Calibrating the Discrete Boundary Conditions of a Dynamic Simulation: A Combinatorial Approximate Bayesian Computation Sequential Monte Carlo (ABC-SMC) Approach

Abstract

This paper presents a novel adaptation of the conventional approximate Bayesian computation sequential Monte Carlo (ABC-SMC) sampling algorithm for parameter estimation in the presence of uncertainties, coined combinatorial ABC-SMC. Inference of this type is used in situations where there does not exist a closed form of the associated likelihood function, which is replaced by a simulating model capable of producing artificial data. In the literature, conventional ABC-SMC is utilised to perform inference on continuous parameters. The novel scheme presented here has been developed to perform inference on parameters that are high-dimensional binary, rather than continuous. By altering the form of the proposal distribution from which to sample candidates in subsequent iterations (referred to as waves), high-dimensional binary variables may be targeted and inferred by the scheme. The efficacy of the proposed scheme is demonstrated through application to vibration data obtained in a structural dynamics experiment on a fibre-optic sensor simulated as a finite plate with uncertain boundary conditions at its edges. Results indicate that the method provides sound inference on the plate boundary conditions, which is validated through subsequent application of the method to multiple vibration datasets. Comparisons between appropriate forms of the metric function used in the scheme are also developed to highlight the effect of this element in the schemes convergence.

Keywords

• Bayesian inference
• Monte Carlo simulation
• structural vibration
• uncertainty quantification