Bayesian Decision-Theoretic Model Selection for Monitored Systems


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Date

2025

Publication Type

Conference Paper

ETH Bibliography

yes

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Abstract

Engineers are often faced with the decision to select the most appropriate model for simulating the behavior of engineered systems, among a candidate set of models. Experimental monitoring data can generate significant value by supporting engineers toward such decisions. Such data can be leveraged within a Bayesian model updating process, enabling the uncertainty-aware calibration of any candidate model. The model selection task can subsequently be cast into a problem of decision-making under uncertainty, where one seeks to select the model that yields an optimal balance between the reward associated with model precision, in terms of recovering target Quantities of Interest (QoI), and the cost of each model, in terms of complexity and compute time. In this work, we examine the model selection task by means of Bayesian decision theory, under the prism of availability of models of various refinements, and thus varying levels of fidelity. In doing so, we offer an exemplary application of this framework on the IMAC-MVUQ Round-Robin Challenge. Numerical investigations show various outcomes of model selection depending on the target QoI.

Publication status

published

Book title

Model Validation and Uncertainty Quantification, Vol. 3

Volume

Pages / Article No.

115 - 121

Publisher

Springer

Event

42nd IMAC, A Conference and Exposition on Structural Dynamics (IMAC 2024)

Edition / version

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Subject

Model selection; Decision theory; Bayesian inference; Model updating; Value of information; Monitoring

Organisational unit

03890 - Chatzi, Eleni / Chatzi, Eleni check_circle

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