2012
DOI: 10.1615/int.j.uncertaintyquantification.2011003499
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Parallel Adaptive Multilevel Sampling Algorithms for the Bayesian Analysis of Mathematical Models

Abstract: In recent years, Bayesian model updating techniques based on measured data have been applied to many engineering and applied science problems. At the same time, parallel computational platforms are becoming increasingly more powerful and are being used more frequently by the engineering and scientific communities. Bayesian techniques usually require the evaluation of multi-dimensional integrals related to the posterior probability density function (PDF) of uncertain model parameters. The fact that such integra… Show more

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Cited by 39 publications
(31 citation statements)
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“…Refs. 22, 29 and 23). The norm in (3.5) symbolizes any of several measures of distance between the PDFs d V ( θ ) and y V .…”
Section: Classes Of Parametric Models Of Tumor Growthmentioning
confidence: 99%
“…Refs. 22, 29 and 23). The norm in (3.5) symbolizes any of several measures of distance between the PDFs d V ( θ ) and y V .…”
Section: Classes Of Parametric Models Of Tumor Growthmentioning
confidence: 99%
“…The most plausible model, within the same Occam category, is selected for the validation step. The Tempered Monte Carlo algorithm (see [38]) is used for the stochastic approximation of Bayesian evidence (10). This algorithm is available in the library QUESO (Quantification of Uncertainty for Estimation, Simulation, and Optimization) [37].…”
Section: Algorithms and Numerical Methodsmentioning
confidence: 99%
“…A major challenge with MH-MCMC algorithms is that the chain of samples has a tendency to become locked in local modes of the target density being explored. One solution to this locality problem is to use Parallel Tempering which is a basis for the QUESO library [37, 38] used in this work.…”
Section: Algorithms and Numerical Methodsmentioning
confidence: 99%
“…Bayes' formula can be written to make explicit the whole set of assumptions underlying the modeling and inference efforts [15,99,102]:…”
Section: Model Selection: Posterior Plausibilities Of Parametric Modementioning
confidence: 99%