Langford Analytic · Knowledge Base

How to Update Engineering Predictions with Test Data

The Bayesian procedure for updating engineering model predictions using physical test measurements — prior, likelihood, posterior and updated predictions.

Probabilistic & Reliability8 min read
probabilistichow-toBayesianupdatingtest dataposteriorcalibration

When to use this guide

Use this guide when test data is available and you want to update the engineering model predictions using Bayesian methods.

Step-by-step method

  1. Define the prior: the current model with uncertain parameters and their distributions
  2. Define the likelihood: the relationship between model parameters and test measurements, including measurement uncertainty
  3. Collect test data: measurements with documented uncertainty
  4. Compute the posterior: update the parameter distributions using Bayes' theorem
  5. Verify the posterior: check that it is consistent with both the prior and the data
  6. Generate updated predictions: run the model with posterior parameter distributions
  7. Compare updated predictions with test data — assess the improvement
  8. Document: prior, likelihood, data, posterior, updated prediction and remaining uncertainty

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