The DOI matches its Crossref record; 16 of the 16 references it cites were found in a registry or an index.
Transitional Markov Chain Monte Carlo Method for Bayesian Model Updating, Model Class Selection, and Model Averaging
Abstract
This paper presents a newly developed simulation-based approach for Bayesian model updating, model class selection, and model averaging called the transitional Markov chain Monte Carlo (TMCMC) approach. The idea behind TMCMC is to avoid the problem of sampling from difficult target probability density functions (PDFs) but sampling from a series of intermediate PDFs that converge to the target PDF and are easier to sample. The TMCMC approach is motivated by the adaptive Metropolis–Hastings method developed by Beck and Au in 2002 and is based on Markov chain Monte Carlo. It is shown that TMCMC is able to draw samples from some difficult PDFs (e.g., multimodal PDFs, very peaked PDFs, and PDFs with flat manifold). The TMCMC approach can also estimate evidence of the chosen probabilistic model class conditioning on the measured data, a key component for Bayesian model class selection and model averaging. Three examples are used to demonstrate the effectiveness of the TMCMC approach in Bayesian model updating, model class selection, and model averaging.
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Cites
Hoeting, J. A., Madigan, D., Raftery, A. E., & Volinsky, C. T. (1999) · Statistical Science · doi:10.1214/ss/1009212519 · Cited by 4,118
Bayesian Updating of Structural Models and Reliability using Markov Chain Monte Carlo Simulation
Beck, J. L., & Au, S.-K. (2002) · Journal of Engineering Mechanics · doi:10.1061/(asce)0733-9399(2002)128:4(380 · Cited by 851
Model Selection Using Response Measurements: Bayesian Probabilistic Approach
Beck, J. L., & Yuen, K.-V. (2004) · Journal of Engineering Mechanics · doi:10.1061/(asce)0733-9399(2004)130:2(192 · Cited by 607
Bayesian Probabilistic Approach to Structural Health Monitoring
Vanik, M. W., Beck, J. L., & Au, S. K. (2000) · Journal of Engineering Mechanics · doi:10.1061/(asce)0733-9399(2000)126:7(738 · Cited by 437
Important sampling in high dimensions
Au, S. K., & Beck, J. L. (2003) · Structural Safety · doi:10.1016/s0167-4730(02)00047-4 · Cited by 374
Damage Detection and Assessment of Structures from Static Response
Hjelmstad, K. D., & Shin, S. (1997) · Journal of Engineering Mechanics · doi:10.1061/(asce)0733-9399(1997)123:6(568 · Cited by 182
Monitoring Structural Health Using a Probabilistic Measure
Beck, J. L., Au, S., & Vanik, M. W. (2001) · Computer-Aided Civil and Infrastructure Engineering · doi:10.1111/0885-9507.00209 · Cited by 147
A probabilistic approach to structural model updating
Katafygiotis, L. S., Papadimitriou, C., & Lam, H. (1998) · Soil Dynamics and Earthquake Engineering · doi:10.1016/s0267-7261(98)00008-6 · Cited by 146
Two-Stage Structural Health Monitoring Approach for Phase I Benchmark Studies
Yuen, K., Au, S., & Beck, J. L. (2003) · Journal of Engineering Mechanics · doi:10.1061/(asce)0733-9399(2004)130:1(16 · Cited by 128
Bayesian Analysis of the Phase II IASC–ASCE Structural Health Monitoring Experimental Benchmark Data
Ching, J., & Beck, J. L. (2004) · Journal of Engineering Mechanics · doi:10.1061/(asce)0733-9399(2004)130:10(1233 · Cited by 112
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Cited by
Dealing with uncertainty in model updating for damage assessment: a review
Simoen, E., De Roeck, G., & Lombaert, G. (2015) · Mechanical Systems and Signal Processing · doi:10.1016/j.ymssp.2014.11.001 · Cited by 540
Sampling methods for solving Bayesian model updating problems: A tutorial
Lye, A., Cicirello, A., & Patelli, E. (2021) · Mechanical Systems and Signal Processing · doi:10.1016/j.ymssp.2021.107760 · Cited by 169
On prediction error correlation in Bayesian model updating
Simoen, E., Papadimitriou, C., & Lombaert, G. (2013) · Journal of Sound and Vibration · doi:10.1016/j.jsv.2013.03.019 · Cited by 164
Huang, Y., Beck, J. L., & Li, H. (2017) · Computer Methods in Applied Mechanics and Engineering · doi:10.1016/j.cma.2017.01.030 · Cited by 147
Huang, Y., & Beck, J. L. (2018) · Computer-Aided Civil and Infrastructure Engineering · doi:10.1111/mice.12358 · Cited by 53
Metadata
- Authors
- Ching, J., & Chen, Y.-C.
- Venue
- Journal of Engineering Mechanics
- Published
- 2007-07
- Volume
- 133
- Issue
- 7
- Pages
- 816-832
- ISSN
- 0733-9399 (ISSN-L)
- 1943-7889
- DOI
- 10.1061/(asce)0733-9399(2007)133:7(816
- OpenAlex
- W2087752560
- Cited by
- 837
- References
- 16
- FWCI
- 3.90
- Type
- journal article
- Language
- en
- Open access
- closed
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- Ching, J., & Chen, Y.-C. (2007). Transitional Markov Chain Monte Carlo Method for Bayesian Model Updating, Model Class Selection, and Model Averaging. Journal of Engineering Mechanics. https://doi.org/10.1061/(asce)0733-9399(2007)133%3A7(816
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