Cyclical Variational Bayes Monte Carlo for efficient multi-modal posterior distributions evaluation

Multi-modal distributions of some physics-based model parameters are often encountered in engineering due to different situations such as a change in some environmental conditions, and the presence of some types of damage and non-linearity. In statistical model updating, for locally identifiable parameters, it can be anticipated that multi...

An efficient and robust sampler for Bayesian inference: Transitional Ensemble Markov Chain Monte Carlo

Bayesian inference is a popular approach towards parameter identification in engineering problems. Such technique would involve iterative sampling methods which are often robust. However, these sampling methods often require significant computational resources and also the tuning of a large number of parameters. This motivates the development...

Gaussian Process Latent Force Models for Virtual Sensing in a Monopile-Based Offshore Wind Turbine

Fatigue assessment in offshore wind turbine support structures requires the monitoring of strains below the mudline, where the highest bending moments occur. However, direct measurement of these strains is generally impractical. This paper presents the validation of a virtual sensing technique based on the Gaussian process latent force model...

Sampling methods for solving Bayesian model updating problems: A tutorial

This tutorial paper reviews the use of advanced Monte Carlo sampling methods in the context of Bayesian model updating for engineering applications. Markov Chain Monte Carlo, Transitional Markov Chain Monte Carlo, and Sequential Monte Carlo methods are introduced, applied to different case studies and finally their performance is compared....