Hierarchical Bayesian calibration with Bayesian committee machine

Calibrating computational models to experimental data is a core task in applied statistics, especially in scientific domains, where physical experiments are costly and simulations play a central role in design and inference. Motivated by uncertainty quantification challenges in particle accelerator experiments, we develop and evaluate a Hierarchical Bayesian Calibration framework. In contrast to standard Bayesian calibration, certain inputs - such as beam injection amplitude - must be estimated separately for each experiment. We adopt the Kennedy-O'Hagan formulation and extend it with a hierarchical prior structure to model the distribution of experiment-specific calibration parameters, thus borrowing strength and improving generalisation across repeated experiments. A key methodological challenge arises from the need to evaluate a large number of forward simulations, which renders conventional Markov chain Monte Carlo approaches computationally prohibitive. To address this, we leverage the Bayesian Committee Machine as a scalable modelling strategy for Gaussian Process emulators. The BCM provides a principled divide-and-conquer approach, enabling parallel inference and reducing computational cost without requiring problem-specific tuning of the emulator approximation. Posterior sampling is performed using the No-U-Turn Sampler, supported by automatic differentiation in Julia, which removes the need for analytic gradient derivation and facilitates flexible model specification. We assess the proposed framework using established benchmark problems and simulated data from the Argonne Wakefield Accelerator. The results demonstrate substantial computational savings and robust calibration performance, highlighting the applicability of the method to large-scale scientific modelling problems.

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Publication Details

Journal
Journal of Applied Statistics
Published
2026-08-25
DOI
https://doi.org/10.1080/02664763.2026.2719238
Primary Topic
Gaussian Processes and Bayesian Inference
Type
article
Field-Weighted Citation Impact
0.00

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article

Hierarchical Bayesian calibration with Bayesian committee machine

David M. Higdon, Sebastian Heinekamp, Andreas Adelmann
Journal of Applied Statistics
Gaussian Processes and Bayesian Inference
article

Hierarchical Bayesian calibration with Bayesian committee machine

David M. Higdon, Sebastian Heinekamp, Andreas Adelmann
article en

Abstract

Calibrating computational models to experimental data is a core task in applied statistics, especially in scientific domains, where physical experiments are costly and simulations play a central role in design and inference. Motivated by uncertainty quantification challenges in particle accelerator experiments, we develop and evaluate a Hierarchical Bayesian Calibration framework. In contrast to standard Bayesian calibration, certain inputs - such as beam injection amplitude - must be estimated separately for each experiment. We adopt the Kennedy-O'Hagan formulation and extend it with a hierarchical prior structure to model the distribution of experiment-specific calibration parameters, thus borrowing strength and improving generalisation across repeated experiments. A key methodological challenge arises from the need to evaluate a large number of forward simulations, which renders conventional Markov chain Monte Carlo approaches computationally prohibitive. To address this, we leverage the Bayesian Committee Machine as a scalable modelling strategy for Gaussian Process emulators. The BCM provides a principled divide-and-conquer approach, enabling parallel inference and reducing computational cost without requiring problem-specific tuning of the emulator approximation. Posterior sampling is performed using the No-U-Turn Sampler, supported by automatic differentiation in Julia, which removes the need for analytic gradient derivation and facilitates flexible model specification. We assess the proposed framework using established benchmark problems and simulated data from the Argonne Wakefield Accelerator. The results demonstrate substantial computational savings and robust calibration performance, highlighting the applicability of the method to large-scale scientific modelling problems.

Journal of Applied Statistics
Paul Scherrer Institute (CH), ETH Zurich (CH), Virginia Tech (US)
Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung
Openalex Percentile: Top 12%
Gaussian Processes and Bayesian Inference
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