Show simple item record

dc.contributor.authorBeer, Michael
dc.contributor.authorICASP14
dc.contributor.authorKitahara, Masaru
dc.contributor.authorBroggi, Matteo
dc.contributor.authorKitahara, Takeshi
dc.date.accessioned2023-08-03T11:02:14Z
dc.date.available2023-08-03T11:02:14Z
dc.date.issued2023
dc.identifier.citationMasaru Kitahara, Matteo Broggi, Takeshi Kitahara, Michael Beer, Distribution-free stochastic model updating with copulas and staircase density functions, 14th International Conference on Applications of Statistics and Probability in Civil Engineering (ICASP14), Dublin, Ireland, 2023.
dc.identifier.urihttp://hdl.handle.net/2262/103262
dc.descriptionPUBLISHED
dc.description.abstractIn stochastic model updating, a probabilistic model is assumed for the model parameters and its hyperparameters (e.g., means and variances) are calibrated to minimize the stochastic discrepancy between model outputs and measurements. Thus, if the assumption about the probabilistic model is inappropriate, it may introduce a bias in the updating results. To avoid such inappropriate assumptions, we have recently developed a distribution-free approach that uses the staircase density function (SDF) to arbitrarily approximate a wide range of probability distributions. In this study, we aim to extend this approach to the calibration of dependent parameters. The dependence structure is represented by several types of copulas and the marginal distributions are modeled using the SDFs. An approximate Bayesian computation framework is then developed to calibrate the copula parameter as well as the SDF hyperparameters. Furthermore, in this framework, the most appropriate copula class is determined in the context of Bayesian model class selection.
dc.language.isoen
dc.relation.ispartofseries14th International Conference on Applications of Statistics and Probability in Civil Engineering(ICASP14)
dc.rightsY
dc.titleDistribution-free stochastic model updating with copulas and staircase density functions
dc.title.alternative14th International Conference on Applications of Statistics and Probability in Civil Engineering(ICASP14)
dc.typeConference Paper
dc.type.supercollectionscholarly_publications
dc.type.supercollectionrefereed_publications
dc.rights.ecaccessrightsopenAccess


Files in this item

Thumbnail
Thumbnail

This item appears in the following Collection(s)

  • ICASP14
    14th International Conference on Application of Statistics and Probability in Civil Engineering

Show simple item record