Title: Metropolis–Hastings and Slice Sampling for Finite Element Updating
Abstract:In this chapter, Markov chain Monte Carlo (MCMC) and Bayesian statistics are used for finite element model updating. MCMC is a statistical procedure for computationally sampling a probability distribu...In this chapter, Markov chain Monte Carlo (MCMC) and Bayesian statistics are used for finite element model updating. MCMC is a statistical procedure for computationally sampling a probability distribution function based on the Markov process, random walk and Monte Carlo simulation. Two approaches are used to update a finite element model of a mechanical structure: Metropolis–Hastings and slice sampling. The slice sampling technique is a simple method that offers an adaptive step size, which is automatically adjusted to match the characteristics of the posterior distribution function. The slice sampling method is operated by sampling uniformly from the area under the posterior distribution function.Read More
Publication Year: 2016
Publication Date: 2016-10-18
Language: en
Type: other
Indexed In: ['crossref']
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