2010
DOI: 10.1007/s11069-010-9560-3
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The inclusive and simplified forms of Bayesian interpolation for general and monotonic models using Gaussian and Generalized Beta distributions with application to Monte Carlo simulations

Abstract: A recently developed Bayesian interpolation method (BI) and its application to safety assessment of a flood defense structure are described in this paper. We use a onedimensional Bayesian Monte Carlo method (BMC) that has been proposed in (Rajabalinejad 2009) to develop a weighted logical dependence between neighboring points. The concept of global uncertainty is adequately explained and different uncertainty association models (UAMs) are presented for linking the local and global uncertainty. Based on the glo… Show more

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Cited by 10 publications
(9 citation statements)
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References 10 publications
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“…The Beta probability distribution function is defined with two Beta parameters, p and q, in the interval a to c (Williams, 2003). The mean value and standard deviation of the Beta distribution are defined by the Beta parameters, as indicated, for instance, in Rajabalinejad and Mahdi (2010).…”
Section: Beta Score Function and Uncertainty Estimationmentioning
confidence: 99%
“…The Beta probability distribution function is defined with two Beta parameters, p and q, in the interval a to c (Williams, 2003). The mean value and standard deviation of the Beta distribution are defined by the Beta parameters, as indicated, for instance, in Rajabalinejad and Mahdi (2010).…”
Section: Beta Score Function and Uncertainty Estimationmentioning
confidence: 99%
“…The Monte Carlo family of methods includes the so-called variance optimization schemes for improving the computational efficiency. Among these, the most widely used are the importance sampling (IS), as explained in (Melchers 1999) and directional sampling (DS) presented in (Nie and Ellingwood 2000) and some recently developed methods such as Bayesian Monte Carlo (BMC) presented in (Rajabalinejad 2010;Rajabalinejad and Mahdi 2010), dynamic bounds (DB) described in (Rajabalinejad 2009) and improved dynamic bounds (IDB) presented in (Rajabalinejad et al 2010a) . Each method has its advantages and disadvantages when it is coupled with finite elements.…”
Section: Problem Statementmentioning
confidence: 99%
“…Rajabalinéjad et al (2010aRajabalinéjad et al ( , 2010b et Rajabalinejad et Mahdi (2010) ont proposé une nouvelle méthode, méthode des limites dynamiques, pour réduire l'exigence en temps de calcul de la méthode probabiliste des éléments finis. Cette dernière offre une meilleure compréhension des mé-canismes de rupture.…”
Section: Introductionunclassified