论文标题

基于多项式混乱的基于非平滑系统贝叶斯推断的基于Kriging的元模型

Multielement polynomial chaos Kriging-based metamodelling for Bayesian inference of non-smooth systems

论文作者

García-Merino, J. C., Calvo-Jurado, C., Martínez-Pañeda, E., García-Macías, E.

论文摘要

本文提出了一种基于贝叶斯参数模型的贝叶斯参数推理的域分区的替代建模技术。为了减轻通常参与贝叶斯推理应用的计算负担,提出了多项式多项式扩展的Kriging Metamodel。开发的替代模型在分段函数中结合了一个基于局部多项式混乱的数数,基于元素的kriging metamodels,该元素在随机输入空间的一组有限的非重叠子域中构建。因此,由于其局部适应能力,提议的元模型可以以最低的计算成本来重现向前模型的响应中的非平滑度(例如〜非线性和稀疏性)。模型参数推断是通过马尔可夫链蒙特卡洛方法进行的,该方法包括适应性探索和延迟排斥。提出方法的效率和准确性通过两个案例研究验证,包括分析基准和数值案例研究。后者将控制金属材料的氢扩散现象中的部分微分方程在热解吸光谱测试中。

This paper presents a surrogate modelling technique based on domain partitioning for Bayesian parameter inference of highly nonlinear engineering models. In order to alleviate the computational burden typically involved in Bayesian inference applications, a multielement Polynomial Chaos Expansion based Kriging metamodel is proposed. The developed surrogate model combines in a piecewise function an array of local Polynomial Chaos based Kriging metamodels constructed on a finite set of non-overlapping subdomains of the stochastic input space. Therewith, the presence of non-smoothness in the response of the forward model (e.g.~ nonlinearities and sparseness) can be reproduced by the proposed metamodel with minimum computational costs owing to its local adaptation capabilities. The model parameter inference is conducted through a Markov chain Monte Carlo approach comprising adaptive exploration and delayed rejection. The efficiency and accuracy of the proposed approach are validated through two case studies, including an analytical benchmark and a numerical case study. The latter relates the partial differential equation governing the hydrogen diffusion phenomenon of metallic materials in Thermal Desorption Spectroscopy tests.

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