Dual sampling method for evaluating uncertainty when updating a Bayesian estimation model of a high-speed railway bridge

IF 9.4 1区 工程技术 Q1 ENGINEERING, INDUSTRIAL
Haruki Yotsui , Kodai Matsuoka , Kiyoyuki Kaito
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引用次数: 0

Abstract

In Bayesian model updating, the parameters and uncertainties of a numerical model are updated with measured values to reproduce the conditions of an existing structure. However, the correlation of updated model parameters makes distortion of the tail space of the joint posterior distribution and uncertainty assessment difficult. To overcome this, a new uncertainty estimation methodology, dual Markov chain Monte Carlo (MCMC) method, is proposed in this study. First, the approximate shape of the joint posterior distribution is estimated and an empirical distribution of the likelihood is obtained by using the MCMC method. Second, the likelihood is transformed by using the obtained empirical distribution, and the tail space is estimated by using the replica exchange Monte Carlo method (REMC). The effectiveness of the proposed methodology is verified in updating a Bayesian structural model of a high-speed railway bridge using bridge acceleration during train passages. The joint posterior distribution of the estimated bridge frequency, modal damping ratio, and support stiffness had a large tail space distortion due to the correlation between each parameter. In general MCMC method, the number of MCMC samples corresponding to tail space is small, making it difficult to estimate the uncertainty. In addition, the model using the lower 5% confidence interval of the posterior distribution, which assumes each parameter to be independent, deviates significantly from the measurement results. On the other hand, the parameter sets expressing the tail space of posterior distribution obtained by proposed dual MCMC are efficiently estimated because the first step information is reflected in the second step sampling process. In addition, experimental results showed that the model updated by the proposed methodology could accurately estimate the resonance speed and evaluate the safety of the measured values while the model updated only by the MCMC method could not accurately estimate.
在贝叶斯模型更新中,数值模型的参数和不确定性会根据测量值进行更新,以重现现有结构的状况。然而,更新模型参数的相关性使得联合后验分布的尾部空间失真,难以进行不确定性评估。为了克服这一问题,本研究提出了一种新的不确定性估计方法--双马尔科夫链蒙特卡罗(MCMC)方法。首先,利用 MCMC 方法估计联合后验分布的近似形状并获得似然的经验分布。其次,利用获得的经验分布对似然进行转换,并利用复制交换蒙特卡罗方法(REMC)估计尾部空间。利用列车通过时的桥梁加速度更新高速铁路桥梁的贝叶斯结构模型,验证了所提方法的有效性。由于各参数之间存在相关性,估计桥梁频率、模态阻尼比和支撑刚度的联合后验分布存在较大的尾部空间畸变。在一般的 MCMC 方法中,尾部空间对应的 MCMC 样本数量较少,因此难以估计不确定性。此外,使用后验分布的下 5%置信区间建立的模型,假设每个参数都是独立的,与测量结果偏差很大。另一方面,由于第一步的信息在第二步的采样过程中得到了反映,因此通过拟议的双 MCMC 得到的表达后验分布尾部空间的参数集可以有效地进行估计。此外,实验结果表明,采用所提方法更新的模型可以准确估计共振速度并评估测量值的安全性,而仅采用 MCMC 方法更新的模型则无法准确估计。
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来源期刊
Reliability Engineering & System Safety
Reliability Engineering & System Safety 管理科学-工程:工业
CiteScore
15.20
自引率
39.50%
发文量
621
审稿时长
67 days
期刊介绍: Elsevier publishes Reliability Engineering & System Safety in association with the European Safety and Reliability Association and the Safety Engineering and Risk Analysis Division. The international journal is devoted to developing and applying methods to enhance the safety and reliability of complex technological systems, like nuclear power plants, chemical plants, hazardous waste facilities, space systems, offshore and maritime systems, transportation systems, constructed infrastructure, and manufacturing plants. The journal normally publishes only articles that involve the analysis of substantive problems related to the reliability of complex systems or present techniques and/or theoretical results that have a discernable relationship to the solution of such problems. An important aim is to balance academic material and practical applications.
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