Model Selection Using Response Measurements: Bayesian Probabilistic Approach
Top Cited Papers
- 1 February 2004
- journal article
- Published by American Society of Civil Engineers (ASCE) in Journal of Engineering Mechanics
- Vol. 130 (2) , 192-203
- https://doi.org/10.1061/(asce)0733-9399(2004)130:2(192)
Abstract
A Bayesian probabilistic approach is presented for selecting the most plausible class of models for a structural or mechanical system within some specified set of model classes, based on system response data. The crux of the approach is to rank the classes of models based on their probabilities conditional on the response data which can be calculated based on Bayes’ theorem and an asymptotic expansion for the evidence for each model class. The approach provides a quantitative expression of a principle of model parsimony or of Ockham’s razor which in this context can be stated as “simpler models are to be preferred over unnecessarily complicated ones.” Examples are presented to illustrate the method using a single-degree-of-freedom bilinear hysteretic system, a linear two-story frame, and a ten-story shear building, all of which are subjected to seismic excitation.Keywords
This publication has 27 references indexed in Scilit:
- Spectral density estimation of stochastic vector processesProbabilistic Engineering Mechanics, 2002
- Probabilistic approach for modal identification using non‐stationary noisy response measurements onlyEarthquake Engineering & Structural Dynamics, 2002
- Bayesian time–domain approach for modal updating using ambient dataProbabilistic Engineering Mechanics, 2001
- Bayesian spectral density approach for modal updating using ambient dataEarthquake Engineering & Structural Dynamics, 2001
- A probabilistic approach to structural model updatingSoil Dynamics and Earthquake Engineering, 1998
- Model Updating In Structural Dynamics: A SurveyJournal of Sound and Vibration, 1993
- Bayesian Inductive Inference and Maximum EntropyPublished by Springer Nature ,1988
- Estimating the Dimension of a ModelThe Annals of Statistics, 1978
- Some recent developments on complex multivariate distributionsJournal of Multivariate Analysis, 1976
- A new look at the statistical model identificationIEEE Transactions on Automatic Control, 1974