CONSTRUCTION OF BAYESIAN PREDICTION INTERVALS FOR SMART SYSTEMS

被引:0
作者
Wentworth, Mami T. [1 ]
Smith, Ralph C. [1 ]
机构
[1] N Carolina State Univ, Dept Math, Raleigh, NC 27695 USA
来源
PROCEEDINGS OF THE ASME CONFERENCE ON SMART MATERIALS, ADAPTIVE STRUCTURES, AND INTELLIGENT SYSTEMS - 2013, VOL 1 | 2014年
关键词
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper, we employ adaptive Metropolis algorithms to construct densities for parameters and quantities of interest for models arising in the analysis of smart material structures. In the first step of the construction, MCMC algorithms are used to quantify the uncertainty in parameters due to measurement errors. We then combine uncertainties from the input parameters and measurement errors, and construct prediction intervals for the quantity of interest by propagating uncertainties through the models.
引用
收藏
页数:10
相关论文
共 8 条
  • [1] Adams B., 2004, HIV DYNAMICS MODELIN
  • [2] Data-driven techniques to estimate parameters in the homogenized energy model for shape memory alloys
    Crews, John H.
    Smith, Ralph C.
    Pender, Kyle M.
    Hannen, Jennifer C.
    Buckner, Gregory D.
    [J]. JOURNAL OF INTELLIGENT MATERIAL SYSTEMS AND STRUCTURES, 2012, 23 (17) : 1897 - 1920
  • [3] Gelman A., 1992, Statist. Sci., V7, P457
  • [4] DRAM: Efficient adaptive MCMC
    Haario, Heikki
    Laine, Marko
    Mira, Antonietta
    Saksman, Eero
    [J]. STATISTICS AND COMPUTING, 2006, 16 (04) : 339 - 354
  • [5] Smith R., 2005, Smart Material Systems
  • [6] Smith R. C., UNCERTAINTY IN PRESS
  • [7] Vrugt J., 2008, WATER RES RESOURCES, V44
  • [8] Accelerating Markov Chain Monte Carlo Simulation by Differential Evolution with Self-Adaptive Randomized Subspace Sampling
    Vrugt, Jasper A.
    ter Braak, C. J. F.
    Diks, C. G. H.
    Robinson, Bruce A.
    Hyman, James M.
    Higdon, Dave
    [J]. INTERNATIONAL JOURNAL OF NONLINEAR SCIENCES AND NUMERICAL SIMULATION, 2009, 10 (03) : 273 - 290