Knowledge regarding a nuclear power plants potential and limitations is of utmost importance when working in the nuclear field. One way to extend the knowledge is using fuel performance codes that to its best ability mimics the real-world phenomena. Fuel performance codes involve a system of interlinked and complex models to predict the thermo-mechanical behaviour of the fuel rods. These models use several different model parameters that can be imprecise and therefore the parameters need to be fitted/calibrated against measurement data. This thesis presents two methods to calibrate model parameters in the presence of unknown sources of uncertainty. The case where these methods have been tested are the oxidation and hydrogen pickup of the zirconium cladding around the fuel rods. Initially, training and testing data were sampled by using the Dakota software in combination with the nuclear simulation program TRANSURANUS so that a Gaussian process surrogate model could be built. The model parameters were then calibrated in a Bayesian way by a MCMC algorithm. Additionally, two models are presented to handle unknown sources of uncertainty that may arise from model inadequacies, nuisance parameters or hidden measurement errors, these are the Marginal likelihood optimization method and the Margin method. To calibrate the model parameters, data from two sources were used. One source that only had data regarding the oxide thickness but the data was extensive, and another that had both oxide data and hydrogen concentration data, but less data was available.  The model parameters were calibrated by the use of the presented methods. But an unforeseen non-linearity for the joint oxidation and hydrogen pick-up case when predicting the correlation of the model parameters made this result unreliable.