A general model validation and testing tool
Name
1908.11251.pdf
Description
Accepted version
Size
1.07 MB
Format
Adobe PDF
Checksum (MD5)
69f0394547db634f37c3144e4be5b8dc
Author(s)
Vanslette, Kevin
Tohme, Tony.
Youcef-Toumi, Kamal
Date Issued
October 2019
Journal
Reliability Engineering & System Safety
Publisher
Elsevier BV
Citation
Vanslette, Kevin et al., "A general model validation and testing tool." Reliability Engineering & System Safety 195 (March 2020): 106684 doi. 10.1016/j.ress.2019.106684 ©2019
Version
Author's final manuscript
Abstract
We construct and propose the “Bayesian Validation Metric” (BVM) as a general model validation and testing tool. We find the BVM to be capable of representing all of the standard validation metrics (square error, reliability, probability of agreement, frequentist, area, probability density comparison, statistical hypothesis testing, and Bayesian model testing) as special cases and find that it can be used to improve, generalize, or further quantify their uncertainties. Thus, the BVM allows us to assess the similarities and differences between existing validation metrics in a new light. The BVM has the capacity to allow users to invent and select models according to novel validation requirements. We formulate and test a few novel compound validation metrics that improve upon other validation metrics in the literature. Further, we construct the BVM Ratio for the purpose of quantifying model selection under user defined definitions of agreement in the presence or absence of uncertainty. This construction generalizes the Bayesian model testing framework. ©2019 Elsevier Ltd
MIT Department
Massachusetts Institute of Technology. Department of Mechanical Engineering
Terms of Use
Creative Commons Attribution-NonCommercial-NoDerivs License
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1016/J.RESS.2019.106684
