Events

UQSay #102 — Rui Tuo — Statistical Validation of Computer Models: Global and Subdomain Hypothesis Testing

Date : 22/10/2026
Catégorie(s) : ,
Lieu : Online (Teams)

The hundred and second UQSay seminar on UQ, DACE and related topics will take place online on Thursday afternoon, October 22, 2026.



2–3 PM — Rui Tuo (Department of Industrial and Systems Engineering, Texas A&M University)

Statistical Validation of Computer Models: Global and Subdomain Hypothesis Testing

Computer simulations play an important role in scientific discovery and engineering innovation. Reliable computer models enable virtual experimentation that reduces the need for costly and time-consuming physical testing. However, the credibility of such models hinges on rigorous statistical validation against real-world data. This paper develops a formal frequentist framework for both global and subdomain validation of computer models. We propose the Fourier Maximum Modulus Test (FMMT), which leverages kernel ridge regression (KRR) to estimate the discrepancy between the computer model and the physical process, followed by a frequency-domain test based on weighted generalized Fourier coefficients. The theoretical analysis establishes the asymptotic normality of these coefficients, allowing for closed-form p-values. Simulation studies and a shear-layer experiment demonstrate that FMMT achieves high power, accurate Type I error control, and strong sensitivity to localized discrepancies.

References:

Joint work with Chaoan Li & Xianyang Zhang (Department of Statistics, Texas A&M University).

Organizing committee: Pierre Barbillon (MIA-Paris), Julien Bect (L2S), Nicolas Bousquet (EDF R&D), Vincent Chabridon (EDF R&D), Amélie Fau (LMPS), Oindrila Kanjilal (LMPS), Clément Gauchy (CEA), Bertrand Iooss (EDF R&D), Alexandre Janon (LMO), Sidonie Lefebvre (ONERA), Didier Lucor (LISN), Sébastien Petit (LNE), Emmanuel Vazquez (L2S), Xujia Zhu (L2S).

Coordinators: Sidonie Lefebvre (ONERA) & Xujia Zhu (L2S)

Practical details: the seminar will be held online using Microsoft Teams.

If you want to attend this seminar (or any of the forthcoming online UQSay seminars), and if you do not already have access to the UQSay group on Teams, simply send an email and you will be invited. Please specify which email address the invitation must be sent to (this has to be the address associated with your Teams account).

You will find the link to the seminar on the “General” UQSay channel on Teams, approximately 15 minutes before the beginning.

The technical side of things: you can use Teams either directly from your web browser or using the “fat client”, which is available for most platforms (Windows, Linux, Mac, Android & iOS). We strongly recommend the latter option whenever possible. Please give it a try before the seminar to anticipate potential problems.