## Details

Originalsprache | Englisch |
---|---|

Aufsatznummer | 111768 |

Fachzeitschrift | Mechanical Systems and Signal Processing |

Jahrgang | 222 |

Frühes Online-Datum | 6 Aug. 2024 |

Publikationsstatus | Elektronisch veröffentlicht (E-Pub) - 6 Aug. 2024 |

## Abstract

Bayesian updating plays an important role in reducing epistemic uncertainty and making more reliable predictions of the structural failure probability. In this context, it should be noted that the posterior failure probability conditional on the updated uncertain parameters becomes a random variable itself. Hence, characterizing the statistical properties of the posterior failure probability is important, yet challenging task for risk-based decision-making. In this study, an efficient framework is proposed to fully characterize the statistical properties of the posterior failure probability. The framework is based on the concept of Bayesian updating and keeps the effect of aleatory and epistemic uncertainty separated. To improve the efficiency of the proposed framework, a weighted sparse grid numerical integration is suggested to evaluate the first three raw moments of the corresponding posterior reliability index. This enables the reuse of evaluation results stemming from previous analyses. In addition, the proposed framework employs the shifted lognormal distribution to approximate the probability distribution of the posterior reliability index, from which the mean, quantile, and even the distribution of the posterior failure probability can be easily obtained in closed form. Four examples illustrate the efficiency and accuracy of the proposed method, and results generated with Markov Chain Monte Carlo combined with plain Monte Carlo simulation are employed as a reference.

## ASJC Scopus Sachgebiete

- Ingenieurwesen (insg.)
**Steuerungs- und Systemtechnik**- Informatik (insg.)
**Signalverarbeitung**- Ingenieurwesen (insg.)
**Tief- und Ingenieurbau**- Ingenieurwesen (insg.)
**Luft- und Raumfahrttechnik**- Ingenieurwesen (insg.)
**Maschinenbau**- Informatik (insg.)
**Angewandte Informatik**

## Zitieren

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**An efficient Bayesian updating framework for characterizing the posterior failure probability.**/ Li, Pei Pei; Zhao, Yan Gang; Dang, Chao et al.

in: Mechanical Systems and Signal Processing, Jahrgang 222, 111768, 01.01.2025.

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

*Mechanical Systems and Signal Processing*, Jg. 222, 111768. https://doi.org/10.1016/j.ymssp.2024.111768

*Mechanical Systems and Signal Processing*,

*222*, Artikel 111768. Vorabveröffentlichung online. https://doi.org/10.1016/j.ymssp.2024.111768

}

TY - JOUR

T1 - An efficient Bayesian updating framework for characterizing the posterior failure probability

AU - Li, Pei Pei

AU - Zhao, Yan Gang

AU - Dang, Chao

AU - Broggi, Matteo

AU - Valdebenito, Marcos A.

AU - Faes, Matthias G.R.

N1 - Publisher Copyright: © 2024 The Authors

PY - 2024/8/6

Y1 - 2024/8/6

N2 - Bayesian updating plays an important role in reducing epistemic uncertainty and making more reliable predictions of the structural failure probability. In this context, it should be noted that the posterior failure probability conditional on the updated uncertain parameters becomes a random variable itself. Hence, characterizing the statistical properties of the posterior failure probability is important, yet challenging task for risk-based decision-making. In this study, an efficient framework is proposed to fully characterize the statistical properties of the posterior failure probability. The framework is based on the concept of Bayesian updating and keeps the effect of aleatory and epistemic uncertainty separated. To improve the efficiency of the proposed framework, a weighted sparse grid numerical integration is suggested to evaluate the first three raw moments of the corresponding posterior reliability index. This enables the reuse of evaluation results stemming from previous analyses. In addition, the proposed framework employs the shifted lognormal distribution to approximate the probability distribution of the posterior reliability index, from which the mean, quantile, and even the distribution of the posterior failure probability can be easily obtained in closed form. Four examples illustrate the efficiency and accuracy of the proposed method, and results generated with Markov Chain Monte Carlo combined with plain Monte Carlo simulation are employed as a reference.

AB - Bayesian updating plays an important role in reducing epistemic uncertainty and making more reliable predictions of the structural failure probability. In this context, it should be noted that the posterior failure probability conditional on the updated uncertain parameters becomes a random variable itself. Hence, characterizing the statistical properties of the posterior failure probability is important, yet challenging task for risk-based decision-making. In this study, an efficient framework is proposed to fully characterize the statistical properties of the posterior failure probability. The framework is based on the concept of Bayesian updating and keeps the effect of aleatory and epistemic uncertainty separated. To improve the efficiency of the proposed framework, a weighted sparse grid numerical integration is suggested to evaluate the first three raw moments of the corresponding posterior reliability index. This enables the reuse of evaluation results stemming from previous analyses. In addition, the proposed framework employs the shifted lognormal distribution to approximate the probability distribution of the posterior reliability index, from which the mean, quantile, and even the distribution of the posterior failure probability can be easily obtained in closed form. Four examples illustrate the efficiency and accuracy of the proposed method, and results generated with Markov Chain Monte Carlo combined with plain Monte Carlo simulation are employed as a reference.

KW - Bayesian updating

KW - Posterior failure probability

KW - Shifted lognormal distribution

KW - Sparse grid numerical integration

UR - http://www.scopus.com/inward/record.url?scp=85200591107&partnerID=8YFLogxK

U2 - 10.1016/j.ymssp.2024.111768

DO - 10.1016/j.ymssp.2024.111768

M3 - Article

AN - SCOPUS:85200591107

VL - 222

JO - Mechanical Systems and Signal Processing

JF - Mechanical Systems and Signal Processing

SN - 0888-3270

M1 - 111768

ER -