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Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework

Authors :
Christian Soize
Guillaume Perrin
DAM Île-de-France (DAM/DIF)
Direction des Applications Militaires (DAM)
Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Commissariat à l'énergie atomique et aux énergies alternatives (CEA)
Laboratoire de Modélisation et Simulation Multi Echelle (MSME)
Université Paris-Est Marne-la-Vallée (UPEM)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS)
CEA DAM DIF
Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Université Paris-Est Marne-la-Vallée (UPEM)
Source :
Computational Statistics, Computational Statistics, 2020, 35, pp.111-133. ⟨10.1007/s00180-019-00936-5⟩, Computational Statistics, Springer Verlag, In press, 35, pp.111-133. ⟨10.1007/s00180-019-00936-5⟩, Computational Statistics, Springer Verlag, 2020, 35, pp.111-133. ⟨10.1007/s00180-019-00936-5⟩
Publication Year :
2019
Publisher :
Springer Science and Business Media LLC, 2019.

Abstract

International audience; This work considers the challenging problem of identifying the statistical properties of random fields from indirect observations. To this end, a Bayesian approach is introduced, whose key step is the nonparametric approximation of the likelihood function from limited information. When the likelihood function is based on the evaluation of an expensive computer code, this work also proposes a method to select iteratively new design points to reduce the uncertainties on the results that are due to the approximation of the likelihood. Two applications are finally presented to illustrate the efficiency of the proposed procedure: a first one based on analytic data, and a second one dealing with the identification of the random elasticity field of an heterogeneous microstructure.

Details

ISSN :
16139658 and 09434062
Volume :
35
Database :
OpenAIRE
Journal :
Computational Statistics
Accession number :
edsair.doi.dedup.....8316c81c67591b3d2d6866235316f164
Full Text :
https://doi.org/10.1007/s00180-019-00936-5