Published November 1, 2008 | Version v1
Journal article

Combining discrepancy models with hierarchical Bayesian inference for parameter estimation of very ill posed thermal problems

  • 1. Department of Mechanical Engineering, University of Washington, Seattle, WA 98195-2600 (United States)

Description

Parameter estimation assumes that the model is an accurate representation of the system being studied and that any deviations are caused by measurement noise. For real experimental data this is often not the case. Clearly, the model will constructed to the highest fidelity by the analyst but when it is deficient, the remedy is not always obvious. One approach is to include a discrepancy function which one hopes will resolve any differences. The paper describes the use of such a function for a very ill posed problem using Bayesian inference effected by Markov Chain Monte Carlo sampling.

Availability note (English)

Available from http://dx.doi.org/10.1088/1742-6596/135/1/012013

Additional details

Publishing Information

Journal Title
Journal of Physics. Conference Series (Online)
Journal Volume
135
Journal Issue
1
Journal Page Range
[8 p.]
ISSN
1742-6596

Conference

Title
Theory and practice
Acronym
6. international conference on inverse problems in engineering
Dates
15-19 Jun 2008
Place
Paris (France)

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
41043906
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Resource subtype / Literary indicator
Conference
Descriptors DEI
FUNCTIONS; MARKOV PROCESS; MATHEMATICAL MODELS; MONTE CARLO METHOD; NOISE; SAMPLING
Descriptors DEC
CALCULATION METHODS; STOCHASTIC PROCESSES