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

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  • 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
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    References listed on IDEAS

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    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
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    Cited by:

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    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.

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