• Title/Summary/Keyword: Probabilistic Inference Model

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SHM-based probabilistic representation of wind properties: Bayesian inference and model optimization

  • Ye, X.W.;Yuan, L.;Xi, P.S.;Liu, H.
    • Smart Structures and Systems
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    • v.21 no.5
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    • pp.601-609
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    • 2018
  • The estimated probabilistic model of wind data based on the conventional approach may have high discrepancy compared with the true distribution because of the uncertainty caused by the instrument error and limited monitoring data. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method has been developed in the companion paper and is conducted to formulate the joint probability density function (PDF) of wind speed and direction using the wind monitoring data of the investigated bridge. The established bivariate model of wind speed and direction only represents the features of available wind monitoring data. To characterize the stochastic properties of the wind parameters with the subsequent wind monitoring data, in this study, Bayesian inference approach considering the uncertainty is proposed to update the wind parameters in the bivariate probabilistic model. The slice sampling algorithm of Markov chain Monte Carlo (MCMC) method is applied to establish the multi-dimensional and complex posterior distribution which is analytically intractable. The numerical simulation examples for univariate and bivariate models are carried out to verify the effectiveness of the proposed method. In addition, the proposed Bayesian inference approach is used to update and optimize the parameters in the bivariate model using the wind monitoring data from the investigated bridge. The results indicate that the proposed Bayesian inference approach is feasible and can be employed to predict the bivariate distribution of wind speed and direction with limited monitoring 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.

A Probabilistic Tracking Mechanism for Luxury Purchase Implemented by Hidden Markov Model, Bayesian Inference, Customer Satisfaction and Net Promoter Score (고객만족, NPS, Bayesian Inference 및 Hidden Markov Model로 구현하는 명품구매에 관한 확률적 추적 메카니즘)

  • Hwang, Sun Ju;Rhee, Jung Soo
    • Journal of Korea Society of Industrial Information Systems
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    • v.23 no.6
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    • pp.79-94
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    • 2018
  • The purpose of this study is to specify a probabilistic tracking mechanism for customer luxury purchase implemented by hidden Markov model, Bayesian inference, customer satisfaction and net promoter score. In this paper, we have designed a probabilistic model based on customer's actual data containing purchase or non-purchase states by tracking the SPC chain : customer satisfaction -> customer referral -> purchase/non-purchase. By applying hidden Markov model and Viterbi algorithm to marketing theory, we have developed the statistical model related to probability theories and have found the best purchase pattern scenario from customer's purchase records.

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.

A Study on the Computational Model of Word Sense Disambiguation, based on Corpora and Experiments on Native Speaker's Intuition (직관 실험 및 코퍼스를 바탕으로 한 의미 중의성 해소 계산 모형 연구)

  • Kim, Dong-Sung;Choe, Jae-Woong
    • Korean Journal of Cognitive Science
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    • v.17 no.4
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    • pp.303-321
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    • 2006
  • According to Harris'(1966) distributional hypothesis, understanding the meaning of a word is thought to be dependent on its context. Under this hypothesis about human language ability, this paper proposes a computational model for native speaker's language processing mechanism concerning word sense disambiguation, based on two sets of experiments. Among the three computational models discussed in this paper, namely, the logic model, the probabilistic model, and the probabilistic inference model, the experiment shows that the logic model is first applied fer semantic disambiguation of the key word. Nexr, if the logic model fails to apply, then the probabilistic model becomes most relevant. The three models were also compared with the test results in terms of Pearson correlation coefficient value. It turns out that the logic model best explains the human decision behaviour on the ambiguous words, and the probabilistic inference model tomes next. The experiment consists of two pans; one involves 30 sentences extracted from 1 million graphic-word corpus, and the result shows the agreement rate anong native speakers is at 98% in terms of word sense disambiguation. The other pm of the experiment, which was designed to exclude the logic model effect, is composed of 50 cleft sentences.

