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Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework
- 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.
- Subjects :
- Statistics and Probability
Computer science
Bayesian probability
Kernel density estimation
01 natural sciences
Field (computer science)
[SPI]Engineering Sciences [physics]
010104 statistics & probability
[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]
0502 economics and business
Statistical inference
0101 mathematics
Uncertainty quantification
050205 econometrics
Random field
Stochastic process
05 social sciences
[SPI.MECA]Engineering Sciences [physics]/Mechanics [physics.med-ph]
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Computational Mathematics
Bayesian framework
Statistics, Probability and Uncertainty
Likelihood function
Algorithm
Subjects
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