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Bayesian updating with two-step parallel Bayesian optimization and quadrature
DOI:10.1016/j.cma.2022.115735.png)
摘要
En 中文
This work proposes a Bayesian updating approach, called parallel Bayesian optimization and quadrature (PBOQ). It is rooted in Bayesian updating with structural reliability methods (BUS) and offers a coherent Bayesian approach for the BUS analysis by assuming Gaussian process priors. The first step of the method, i.e., parallel Bayesian optimization, effectively explores a constant c in BUS by a novel parallel infill sampling strategy. The second step (parallel Bayesian quadrature) then infers the posterior distribution by another parallel infill sampling strategy using subset simulation. The proposed approach enables to make the fullest use of prior knowledge and parallel computing, resulting in a substantial reduction of the computational burden of model updating. Four numerical examples with varying complexity are investigated for demonstrating the proposed method against several existing methods. The results show the potential benefits by advocating a coherent Bayesian fashion to the BUS analysis.(c) 2022 Elsevier B.V. All rights reserved.
Keyword:
Bayesian model updating
Bayesian optimization
Bayesian quadrature
Gaussian process
Parallel computing
期刊
IF:
7.3
论文数:
1.3W
被引数:
5.6W
机构
引用论文
Transitional markov chain monte carlo method for Bayesian model updating, model class selection, and model averaging用于贝叶斯模型更新,模型类选择和模型平均的过渡马尔可夫链蒙特卡洛方法

