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A Copula-Based Approach for Model Bias Characterization

Journal Article
ISSN: 1946-3995, e-ISSN: 1946-4002
Published April 01, 2014 by SAE International in United States
A Copula-Based Approach for Model Bias Characterization
Citation: Xi, Z., Hao, P., Fu, Y., and Yang, R., "A Copula-Based Approach for Model Bias Characterization," SAE Int. J. Passeng. Cars - Mech. Syst. 7(2):781-786, 2014,
Language: English


Available methodologies for model bias identification are mainly regression-based approaches, such as Gaussian process, Bayesian inference-based models and so on. Accuracy and efficiency of these methodologies may degrade for characterizing the model bias when more system inputs are considered in the prediction model due to the curse of dimensionality for regression-based approaches. This paper proposes a copula-based approach for model bias identification without suffering the curse of dimensionality. The main idea is to build general statistical relationships between the model bias and the model prediction including all system inputs using copulas so that possible model bias distributions can be effectively identified at any new design configurations of the system. Two engineering case studies whose dimensionalities range from medium to high will be employed to demonstrate the effectiveness of the copula-based approach.