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A Probabilistic Tensor Factorization approach for Missing Data Inference in Mobile Crowd-Sensing

  • Akter, Shathee;Yoon, Seokhoon
    • International Journal of Internet, Broadcasting and Communication
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    • v.13 no.3
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    • pp.63-72
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    • 2021
  • Mobile crowd-sensing (MCS) is a promising sensing paradigm that leverages mobile users with smart devices to perform large-scale sensing tasks in order to provide services to specific applications in various domains. However, MCS sensing tasks may not always be successfully completed or timely completed for various reasons, such as accidentally leaving the tasks incomplete by the users, asynchronous transmission, or connection errors. This results in missing sensing data at specific locations and times, which can degrade the performance of the applications and lead to serious casualties. Therefore, in this paper, we propose a missing data inference approach, called missing data approximation with probabilistic tensor factorization (MDI-PTF), to approximate the missing values as closely as possible to the actual values while taking asynchronous data transmission time and different sensing locations of the mobile users into account. The proposed method first normalizes the data to limit the range of the possible values. Next, a probabilistic model of tensor factorization is formulated, and finally, the data are approximated using the gradient descent method. The performance of the proposed algorithm is verified by conducting simulations under various situations using different datasets.

Probabilistic-based assessment of composite steel-concrete structures through an innovative framework

  • Matos, Jose C.;Valente, Isabel B.;Cruz, Paulo J.S.;Moreira, Vicente N.
    • Steel and Composite Structures
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    • v.20 no.6
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    • pp.1345-1368
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    • 2016
  • This paper presents the probabilistic-based assessment of composite steel-concrete structures through an innovative framework. This framework combines model identification and reliability assessment procedures. The paper starts by describing current structural assessment algorithms and the most relevant uncertainty sources. The developed model identification algorithm is then presented. During this procedure, the model parameters are automatically adjusted, so that the numerical results best fit the experimental data. Modelling and measurement errors are respectively incorporated in this algorithm. The reliability assessment procedure aims to assess the structure performance, considering randomness in model parameters. Since monitoring and characterization tests are common measures to control and acquire information about those parameters, a Bayesian inference procedure is incorporated to update the reliability assessment. The framework is then tested with a set of composite steel-concrete beams, which behavior is complex. The experimental tests, as well as the developed numerical model and the obtained results from the proposed framework, are respectively present.

Probabilistic Time Series Forecast of VLOC Model Using Bayesian Inference (베이지안 추론을 이용한 VLOC 모형선 구조응답의 확률론적 시계열 예측)

  • Son, Jaehyeon;Kim, Yooil
    • Journal of the Society of Naval Architects of Korea
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    • v.57 no.5
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    • pp.305-311
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    • 2020
  • This study presents a probabilistic time series forecast of ship structural response using Bayesian inference combined with Volterra linear model. The structural response of a ship exposed to irregular wave excitation was represented by a linear Volterra model and unknown uncertainties were taken care by probability distribution of time series. To achieve the goal, Volterra series of first order was expanded to a linear combination of Laguerre functions and the probability distribution of Laguerre coefficients is estimated using the prepared data by treating Laguerre coefficients as random variables. In order to check the validity of the proposed methodology, it was applied to a linear oscillator model containing damping uncertainties, and also applied to model test data obtained by segmented hull model of 400,000 DWT VLOC as a practical problem.

Closed-form fragility analysis of the steel moment resisting frames

  • Kia, M.;Banazadeh, M.
    • Steel and Composite Structures
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    • v.21 no.1
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    • pp.93-107
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    • 2016
  • Seismic fragility analysis is a probabilistic decision-making framework which is widely implemented for evaluating vulnerability of a building under earthquake loading. It requires ingredient named probabilistic model and commonly developed using statistics requiring collecting data in large quantities. Preparation of such a data-base is often costly and time-consuming. Therefore, in this paper, by developing generic seismic drift demand model for regular-multi-story steel moment resisting frames is tried to present a novel application of the probabilistic decision-making analysis to practical purposes. To this end, a demand model which is a linear function of intensity measure in logarithmic space is developed to predict overall maximum inter-story drift. Next, the model is coupled with a set of regression-based equations which are capable of directly estimating unknown statistical characteristics of the model parameters.To explicitly address uncertainties arise from randomness and lack of knowledge, the Bayesian regression inference is employed, when these relations are developed. The developed demand model is then employed in a Seismic Fragility Analysis (SFA) for two designed building. The accuracy of the results is also assessed by comparison with the results directly obtained from Incremental Dynamic analysis.