上海交通大学学报(自然版) ›› 2012, Vol. 46 ›› Issue (06): 994-998.

• 自动化技术、计算机技术 • 上一篇    下一篇

结合定性知识的定量贝叶斯模型外推方法

郑凯,胡洁,彭颖红,詹振飞,戚进   

  1. (上海交通大学 机械与动力工程学院,上海 200240)
  • 收稿日期:2011-08-04 出版日期:2012-06-28 发布日期:2012-06-28
  • 基金资助:

    国家自然科学基金(51075262),美国福特汽车研究院URP(University Research Program)项目,教育部新世纪优秀人才支持计划项目(NCET080361)资助

A Bayesian Inference Method for Model Extrapolation Together with Qualitative Knowledge

 ZHENG  Kai, HU  Jie, PENG  Ying-Hong, ZHAN  Zhen-Fei, QI  Jin   

  1. (School of Mechanical Engineering, Shanghai Jiaotong University, Shanghai 200240, China)
  • Received:2011-08-04 Online:2012-06-28 Published:2012-06-28

摘要: 针对新设计域中试验数据有限而难以进行模型验证的问题,提出了定性知识与定量贝叶斯推理相结合的模型外推方法.其中,量化方法用于将领域专家意见等定性知识转化为先验概率;贝叶斯网络及限定抽样范围的蒙特卡罗方法用于定量推理,并通过贝叶斯区间假设检验的贝叶斯可信度提供模型外推结果.对Sandia国家实验室某静态力学结构的研究表明,该方法能有效实现新设计域不确定性系统的模型可信度外推.

关键词: 模型外推, 定性知识, 定量贝叶斯推理, 贝叶斯网络, 蒙特卡罗方法

Abstract: In order to resolve the problem of model validation with limited test data in the untested domain, this paper presented an extrapolation method together with qualitative knowledge and quantitative Bayesian inference. Qualitative information such as the subject matter experts’ opinions is transformed to prior probability in the proposed quantification method and applied to Bayesian inference. The Bayesian network  with Monte Carlo method which is limited in sampling range is explored for extrapolating quantitatively the inference from the validated domain at the component level to the applied domain at the system level. And Bayesian interval hypothesis testing is performed on the evaluated quantity to assess the model validity. A simplified version of a static frame challenge problem developed by Sandia National Laboratories demonstrates that the method provides a valid approach to facilitate rational decisions in confidence extrapolation.

Key words: model extrapolation, qualitative knowledge, quantitative Bayesian inference, Bayesian network, Monte Carlo method

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