Oxy-coal combustion is an emerging low-cost ?clean coal? technology for emissions reduction and Carbon Capture and Sequestration (CCS). The use of Computational Fluid Dynamics (CFD) tools is crucial for the development of cost-effective oxy-fuel technologies and the minimization of environmental concerns at industrial scale. The coupling of detailed chemistry models and CFD simulations is still challenging, especially for large-scale plants, because of the high computational efforts required. The development of scale-bridging models is therefore necessary, to find a good compromise between computational efforts and the physical-chemical modeling precision. This paper presents a procedure for scale-bridging modeling of coal devolatilization, in the presence of experimental error, that puts emphasis on the thermodynamic aspect of devolatilization, namely the final volatile yield of coal, rather than kinetics. The procedure consists of an engineering approach based on dataset consistency and Bayesian methodology including Gaussian-Process Regression (GPR). Experimental data from devolatilization tests carried out in an oxy-coal entrained flow reactor were considered and CFD simulations of the reactor were performed. Jointly evaluating experiments and simulations, a novel yield model was validated against the data via consistency analysis. In parallel, a Gaussian-Process Regression was performed, to improve the understanding of the uncertainty associated to the devolatilization, based on the experimental measurements. Potential model forms that could predict yield during devolatilization were obtained. The set of model forms obtained via GPR includes the yield model that was proven to be consistent with the data. Finally, the overall procedure has resulted in a novel yield model for coal devolatilization and in a valuable evaluation of uncertainty in the data, in the model form, and in the model parameters.