Model Error Embedding with Orthogonal Gaussian Processes

Abstract: Computational models of complex physical systems often rely on simplifying assumptions which inevitably introduce model error, with consequent predictive errors. Given data on model observables, the estimation of parameterized model-error representations, along with other model parameters, would be ideally done while separating the contributions of each of the two sets of parameters, in order to ensure meaningful stand-alone model predictions. This work builds an embedded model error framework using a weight-space representation of Gaussian processes (GPs) to flexibly capture model-error spatiotemporal correlations and enable inference with GP-embedding in non-linear models. To disambiguate model and model-error/bias parameters, we extend an existing orthogonal GP method to the embedded model-error setting and derive appropriate orthogonality constraints. To address the increased dimensionality introduced by the GP representation, we employ the likelihood-informed subspace method. The construction is demonstrated on linear and non-linear examples, where it effectively corrects model predictions to match data trends. Extrapolation beyond the training data recovers the prior predictive distribution, and the orthogonality constraints lead to meaningful stand-alone model predictions and nearly uncorrelated posteriors between model and model-error parameters.