Online Bayesian Calibration under Gradual and Abrupt System Changes

arXiv:2605.06612v2 Announce Type: replace Abstract: Bayesian model calibration is central to digital twins and computer experiments, as it aligns model outputs with field observations by estimating calibration parameters and correcting systematic model bias. Classical Bayesian calibration introduces latent parameters and a discrepancy function to capture bias, but suffers from parameter-discrepancy confounding and is typically formulated as an offline procedure under a stationary data-generating assumption. These limitations are restrictive in modern digital twin applications, where systems evolve over time and may exhibit both gradual drift and abrupt regime shifts. While data assimilation methods enable sequential updates, they generally do not explicitly model systematic bias and are not robust to abrupt changes. We propose Bayesian Recursive Projected Calibration (BRPC), an online Bayesian calibration framework for streaming data under simulator mismatch and nonstationarity. BRPC extends projected calibration to the online setting through a two-stage filtering procedure: first, unconditional filtering of the calibration parameters, followed by conditional filtering of the model discrepancy function given the estimated calibration parameters, which mitigates parameter--discrepancy confounding, while the online filtering enables bias-aware adaptation under gradual system evolution. To handle abrupt changes, we integrate BRPC with restart mechanisms that detect regime shifts and reset the calibration process, yielding a unified approach to mixed nonstationarity. We provide theoretical analysis, including a tracking error bound of the model discrepancy estimate under gradual evolution, given accurate calibration parameter estimates and false-alarm and detection behavior of restart mechanisms. Empirical results on synthetic and plant-simulation benchmarks demonstrate BRPC outperforms the state-of-the-art approaches.