• Title/Summary/Keyword: Bayesian Updating

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Numerical Bayesian updating of prior distributions for concrete strength properties considering conformity control

  • Caspeele, Robby;Taerwe, Luc
    • Advances in concrete construction
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    • v.1 no.1
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    • pp.85-102
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    • 2013
  • Prior concrete strength distributions can be updated by using direct information from test results as well as by taking into account indirect information due to conformity control. Due to the filtering effect of conformity control, the distribution of the material property in the accepted inspected lots will have lower fraction defectives in comparison to the distribution of the entire production (before or without inspection). A methodology is presented to quantify this influence in a Bayesian framework based on prior knowledge with respect to the hyperparameters of concrete strength distributions. An algorithm is presented in order to update prior distributions through numerical integration, taking into account the operating characteristic of the applied conformity criteria, calculated based on Monte Carlo simulations. Different examples are given to derive suitable hyperparameters for incoming strength distributions of concrete offered for conformity assessment, using updated available prior information, maximum-likelihood estimators or a bootstrap procedure. Furthermore, the updating procedure based on direct as well as indirect information obtained by conformity assessment is illustrated and used to quantify the filtering effect of conformity criteria on concrete strength distributions in case of a specific set of conformity criteria.

Stochastic upscaling via linear Bayesian updating

  • Sarfaraz, Sadiq M.;Rosic, Bojana V.;Matthies, Hermann G.;Ibrahimbegovic, Adnan
    • Coupled systems mechanics
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    • v.7 no.2
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    • pp.211-232
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    • 2018
  • In this work we present an upscaling technique for multi-scale computations based on a stochastic model calibration technique. We consider a coarse-scale continuum material model described in the framework of generalized standard materials. The model parameters are considered uncertain, and are determined in a Bayesian framework for the given fine scale data in a form of stored energy and dissipation potential. The proposed stochastic upscaling approach is independent w.r.t. the choice of models on coarse and fine scales. Simple numerical examples are shown to demonstrate the ability of the proposed approach to calibrate coarse scale elastic and inelastic material parameters.

A PNN approach for combining multiple forecasts (예측치 결합을 위한 PNN 접근방법)

  • Jun, Duk-Bin;Shin, Hyo-Duk;Lee, Jung-Jin
    • Journal of Korean Institute of Industrial Engineers
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    • v.26 no.3
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    • pp.193-199
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    • 2000
  • In many studies, considerable attention has been focussed upon choosing a model which represents underlying process of time series and forecasting the future. In the real world, however, there may be some cases that one model can not reflect all the characteristics of original time series. Under such circumstances, we may get better performance by combining the forecasts from several models. The most popular methods for combining forecasts involve taking a weighted average of multiple forecasts. But the weights are usually unstable. In cases the assumptions of normality and unbiasedness for forecast errors are satisfied, a Bayesian method can be used for updating the weights. In the real world, however, there are many circumstances the Bayesian method is not appropriate. This paper proposes a PNN(Probabilistic Neural Net) approach as a method for combining forecasts that can be applied when the assumption of normality or unbiasedness for forecast errors is not satisfied. In this paper, PNN method, which is similar to Bayesian approach, is suggested as an updating method of the unstable weights in the combination of the forecasts. The PNN method has been usually used in the field of pattern recognition. Unlike the Bayesian approach, it requires no assumption of a specific prior distribution because it gets probabilities by using the distribution estimated from given data. Empirical results reveal that the PNN method offers superior predictive capabilities.

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Bayesian model updating for the corrosion fatigue crack growth rate of Ni-base alloy X-750

  • Yoon, Jae Young;Lee, Tae Hyun;Ryu, Kyung Ha;Kim, Yong Jin;Kim, Sung Hyun;Park, Jong Won
    • Nuclear Engineering and Technology
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    • v.53 no.1
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    • pp.304-313
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    • 2021
  • Nickel base Alloy X-750, which is used as fastener parts in light-water reactor (LWR), has experienced many failures by environmentally assisted cracking (EAC). In order to improve the reliability of passive components for nuclear power plants (NPP's), it is necessary to study the failure mechanism and to predict crack growth behavior by developing a probabilistic failure model. In this study, The Bayesian inference was employed to reduce the uncertainties contained in EAC modeling parameters that have been established from experiments with Alloy X-750. Corrosion fatigue crack growth rate model (FCGR) was developed by fitting into Paris' Law of measured data from the several fatigue tests conducted either in constant load or constant ΔK mode. These parameters characterizing the corrosion fatigue crack growth behavior of X-750 were successfully updated to reduce the uncertainty in the model by using the Bayesian inference method. It is demonstrated that probabilistic failure models for passive components can be developed by updating a laboratory model with field-inspection data, when crack growth rates (CGRs) are low and multiple inspections can be made prior to the component failure.

Higher Order Conditionalization and Undermining (고차 조건화와 믿음 기반 약화)

  • Park, Ilho
    • Korean Journal of Logic
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    • v.18 no.2
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    • pp.167-195
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    • 2015
  • This paper aims to respond to Weisberg's claim that the standard Bayesian epistemology cannot model an agent's belief updating that is triggered by some undermining evidence. Our epistemological intuition seems to require that the undermining evidence decreases some particular relevant credences. According to Weisberg, however, such a belief change cannot result from the standard Bayesian belief updating rules-i.e., (Jeffrey) Conditionalization. This is because probabilistic independence between some propositions is preserved under (Jeffrey) Conditionalization on the relevant evidence. Yet I will show in this paper that this conclusion is somewhat hasty. In particular, I will show that there is another version of Conditionalization and that when one updates her credences by means of such a version, the belief updating originated in undermining evidence can be well modeled in the Bayesian framework. Some authors often call the version Higher Order Conditionalization.

