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Bayesian updating of conditional failure probability using method of moments

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Authors

  • P. P. Li
  • Y. G. Zhao
  • C. Dang
  • M. Broggi

Research Organisations

External Research Organisations

  • TU Dortmund University
  • Beijing University of Technology

Details

Original languageEnglish
Title of host publicationProceedings of ISMA 2024 - International Conference on Noise and Vibration Engineering and USD 2024 - International Conference on Uncertainty in Structural Dynamics
EditorsW. Desmet, B. Pluymers, D. Moens, J. del Fresno Zarza
Pages4302-4313
Number of pages12
ISBN (electronic)9789082893175
Publication statusPublished - 9 Sept 2024
Event31st International Conference on Noise and Vibration Engineering, ISMA 2024 and 10th International Conference on Uncertainty in Structural Dynamics, USD 2024 - Leuven, Belgium
Duration: 9 Sept 202411 Sept 2024

Publication series

NameProceedings of ISMA 2024 - International Conference on Noise and Vibration Engineering and USD 2024 - International Conference on Uncertainty in Structural Dynamics

Abstract

Bayesian updating reduces epistemic uncertainty for more reliable predictions, but characterizing the distribution of conditional failure probability with measurement data is complex. This study proposes an efficient and accurate method to fully describe the probabilistic characteristics of the updated conditional failure probability. It formulates the first three raw moments of the updated conditional reliability index and uses weighted sparse grid numerical integration to evaluate these moments. A shifted lognormal distribution is then used to approximate the probability density function of the updated conditional reliability index, allowing for the determination of the mean, quantiles, and distribution of the updated conditional failure probability with information reuse. An illustrative example was conducted to demonstrate the method's performance, with results compared against benchmarks from MCMC combined with MCS.

ASJC Scopus subject areas

Cite this

Bayesian updating of conditional failure probability using method of moments. / Li, P. P.; Zhao, Y. G.; Dang, C. et al.
Proceedings of ISMA 2024 - International Conference on Noise and Vibration Engineering and USD 2024 - International Conference on Uncertainty in Structural Dynamics. ed. / W. Desmet; B. Pluymers; D. Moens; J. del Fresno Zarza. 2024. p. 4302-4313 (Proceedings of ISMA 2024 - International Conference on Noise and Vibration Engineering and USD 2024 - International Conference on Uncertainty in Structural Dynamics).

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Li, PP, Zhao, YG, Dang, C, Broggi, M, Valdebenito, MA & Faes, MGR 2024, Bayesian updating of conditional failure probability using method of moments. in W Desmet, B Pluymers, D Moens & J del Fresno Zarza (eds), Proceedings of ISMA 2024 - International Conference on Noise and Vibration Engineering and USD 2024 - International Conference on Uncertainty in Structural Dynamics. Proceedings of ISMA 2024 - International Conference on Noise and Vibration Engineering and USD 2024 - International Conference on Uncertainty in Structural Dynamics, pp. 4302-4313, 31st International Conference on Noise and Vibration Engineering, ISMA 2024 and 10th International Conference on Uncertainty in Structural Dynamics, USD 2024, Leuven, Belgium, 9 Sept 2024.
Li, P. P., Zhao, Y. G., Dang, C., Broggi, M., Valdebenito, M. A., & Faes, M. G. R. (2024). Bayesian updating of conditional failure probability using method of moments. In W. Desmet, B. Pluymers, D. Moens, & J. del Fresno Zarza (Eds.), Proceedings of ISMA 2024 - International Conference on Noise and Vibration Engineering and USD 2024 - International Conference on Uncertainty in Structural Dynamics (pp. 4302-4313). (Proceedings of ISMA 2024 - International Conference on Noise and Vibration Engineering and USD 2024 - International Conference on Uncertainty in Structural Dynamics).
Li PP, Zhao YG, Dang C, Broggi M, Valdebenito MA, Faes MGR. Bayesian updating of conditional failure probability using method of moments. In Desmet W, Pluymers B, Moens D, del Fresno Zarza J, editors, Proceedings of ISMA 2024 - International Conference on Noise and Vibration Engineering and USD 2024 - International Conference on Uncertainty in Structural Dynamics. 2024. p. 4302-4313. (Proceedings of ISMA 2024 - International Conference on Noise and Vibration Engineering and USD 2024 - International Conference on Uncertainty in Structural Dynamics).
Li, P. P. ; Zhao, Y. G. ; Dang, C. et al. / Bayesian updating of conditional failure probability using method of moments. Proceedings of ISMA 2024 - International Conference on Noise and Vibration Engineering and USD 2024 - International Conference on Uncertainty in Structural Dynamics. editor / W. Desmet ; B. Pluymers ; D. Moens ; J. del Fresno Zarza. 2024. pp. 4302-4313 (Proceedings of ISMA 2024 - International Conference on Noise and Vibration Engineering and USD 2024 - International Conference on Uncertainty in Structural Dynamics).
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AU - Valdebenito, M. A.

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N2 - Bayesian updating reduces epistemic uncertainty for more reliable predictions, but characterizing the distribution of conditional failure probability with measurement data is complex. This study proposes an efficient and accurate method to fully describe the probabilistic characteristics of the updated conditional failure probability. It formulates the first three raw moments of the updated conditional reliability index and uses weighted sparse grid numerical integration to evaluate these moments. A shifted lognormal distribution is then used to approximate the probability density function of the updated conditional reliability index, allowing for the determination of the mean, quantiles, and distribution of the updated conditional failure probability with information reuse. An illustrative example was conducted to demonstrate the method's performance, with results compared against benchmarks from MCMC combined with MCS.

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