Bayesian calibration and probability bounds analysis solution to the Nasa 2020 UQ challenge on optimization under uncertainty

A. Gray, A. Wimbush, M. DeAngelis, P.O. Hristov, E. Miralles-Dolz, D. Calleja, R. Rocchetta

Research output: Chapter in Book/Report/Conference proceedingConference contribution book

2 Citations (Scopus)

Abstract

Uncertainty quantification is a vital part of all engineering and scientific pursuits. Some of the current most challenging tasks in UQ involve accurately calibrating, propagating and performing optimisation under aleatory and epistemic uncertainty in high dimensional models with very few data; like the challenge proposed by Nasa Langley this year. In this paper we propose a solution which clearly separates aleatory from epistemic uncertainty. A multidimensional 2nd-order distribution was calibrated with Bayesian updating and used as an inner approximation to a p-box. A sliced normal distribution was fit to the posterior, and used to produce cheap samples while keeping the posterior dependence structure. The remaining tasks, such as sensitivity and reliability optimisation, are completed with probability bounds analysis. These tasks were repeated a number of times as designs were improved and more data gathered.
Original languageEnglish
Title of host publicatione-proceedings of the 30th European Safety and Reliability Conference and 15th Probabilistic Safety Assessment and Management Conference
EditorsPiero Baraldi, Francesco Di Maio, Enrico Zio
Place of PublicationSingapore
Number of pages8
ISBN (Electronic)9789811485930
DOIs
Publication statusPublished - 5 Nov 2020
EventThe 30th European Safety and Reliability Conference and The 15th Probabilistic Safety Assessment and Management Conference - Online, Venice, Italy
Duration: 1 Nov 20205 Nov 2020
https://www.esrel2020-psam15.org/

Conference

ConferenceThe 30th European Safety and Reliability Conference and The 15th Probabilistic Safety Assessment and Management Conference
Abbreviated titleESREL 2020 PSAM 15
Country/TerritoryItaly
CityVenice
Period1/11/205/11/20
Internet address

Keywords

  • Bayesian calibration
  • 2nd-order distribution
  • probability bounds analysis
  • uncertainty propagation
  • uncertainty reduction
  • epistemic uncertainty
  • optimization under uncertainty

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