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An efficient Bayesian updating framework for characterizing the posterior failure probability
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DOI：10.1016/j.ymssp.2024.111768.png)
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摘要
En 中文
Bayesian updating plays an important role in reducing epistemic uncertainty and making more reliable predictions of the structural failure probability. In this context, it should be noted that the posterior failure probability conditional on the updated uncertain parameters becomes a random variable itself. Hence, characterizing the statistical properties of the posterior failure probability is important, yet challenging task for risk-based decision-making. In this study, an efficient framework is proposed to fully characterize the statistical properties of the posterior failure probability. The framework is based on the concept of Bayesian updating and keeps the effect of aleatory and epistemic uncertainty separated. To improve the efficiency of the proposed framework, a weighted sparse grid numerical integration is suggested to evaluate the first three raw moments of the corresponding posterior reliability index. This enables the reuse of evaluation results stemming from previous analyses. In addition, the proposed framework employs the shifted lognormal distribution to approximate the probability distribution of the posterior reliability index, from which the mean, quantile, and even the distribution of the posterior failure probability can be easily obtained in closed form. Four examples illustrate the efficiency and accuracy of the proposed method, and results generated with Markov Chain Monte Carlo combined with plain Monte Carlo simulation are employed as a reference.
Keyword:
Bayesian updating
Posterior failure probability
Sparse grid numerical integration
Shifted lognormal distribution
期刊
IF:
8.9
论文数:
1.3W
被引数:
6.6W
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引用论文
Bayesian updating of structural models and reliability using Markov chain Monte Carlo simulation
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