Adaptive approximate Bayesian computation by subset simulation for structural model calibration

被引:10
|
作者
Barros, Jose [1 ,2 ]
Chiachio, Manuel [2 ,3 ]
Chiachio, Juan [2 ,3 ]
Cabanilla, Frank [1 ]
机构
[1] Catholic Univ Santiago Guayaquil, Fac Engn, Guayaquil, Ecuador
[2] Univ Granada, Dept Struct Mech & Hydraul Engn, Granada, Spain
[3] Andalusian Res Inst Data Sci & Computat Intellige, Granada, Spain
关键词
CHAIN MONTE-CARLO; PARAMETER-ESTIMATION; SELECTION; ELEMENT; INFERENCE;
D O I
10.1111/mice.12762
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
This paper provides a new approximate Bayesian computation (ABC) algorithm with reduced hyper-parameter scaling and its application to nonlinear structural model calibration problems. The algorithm initially takes the ABC-SubSim algorithm structure and sequentially estimates the algorithm hyper-parameter by autonomous adaptation following a Markov chain approach, thus avoiding the error associated to modeler's choice for these hyper-parameters. The resulting algorithm, named A2BC-SubSim, simplifies the application of ABC-SubSim method for new users while ensuring better measure of accuracy in the posterior distribution and improved computational efficiency. A first numerical application example is provided for illustration purposes and to provide a comparative and sensitivity analysis of the algorithm with respect to initial ABC-SubSim algorithm. Moreover, the efficiency of the method is demonstrated in two nonlinear structural calibration case studies where the A2BC-SubSim is used as a tool to infer structural parameters with quantified uncertainty based on test data. The results confirm the suitability of the method to tackle with a real-life damage parameter inference and its superiority in relation to the original ABC-SubSim.
引用
收藏
页码:726 / 745
页数:20
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