基于 Wasserstein 距离测度的非精确概率模型修正方法

Translated title of the contribution: Imprecise Probabilistic Model Updating Using A Wasserstein Distance-based Uncertainty Quantification Metric

杨乐昌*, 韩东旭, 王丕东

*Corresponding author for this work

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    4 Citations (Scopus)

    Abstract

    Uncertainty factors are usually contained in the mathematical proxy model of complex physical system. In practical engineering problems such as mechanical system reliability optimization design, the key parameters of the model can be calibrated and the model structure can be modified to improve the fidelity of the proxy model. However, for imprecise probabilistic models with mixed uncertainties, the traditional model updating method based on the Euclidean distance is not applicable. To solve this problem, a new model updating method based on the Wasserstein distance measure is proposed, which builds the kernel function based on the Wasserstein distance measure, and uses the geometric properties of Wasserstein distance in P-dimensional parameter space to quantify the differences between different probability distributions. Compared with the existing model updating methods, high-order hyper-parameters of the model can be calibrated to significantly reduce the uncertainty of model structure and parameters. In order to reduce the calculation cost, the approximate Bayesian inference and sliced segmentation technology is further adopted to meet the engineering requirements. The validity of this method for practical engineering problems, such as statics and dynamics, is verified by the constitutive parameter checking problem of forced vibration steel plate and the multidisciplinary uncertainty quantification problem of NASA Langley. © 2022 Editorial Office of Chinese Journal of Mechanical Engineering. All rights reserved.
    Translated title of the contributionImprecise Probabilistic Model Updating Using A Wasserstein Distance-based Uncertainty Quantification Metric
    Original languageChinese (Simplified)
    Pages (from-to)300-311
    Journal机械工程学报
    Volume58
    Issue number24
    DOIs
    Publication statusPublished - Dec 2022

    Research Keywords

    • Wasserstein 距离
    • 贝叶斯方法
    • 非精确概率
    • 不确定性量化
    • 近似推理
    • Wasserstein distance
    • Bayesian methods
    • imprecise probability
    • model updating
    • approximate reasoning

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