Comparison of Numerical Approaches to Bayesian Updating
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21110%2F16%3A00239591" target="_blank" >RIV/68407700:21110/16:00239591 - isvavai.cz</a>
Result on the web
<a href="http://link.springer.com/chapter/10.1007%2F978-3-319-27996-1_16" target="_blank" >http://link.springer.com/chapter/10.1007%2F978-3-319-27996-1_16</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-319-27996-1_16" target="_blank" >10.1007/978-3-319-27996-1_16</a>
Alternative languages
Result language
angličtina
Original language name
Comparison of Numerical Approaches to Bayesian Updating
Original language description
This paper investigates the Bayesian process of identifying unknown model parameters given prior information and a set of noisy measurement data. There are two approaches being adopted in this research: one that uses the classical formula for measures and probability densities and one that leaves the underlying measure unchanged and updates the relevant random variable. The former is numerically tackled by a Markov chain Monte Carlo procedure based on the Metropolis-Hastings algorithm, whereas the latter is implemented via the ensemble/square root ensemble Kalman filters, as well as the functional approximation approaches in the form of the polynomial chaos based linear Bayesian filter and its corresponding square root algorithm. The study attempts to show the principal differences between full and linear Bayesian updates when a direct or a transformed version of measurements are taken into consideration. In this regard the comparison of both strategies is provided on the example of a steady state diffusion equation with nonlinear and transformed linear measurement operators.
Czech name
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Czech description
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Classification
Type
C - Chapter in a specialist book
CEP classification
JM - Structural engineering
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Book/collection name
Computational Methods for Solids and Fluids
ISBN
978-3-319-27996-1
Number of pages of the result
36
Pages from-to
427-462
Number of pages of the book
497
Publisher name
Springer International Publishing
Place of publication
Cham
UT code for WoS chapter
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