Statistical Validation of Engineering and Scientific Models: A Maximum Likelihood Based Metric

HILLS, RICHARD GUY ; TRUCANO, TIMOTHY G.

Sandia National Laboratories

关键词: Probability;    Maximum-Likelihood Fit;    Forecasting;    99 General And Miscellaneous//Mathematics, Computing, And Information Science;    Mathematical Models;   

DOI  :  10.2172/791881
RP-ID  :  SAND2001-1783
RP-ID  :  AC04-94AL85000
RP-ID  :  791881

美国|英语

来源: UNT Digital Library

【 摘 要 】

Two major issues associated with model validation are addressed here. First, we present a maximum likelihood approach to define and evaluate a model validation metric. The advantage of this approach is it is more easily applied to nonlinear problems than the methods presented earlier by Hills and Trucano (1999, 2001); the method is based on optimization for which software packages are readily available; and the method can more easily be extended to handle measurement uncertainty and prediction uncertainty with different probability structures. Several examples are presented utilizing this metric. We show conditions under which this approach reduces to the approach developed previously by Hills and Trucano (2001). Secondly, we expand our earlier discussions (Hills and Trucano, 1999, 2001) on the impact of multivariate correlation and the effect of this on model validation metrics. We show that ignoring correlation in multivariate data can lead to misleading results, such as rejecting a good model when sufficient evidence to do so is not available.