BRPC is an online Bayesian calibration framework that decouples parameter tracking from discrepancy modeling for gradual nonstationarity and adds restart mechanisms to handle abrupt regime shifts.
Scaled Gaussian stochastic process for computer model calibration and prediction.SIAM/ASA Journal on Uncertainty Quantification, 6(4):1555–1583, 2018
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Online Bayesian Calibration under Gradual and Abrupt System Changes
BRPC is an online Bayesian calibration framework that decouples parameter tracking from discrepancy modeling for gradual nonstationarity and adds restart mechanisms to handle abrupt regime shifts.