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首页> 外文期刊>Natural Hazards >The inclusive and simplified forms of Bayesian interpolation for general and monotonic models using Gaussian and Generalized Beta distributions with application to Monte Carlo simulations. (Special Issue: Modelling of river hazards.)
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The inclusive and simplified forms of Bayesian interpolation for general and monotonic models using Gaussian and Generalized Beta distributions with application to Monte Carlo simulations. (Special Issue: Modelling of river hazards.)

机译:使用高斯分布和广义Beta分布的通用和单调模型的贝叶斯插值的包容和简化形式,并应用于蒙特卡洛模拟。 (特刊:河流灾害的建模。)

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摘要

A recently developed Bayesian interpolation method (BI) and its application to safety assessment of a flood defense structure are described in this paper. We use a one-dimensional Bayesian Monte Carlo method (BMC) that has been proposed in (Rajabalinejad 2009) to develop a weighted logical dependence between neighboring points. The concept of global uncertainty is adequately explained and different uncertainty association models (UAMs) are presented for linking the local and global uncertainty. Based on the global uncertainty, a simplified approach is introduced. By applying the global uncertainty, we apply the Guassian error estimation to general models and the Generalized Beta (GB) distribution to monotonic models. Our main objective in this research is to simplify the newly developed BMC method and demonstrate that it can dramatically improve the simulation efficiency by using prior information from outcomes of the preceding simulations. We provide theory and numerical algorithms for the BI method geared to multidimensional problems, integrate it with a probabilistic finite element model, and apply the coupled models to the reliability assessment of a flood defense for the 17th Street Flood Wall system in New Orleans.Digital Object Identifier http://dx.doi.org/10.1007/s11069-010-9560-3
机译:本文介绍了一种最新开发的贝叶斯插值方法(BI)及其在防洪结构安全性评估中的应用。我们使用(Rajabalinejad 2009)提出的一维贝叶斯蒙特卡洛方法(BMC)来开发相邻点之间的加权逻辑依存关系。充分解释了全局不确定性的概念,并提出了用于链接局部和全局不确定性的不同不确定性关联模型(UAM)。基于全局不确定性,介绍了一种简化方法。通过应用全局不确定性,我们将高斯误差估计应用于通用模型,并将广义Beta(GB)分布应用于单调模型。我们这项研究的主要目标是简化新开发的BMC方法,并证明它可以通过使用来自先前模拟结果的先前信息来显着提高模拟效率。我们为BI方法提供了针对多维问题的理论和数值算法,并将其与概率有限元模型集成在一起,并将耦合模型应用于新奥尔良第17街防洪墙系统的防洪可靠性评估。标识符http://dx.doi.org/10.1007/s11069-010-9560-3

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