HIERARCHICAL BAYESIAN MODEL UPDATING AND MODEL SELECTION FOR QUANTIFYING UNCERTAINTIES IN DEPENDENT PARAMETERS
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- KITAHARA Masaru
- 東京大学大学院 工学系研究科社会基盤学専攻
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- KITAHARA Takeshi
- 関東学院大学 理工学部土木学系
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- BEER Michael
- Leibniz University Hannover, Institute for Risk and Reliability
Bibliographic Information
- Other Title
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- 階層ベイズ更新とモデル選択による相関を有するパラメータの不確定性定量化
Abstract
<p>In hierarchical Bayesian model updating, the inherent variability of the model parameters is represented by a probability distribution. Its hyperparameters are then updated by minimizing the stochastic discrepancy between the model outputs and observations. To avoid subjective hypotheses in hierarchical Bayesian updating, the authors have considered applying the staircase probability distribution. The staircase distribution can discretizely and arbitrarily approximate a broad range of distributions. In this study, we aim to calibrate dependent parameters with modeling the joint distribution by a copula and its marginal staircase distributions. Bayesian model selection is also used to determine the optimal copula from several candidates that represent different correlation structures. The proposed approach is demonstrated using a three degrees of freedom spring-mass system. The results show that the proposed approach is capable of quantifying uncertainties in correlated parameters from limited prior information and available observations.</p>
Journal
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- Japanese Journal of JSCE
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Japanese Journal of JSCE 80 (15), n/a-, 2024
Japan Society of Civil Engineers
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Keywords
Details 詳細情報について
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- CRID
- 1390299318848858496
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- ISSN
- 24366021
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- Text Lang
- ja
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- Data Source
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- JaLC
- Crossref
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- Abstract License Flag
- Disallowed