Papers › Bayesian averaging of computer models with domain discrepancies: a nuclear physics perspective
Bayesian averaging of computer models with domain discrepancies: a nuclear physics perspective
Vojtech Kejzlar, Léo Neufcourt, Taps Maiti, Frederi Viens
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This article studies Bayesian model averaging (BMA) in the context of competing expensive computer models in a typical nuclear physics setup. While it is well known that BMA accounts for the additional uncertainty of the model itself, we show that it also decreases the posterior variance of the prediction errors via an explicit decomposition. We extend BMA to the situation where the competing models are defined on non-identical study regions. Any model's local forecasting difficulty is offset by predictions obtained from the average model, thus extending individual models to the full domain. We illustrate our methodology via pedagogical simulations and applications to forecasting nuclear observables, which exhibit convincing improvements in both the BMA prediction error and empirical coverage probabilities.
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