Bayesian inference with subset simulation: strategies and improvements

DOI10.1016/j.cma.2017.11.021zbMath1439.62080OpenAlexW2775071443MaRDI QIDQ2310696

Daniel Straub, Wolfgang Betz, James L. Beck, Iason Papaioannou

Publication date: 6 April 2020

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://resolver.caltech.edu/CaltechAUTHORS:20171206-101213438

zbMATH Keywords

MCMCstructural reliabilityBayesian updatingsubset simulationBUSBayesian model class selection

Mathematics Subject Classification ID

Bayesian inference (62F15) Reliability and life testing (62N05) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)

Related Items (13)

Bayesian inversion using adaptive polynomial chaos kriging within subset simulation ⋮ Nonlinear model updating through a hierarchical Bayesian modeling framework ⋮ Variational Bayesian approximation of inverse problems using sparse precision matrices ⋮ BUAK-AIS: efficient Bayesian updating with active learning kriging-based adaptive importance sampling ⋮ Bayesian identification and model comparison for random property fields derived from material microstructure ⋮ Bayesian updating with two-step parallel Bayesian optimization and quadrature ⋮ A robust method for reliability updating with equality information using sequential adaptive importance sampling ⋮ Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method ⋮ Bayesian structural identification using Gaussian process discrepancy models ⋮ Bayesian inference of random fields represented with the Karhunen-Loève expansion ⋮ A patching algorithm for conditional random fields in modeling material properties ⋮ Modelling of spatial variability of soil undrained shear strength by conditional random fields for slope reliability analysis ⋮ Bayesian updating and marginal likelihood estimation by cross entropy based importance sampling

Uses Software

• CODA
• ABC-SubSim

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion
• Exponential convergence of Langevin distributions and their discrete approximations
• Bayesian model selection and model averaging
• Bayesian updating and model class selection with subset simulation
• Bayesian updating with subset simulation using artificial neural networks
• Componentwise adaptation for high dimensional MCMC
• Approximate Bayesian Computation by Subset Simulation
• Engineering Risk Assessment

This page was built for publication: Bayesian inference with subset simulation: strategies and improvements