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Realistic Estimation Method of Compressive Strength in Concrete Structure (콘크리트 구조물의 합리적인 압축강도 추정기법 연구)

  • Oh, Byung-Hwan;Yang, In-Hwan
    • Magazine of the Korea Concrete Institute
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    • v.11 no.2
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    • pp.241-249
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    • 1999
  • To estimate the compressive strength of concrete more realistically, relative large number of data are necessary. However, it is very common in practice that only limited data are available. The purpose of the present paper is therefore to propose a realistic method to estimate the compressive strength of concrete with limited data in actual site. The Bayesian method of statistical analysis has been applied to the problem of the estimation of compressive strength of concrete. The mean compressive strength is considered as the random parameter and a prior distribution is selected to enable updating of the Bayesian distribution of compressive strength of concrete reflecting both existing data and sampling observations. The updating of the Bayesian distribution with increasing data is illustrated in numerical application. It is shown that by combining prior estimation with information from site observation, more precise estimation is possible with relatively small sampling. It is also seen that the contribution of the prior in determining the posterior distribution depends on its sharpness or flatness in relation to the sharpness or flatness of the likelihood function. The present paper allows more realistic determination of concrete strength in site with limited data.

Probabilistic Approach for Predicting Degradation Characteristics of Corrosion Fatigue Crack (환경피로균열 열화특성 예측을 위한 확률론적 접근)

  • Lee, Taehyun;Yoon, Jae Young;Ryu, KyungHa;Park, Jong Won
    • Journal of Applied Reliability
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    • v.18 no.3
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    • pp.271-279
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    • 2018
  • Purpose: Probabilistic safety analysis was performed to enhance the safety and reliability of nuclear power plants because traditional deterministic approach has limitations in predicting the risk of failure by crack growth. The study introduces a probabilistic approach to establish a basis for probabilistic safety assessment of passive components. Methods: For probabilistic modeling of fatigue crack growth rate (FCGR), various FCGR tests were performed either under constant load amplitude or constant ${\Delta}K$ conditions by using heat treated X-750 at low temperature with adequate cathodic polarization. Bayesian inference was employed to update uncertainties of the FCGR model using additional information obtained from constant ${\Delta}K$ tests. Results: Four steps of Bayesian parameter updating were performed using constant ${\Delta}K$ test results. The standard deviation of the final posterior distribution was decreased by a factor of 10 comparing with that of the prior distribution. Conclusion: The method for developing a probabilistic crack growth model has been designed and demonstrated, in the paper. Alloy X-750 has been used for corrosion fatigue crack growth experiments and modeling. The uncertainties of parameters in the FCGR model were successfully reduced using the Bayesian inference whenever the updating was performed.

Structural modal identification and MCMC-based model updating by a Bayesian approach

  • Zhang, F.L.;Yang, Y.P.;Ye, X.W.;Yang, J.H.;Han, B.K.
    • Smart Structures and Systems
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    • v.24 no.5
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    • pp.631-639
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    • 2019
  • Finite element analysis is one of the important methods to study the structural performance. Due to the simplification, discretization and error of structural parameters, numerical model errors always exist. Besides, structural characteristics may also change because of material aging, structural damage, etc., making the initial finite element model cannot simulate the operational response of the structure accurately. Based on Bayesian methods, the initial model can be updated to obtain a more accurate numerical model. This paper presents the work on the field test, modal identification and model updating of a Chinese reinforced concrete pagoda. Based on the ambient vibration test, the acceleration response of the structure under operational environment was collected. The first six translational modes of the structure were identified by the enhanced frequency domain decomposition method. The initial finite element model of the pagoda was established, and the elastic modulus of columns, beams and slabs were selected as model parameters to be updated. Assuming the error between the measured mode and the calculated one follows a Gaussian distribution, the posterior probability density function (PDF) of the parameter to be updated is obtained and the uncertainty is quantitatively evaluated based on the Bayesian statistical theory and the Metropolis-Hastings algorithm, and then the optimal values of model parameters can be obtained. The results show that the difference between the calculated frequency of the finite element model and the measured one is reduced, and the modal correlation of the mode shape is improved. The updated numerical model can be used to evaluate the safety of the structure as a benchmark model for structural health monitoring (SHM).

INCORPORATING PRIOR BELIEF IN THE GENERAL PATH MODEL: A COMPARISON OF INFORMATION SOURCES

  • Coble, Jamie;Hines, J. W esley
    • Nuclear Engineering and Technology
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    • v.46 no.6
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    • pp.773-782
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    • 2014
  • The general path model (GPM) is one approach for performing degradation-based, or Type III, prognostics. The GPM fits a parametric function to the collected observations of a prognostic parameter and extrapolates the fit to a failure threshold. This approach has been successfully applied to a variety of systems when a sufficient number of prognostic parameter observations are available. However, the parametric fit can suffer significantly when few data are available or the data are very noisy. In these instances, it is beneficial to include additional information to influence the fit to conform to a prior belief about the evolution of system degradation. Bayesian statistical approaches have been proposed to include prior information in the form of distributions of expected model parameters. This requires a number of run-to-failure cases with tracked prognostic parameters; these data may not be readily available for many systems. Reliability information and stressor-based (Type I and Type II, respectively) prognostic estimates can provide the necessary prior belief for the GPM. This article presents the Bayesian updating framework to include prior information in the GPM and compares the efficacy of including different information sources on two data sets.