The estimation of model parameters is an important subject in engineering.In this area of work,the prevailing approach is to estimate or calculate these as deterministic parameters.In this study,we consider the model ...The estimation of model parameters is an important subject in engineering.In this area of work,the prevailing approach is to estimate or calculate these as deterministic parameters.In this study,we consider the model parameters from the perspective of random variables and describe the general form of the parameter distribution inference problem.Under this framework,we propose an ensemble Bayesian method by introducing Bayesian inference and the Markov chain Monte Carlo(MCMC)method.Experiments on a finite cylindrical reactor and a 2D IAEA benchmark problem show that the proposed method converges quickly and can estimate parameters effectively,even for several correlated parameters simultaneously.Our experiments include cases of engineering software calls,demonstrating that the method can be applied to engineering,such as nuclear reactor engineering.展开更多
The objective of this paper is to present a Bayesian approach based on Kullback- Leibler divergence for assessing local influence in a growth curve model with general co- variance structure. Under certain prior distri...The objective of this paper is to present a Bayesian approach based on Kullback- Leibler divergence for assessing local influence in a growth curve model with general co- variance structure. Under certain prior distribution assumption, the Kullback-Leibler di- vergence is used to measure the influence of some minor perturbation on the posterior distribution of unknown parameter. This leads to the diagnostic statistic for detecting which response is locally influential. As an application, the common covariance-weighted perturbation scheme is thoroughly considered.展开更多
文章提出基于贝叶斯推理的结构非线性概率模型参数估计方法,结合非线性参数的后验概率分布估计结果,实现结构在动力荷载作用下的失效概率预测。利用结构实测加速度响应作为输入,构建贝叶斯推理的似然函数,采用过渡马尔可夫蒙特卡洛(tran...文章提出基于贝叶斯推理的结构非线性概率模型参数估计方法,结合非线性参数的后验概率分布估计结果,实现结构在动力荷载作用下的失效概率预测。利用结构实测加速度响应作为输入,构建贝叶斯推理的似然函数,采用过渡马尔可夫蒙特卡洛(transitional Markov chain Monte Carlo,TMCMC)算法估计非线性概率模型参数的后验概率分布。当模型参数的后验概率分布被计算之后,利用更新后的参数后验概率分布作为输入,通过随机抽样算法预测结构在动力荷载作用下的失效概率。为验证方法的可行性,对地震荷载作用下的5层钢框架结构进行数值模拟,通过钢框架结构的缩尺振动台试验进一步验证该方法的有效性。研究结果表明:该方法能够准确实现非线性模型参数的后验概率密度计算,能够对结构在地震荷载下的失效概率进行有效预测。展开更多
基金partially sponsored by the Natural Science Foundation of Shanghai(No.23ZR1429300)the Innovation Fund of CNNC(Lingchuang Fund)。
文摘The estimation of model parameters is an important subject in engineering.In this area of work,the prevailing approach is to estimate or calculate these as deterministic parameters.In this study,we consider the model parameters from the perspective of random variables and describe the general form of the parameter distribution inference problem.Under this framework,we propose an ensemble Bayesian method by introducing Bayesian inference and the Markov chain Monte Carlo(MCMC)method.Experiments on a finite cylindrical reactor and a 2D IAEA benchmark problem show that the proposed method converges quickly and can estimate parameters effectively,even for several correlated parameters simultaneously.Our experiments include cases of engineering software calls,demonstrating that the method can be applied to engineering,such as nuclear reactor engineering.
基金Supported by the fund of the Yunnan Education Committee!(NO.9941072)
文摘The objective of this paper is to present a Bayesian approach based on Kullback- Leibler divergence for assessing local influence in a growth curve model with general co- variance structure. Under certain prior distribution assumption, the Kullback-Leibler di- vergence is used to measure the influence of some minor perturbation on the posterior distribution of unknown parameter. This leads to the diagnostic statistic for detecting which response is locally influential. As an application, the common covariance-weighted perturbation scheme is thoroughly considered.
文摘文章提出基于贝叶斯推理的结构非线性概率模型参数估计方法,结合非线性参数的后验概率分布估计结果,实现结构在动力荷载作用下的失效概率预测。利用结构实测加速度响应作为输入,构建贝叶斯推理的似然函数,采用过渡马尔可夫蒙特卡洛(transitional Markov chain Monte Carlo,TMCMC)算法估计非线性概率模型参数的后验概率分布。当模型参数的后验概率分布被计算之后,利用更新后的参数后验概率分布作为输入,通过随机抽样算法预测结构在动力荷载作用下的失效概率。为验证方法的可行性,对地震荷载作用下的5层钢框架结构进行数值模拟,通过钢框架结构的缩尺振动台试验进一步验证该方法的有效性。研究结果表明:该方法能够准确实现非线性模型参数的后验概率密度计算,能够对结构在地震荷载下的失效概率进行有效预测。
