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Characterizing Unknown Trend Using Sparse Bayesian Learning

机译:使用稀疏贝叶斯学习表征未知趋势

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This paper addresses the problem of characterizing the statistical uncertainties associated with the estimation of a depth-dependent trend function using limited site-specific geotechnical data. Specifically, the statistical uncertainties associated with the following elements of the problem are considered: (1) the functional form of the trend function, (2) the parameters of the trend function (e.g., intercept and gradient), and (3) the random field parameters, namely standard deviation (a) and scale of fluctuation (8). The problem is resolved with a two-step Bayesian framework. In Step 1, a set of suitable basis functions that parameterize the trend function is selected using the sparse Bayesian learning. In Step 2, an advanced Markov chain Monte Carlo method is adopted for the Bayesian analysis. The two-step approach is shown to be consistent in the well-defined sense that the resulting 95% Bayesian confidence interval (or region) contains the actual trend (or actual a & 8) with a chance that is close to 0.95.
机译:本文解决了使用有限场地特定的岩土数据估计与估计深度依赖趋势函数相关的统计不确定性的问题。具体地,与问题的以下元素相关联的统计不确定性被认为是:(1)趋势函数的功能形式,(2)趋势函数(例如,拦截和梯度)的参数,和(3)随机场参数,即标准偏差(a)和波动量(8)。问题是通过两步贝叶斯框架解决的问题。在步骤1中,使用稀疏贝叶斯学习选择参数化趋势函数的一组合适的基函数。在步骤2中,采用了贝叶斯分析的先进马尔可夫链蒙特卡罗方法。两步方法显示在明确的意义上是一致的,即由此产生的95%贝叶斯置信区间(或区域)包含具有接近0.95的实际趋势(或实际A&8)。

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