A general model validation and testing tool

Kevin Vanslette, Tony Tohme and Kamal Youcef-Toumi

Reliability Engineering and System Safety, 2020, vol. 195, issue C

Abstract: We construct and propose the “Bayesian Validation Metric†(BVM) as a general model validation and testing tool. We find the BVM to be capable of representing all of the standard validation metrics (square error, reliability, probability of agreement, frequentist, area, probability density comparison, statistical hypothesis testing, and Bayesian model testing) as special cases and find that it can be used to improve, generalize, or further quantify their uncertainties. Thus, the BVM allows us to assess the similarities and differences between existing validation metrics in a new light.

Keywords: Verification and validation; Uncertainty quantification; Bayesian model testing; Bayesian probability theory; Inference; Data science (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:195:y:2020:i:c:s0951832019302571

DOI: 10.1016/j.ress.2019.106684

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