IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v129y2014icp46-56.html
   My bibliography  Save this article

A Bayesian statistical method for quantifying model form uncertainty and two model combination methods

Author

Listed:
  • Park, Inseok
  • Grandhi, Ramana V.

Abstract

Apart from parametric uncertainty, model form uncertainty as well as prediction error may be involved in the analysis of engineering system. Model form uncertainty, inherently existing in selecting the best approximation from a model set cannot be ignored, especially when the predictions by competing models show significant differences. In this research, a methodology based on maximum likelihood estimation is presented to quantify model form uncertainty using the measured differences of experimental and model outcomes, and is compared with a fully Bayesian estimation to demonstrate its effectiveness. While a method called the adjustment factor approach is utilized to propagate model form uncertainty alone into the prediction of a system response, a method called model averaging is utilized to incorporate both model form uncertainty and prediction error into it. A numerical problem of concrete creep is used to demonstrate the processes for quantifying model form uncertainty and implementing the adjustment factor approach and model averaging. Finally, the presented methodology is applied to characterize the engineering benefits of a laser peening process.

Suggested Citation

  • Park, Inseok & Grandhi, Ramana V., 2014. "A Bayesian statistical method for quantifying model form uncertainty and two model combination methods," Reliability Engineering and System Safety, Elsevier, vol. 129(C), pages 46-56.
  • Handle: RePEc:eee:reensy:v:129:y:2014:i:c:p:46-56
    DOI: 10.1016/j.ress.2014.04.023
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S095183201400091X
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.ress.2014.04.023?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Yuan, Jun & Ng, Szu Hui, 2013. "A sequential approach for stochastic computer model calibration and prediction," Reliability Engineering and System Safety, Elsevier, vol. 111(C), pages 273-286.
    2. Park, Inseok & Amarchinta, Hemanth K. & Grandhi, Ramana V., 2010. "A Bayesian approach for quantification of model uncertainty," Reliability Engineering and System Safety, Elsevier, vol. 95(7), pages 777-785.
    3. Li, Wei & Chen, Wei & Jiang, Zhen & Lu, Zhenzhou & Liu, Yu, 2014. "New validation metrics for models with multiple correlated responses," Reliability Engineering and System Safety, Elsevier, vol. 127(C), pages 1-11.
    4. Marc C. Kennedy & Anthony O'Hagan, 2001. "Bayesian calibration of computer models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(3), pages 425-464.
    5. Trucano, T.G. & Swiler, L.P. & Igusa, T. & Oberkampf, W.L. & Pilch, M., 2006. "Calibration, validation, and sensitivity analysis: What's what," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1331-1357.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Kabir, Golam & Tesfamariam, Solomon & Sadiq, Rehan, 2015. "Predicting water main failures using Bayesian model averaging and survival modelling approach," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 498-514.
    2. Radaideh, Majdi I. & Borowiec, Katarzyna & Kozlowski, Tomasz, 2019. "Integrated framework for model assessment and advanced uncertainty quantification of nuclear computer codes under Bayesian statistics," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 357-377.
    3. Gu, Hang-Hang & Wang, Run-Zi & Tang, Min-Jin & Zhang, Xian-Cheng & Tu, Shan-Tung, 2024. "Data-physics-model based fatigue reliability assessment methodology for high-temperature components and its application in steam turbine rotor," Reliability Engineering and System Safety, Elsevier, vol. 241(C).
    4. Le Liu & Xiao-Yang Li & Enrico Zio & Rui Kang & Tong-Min Jiang, 2017. "Model Uncertainty in Accelerated Degradation Testing Analysis," Post-Print hal-01652218, HAL.
    5. Maupin, Kathryn A. & Swiler, Laura P., 2020. "Model discrepancy calibration across experimental settings," Reliability Engineering and System Safety, Elsevier, vol. 200(C).
