom model for the Elbe river. As input data, this model uses six tunable scalar parameters as well as silica concentrations in the upper reach of the river together with the continuous time-series of temperature, radiation, and river discharge over a specific year. The output consists of continuous time-series data that are calibrated against corresponding measurements from the Geesthacht Weir station at the Elbe river. For this study, only two scalar inputs were considered together with a function-valued output and compared to an existing model calibration using direct simulation runs without a surrogate
Original languageEnglish
Article number11
JournalPhysical Sciences Forum
Issue number1
Publication statusPublished - 21 Dec 2021
Event40th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering - TU Graz, Virtuell, Graz, Austria
Duration: 4 Jul 20219 Jul 2021
Conference number: 14

Fields of Expertise

  • Sustainable Systems
  • Information, Communication & Computing

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