000012427 001__ 12427
000012427 005__ 20160816141444.0
000012427 04107 $$aeng
000012427 046__ $$k2016-05-09
000012427 100__ $$aJanouchová, E.
000012427 24500 $$aEPISTEMIC UNCERTAINTY IDENTIFICATION VIA DIFFERENT BAYESIAN INFERENCE METHODS

000012427 24630 $$n22.$$pEngineering Mechanics 2016
000012427 260__ $$bInstitute of Thermomechanics AS CR, v.v.i., Praha
000012427 506__ $$arestricted
000012427 520__ $$2eng$$aCurrently the Bayesian inference becomes increasingly popular and more widespread approach to parameter identification, which allows to estimate values of input parameters together with appropriate uncertainties by combining a priori information and experimental measurements. In this case, observations are assumed to be performed for the specific yet unknown values of input parameters and epistemic uncertainty arising from experimental errors and lack of knowledge is reduced with an increasing number of experimental observations. Bayes' rule provides an elegant solution to this inverse problem by making it well-posed. However the resulting a posteriori probability distribution usually has a complicated formulation, which cannot be treated analytically. To overcome this obstacle, several methods were developed. The most commonly referred techniques in literature are based on the Markov chain Monte Carlo method, less mentioned approaches utilize the Kalman filter or optimal transport maps. The aim of this contribution is to review and compare these methods of the Bayesian inference.

000012427 540__ $$aText je chráněný podle autorského zákona č. 121/2000 Sb.
000012427 653__ $$aEpistemic uncertainty, Bayesian inference, Markov chain Monte Carlo, Kalman filter, Optimal transport map.

000012427 7112_ $$aEngineering Mechanics 2016$$cSvratka, CZ$$d2016-05-09 / 2016-05-12$$gEM2016
000012427 720__ $$aJanouchová, E.$$iKučerová, A.$$iSýkora, J.
000012427 8560_ $$ffischerc@itam.cas.cz
000012427 8564_ $$s434741$$uhttps://invenio.itam.cas.cz/record/12427/files/057bo_o_rel.pdf$$yOriginal version of the author's contribution as presented on CD, id 057, section REL.
000012427 962__ $$r12369
000012427 980__ $$aPAPER