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Calculation of Posterior Probabilities for Bayesian Model Class Assessment and Averaging from Posterior Samples Based on Dynamic System Data

Cheung, Sai Hung and Beck, James L. (2010) Calculation of Posterior Probabilities for Bayesian Model Class Assessment and Averaging from Posterior Samples Based on Dynamic System Data. Computer-Aided Civil and Infrastructure Engineering, 25 (5). pp. 304-321. ISSN 1093-9687 . http://resolver.caltech.edu/CaltechAUTHORS:20100602-100355183

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Abstract

In recent years, Bayesian model updating techniques based on dynamic data have been applied in system identification and structural health monitoring. Because of modeling uncertainty, a set of competing candidate model classes may be available to represent a system and it is then desirable to assess the plausibility of each model class based on system data. Bayesian model class assessment may then be used, which is based on the posterior probability of the different candidates for representing the system. If more than one model class has significant posterior probability, then Bayesian model class averaging provides a coherent mechanism to incorporate all of these model classes in making probabilistic predictions for the system response. This Bayesian model assessment and averaging requires calculation of the evidence for each model class based on the system data, which requires the evaluation of a multi-dimensional integral involving the product of the likelihood and prior defined by the model class. In this article, a general method for calculating the evidence is proposed based on using posterior samples from any Markov Chain Monte Carlo algorithm. The effectiveness of the proposed method is illustrated by Bayesian model updating and assessment using simulated earthquake data from a ten-story nonclassically damped building responding linearly and a four-story building responding inelastically.


Item Type:Article
Related URLs:
URLURL TypeDescription
http://dx.doi.org/10.1111/j.1467-8667.2009.00642.xDOIUNSPECIFIED
http://www3.interscience.wiley.com/journal/123279001/abstractPublisherUNSPECIFIED
Additional Information:© 2010 Computer-Aided Civil and Infrastructure Engineering. Published Online: 10 Feb 2010.
Record Number:CaltechAUTHORS:20100602-100355183
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:20100602-100355183
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:18515
Collection:CaltechAUTHORS
Deposited By: Tony Diaz
Deposited On:18 Jun 2010 17:09
Last Modified:26 Dec 2012 12:05

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