Reference : Identification of Bayesian posteriors for coefficients of chaos expansions
Scientific journals : Article
Engineering, computing & technology : Mechanical engineering
http://hdl.handle.net/2268/102826
Identification of Bayesian posteriors for coefficients of chaos expansions
English
Arnst, Maarten [University of Southern California > Department of Civil and Environmental Engineering > > >]
Ghanem, Roger mailto [University of Southern California > Department of Civil and Environmental Engineering > > >]
Soize, Christian mailto [Université Paris-Est > Laboratoire de Modélisation et Simulation Multi Echelle > > >]
1-May-2010
Journal of Computational Physics
Academic Press
229
9
3134-3154
Yes (verified by ORBi)
International
0021-9991
[en] Stochastic inversion ; Identification ; Bayesian
[en] This article is concerned with the identification of probabilistic characterizations of random variables and fields from experimental data. The data used for the identification consist of measurements of several realizations of the uncertain quantities that must be characterized. The random variables and fields are approximated by a polynomial chaos expansion, and the coefficients of this expansion are viewed as unknown parameters to be identified. It is shown how the Bayesian paradigm can be applied to formulate and solve the inverse problem. The estimated polynomial chaos coefficients are hereby themselves characterized as random variables whose probability density function is the Bayesian posterior. This allows to quantify the impact of missing experimental information on the accuracy of the identified coefficients, as well as on subsequent predictions. An illustration in stochastic aeroelastic stability analysis is provided to demonstrate the proposed methodology.
http://hdl.handle.net/2268/102826
10.1016/j.jcp.2009.12.033

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