    6. Liu, Di & Wang, Shaoping & Zhang, Chao & Tomovic, Mileta, 2018. "Bayesian model averaging based reliability analysis method for monotonic degradation dataset based on inverse Gaussian process and Gamma process," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 25-38.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Vanslette, Kevin & Tohme, Tony & Youcef-Toumi, Kamal, 2020. "A general model validation and testing tool," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    2. Kim, Wongon & Yoon, Heonjun & Lee, Guesuk & Kim, Taejin & Youn, Byeng D., 2020. "A new calibration metric that considers statistical correlation: Marginal Probability and Correlation Residuals," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    3. Drignei, Dorin, 2011. "A general statistical model for computer experiments with time series output," Reliability Engineering and System Safety, Elsevier, vol. 96(4), pages 460-467.
    4. Yuan, Jun & Ng, Szu Hui, 2013. "A sequential approach for stochastic computer model calibration and prediction," Reliability Engineering and System Safety, Elsevier, vol. 111(C), pages 273-286.
    5. Li, Luyi & Lu, Zhenzhou, 2018. "A new method for model validation with multivariate output," Reliability Engineering and System Safety, Elsevier, vol. 169(C), pages 579-592.
    6. Wu, Danqing & Lu, Zhenzhou & Wang, Yanping & Cheng, Lei, 2015. "Model validation and calibration based on component functions of model output," Reliability Engineering and System Safety, Elsevier, vol. 140(C), pages 59-70.
    7. Radaideh, Majdi I. & Borowiec, Katarzyna & Kozlowski, Tomasz, 2019. "Integrated framework for model assessment and advanced uncertainty quantification of nuclear computer codes under Bayesian statistics," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 357-377.
    8. Sankararaman, Shankar & Mahadevan, Sankaran, 2015. "Integration of model verification, validation, and calibration for uncertainty quantification in engineering systems," Reliability Engineering and System Safety, Elsevier, vol. 138(C), pages 194-209.
    9. Zhao, Lufeng & Lu, Zhenzhou & Yun, Wanying & Wang, Wenjin, 2017. "Validation metric based on Mahalanobis distance for models with multiple correlated responses," Reliability Engineering and System Safety, Elsevier, vol. 159(C), pages 80-89.
    10. Yuan, Jun & Nian, Victor & Su, Bin & Meng, Qun, 2017. "A simultaneous calibration and parameter ranking method for building energy models," Applied Energy, Elsevier, vol. 206(C), pages 657-666.
    11. Perrin, G., 2020. "Adaptive calibration of a computer code with time-series output," Reliability Engineering and System Safety, Elsevier, vol. 196(C).
    12. Riley, Matthew E., 2015. "Evidence-based quantification of uncertainties induced via simulation-based modeling," Reliability Engineering and System Safety, Elsevier, vol. 133(C), pages 79-86.
    13. Tohme, Tony & Vanslette, Kevin & Youcef-Toumi, Kamal, 2020. "A generalized Bayesian approach to model calibration," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
    14. Yuan, Jun & Nian, Victor & Su, Bin, 2019. "Evaluation of cost-effective building retrofit strategies through soft-linking a metamodel-based Bayesian method and a life cycle cost assessment method," Applied Energy, Elsevier, vol. 253(C), pages 1-1.
    15. Matthias Katzfuss & Joseph Guinness & Wenlong Gong & Daniel Zilber, 2020. "Vecchia Approximations of Gaussian-Process Predictions," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 25(3), pages 383-414, September.
    16. Hao Wu & Michael Browne, 2015. "Random Model Discrepancy: Interpretations and Technicalities (A Rejoinder)," Psychometrika, Springer;The Psychometric Society, vol. 80(3), pages 619-624, September.
    17. Xiaoyu Xiong & Benjamin D. Youngman & Theodoros Economou, 2021. "Data fusion with Gaussian processes for estimation of environmental hazard events," Environmetrics, John Wiley & Sons, Ltd., vol. 32(3), May.
    18. Petropoulos, G. & Wooster, M.J. & Carlson, T.N. & Kennedy, M.C. & Scholze, M., 2009. "A global Bayesian sensitivity analysis of the 1d SimSphere soil–vegetation–atmospheric transfer (SVAT) model using Gaussian model emulation," Ecological Modelling, Elsevier, vol. 220(19), pages 2427-2440.
    19. Helton, Jon C. & Brooks, Dusty M. & Sallaberry, Cédric J., 2020. "Property values associated with the failure of individual links in a system with multiple weak and strong links," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    20. Edward Boone & Jan Hannig & Ryad Ghanam & Sujit Ghosh & Fabrizio Ruggeri & Serge Prudhomme, 2022. "Model Validation of a Single Degree-of-Freedom Oscillator: A Case Study," Stats, MDPI, vol. 5(4), pages 1-17, November.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:129:y:2014:i:c:p:46-56. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.