Cyclical Variational Bayes Monte Carlo for efficient multi-modal posterior distributions evaluation
نویسندگان
چکیده
Multimodal distributions of some physics based model parameters are often encountered in engineering due to different situations such as a change environmental conditions, and the presence types damage nonlinearity. In statistical updating, for locally identifiable parameters, it can be anticipated that multi-modal posterior would found. The full characterization these is important methodologies structural condition monitoring structures frequently comparison damaged healthy models structure. using state-of-the-art sampling techniques require large number simulations expensive run physics-based models. Therefore, when limited run, occurs engineering, traditional not able capture accurately multimodal distributions. This could potentially lead numerical errors assessing performance an structure under uncertainty.
منابع مشابه
Variational Bayes on Monte Carlo Steroids
Variational approaches are often used to approximate intractable posteriors or normalization constants in hierarchical latent variable models. While often effective in practice, it is known that the approximation error can be arbitrarily large. We propose a new class of bounds on the marginal log-likelihood of directed latent variable models. Our approach relies on random projections to simplif...
متن کاملBeyond Log-concavity: Provable Guarantees for Sampling Multi-modal Distributions using Simulated Tempering Langevin Monte Carlo
In the last several years, provable guarantees for iterative optimization algorithms like gradient descent and expectation-maximization in non-convex settings have become a topic of intense research in the machine learning community. These works have shed light on the practical success of these algorithms in many unsupervised learning settings such as matrix completion, sparse coding, and learn...
متن کاملVariational Sequential Monte Carlo
Many recent advances in large scale probabilistic inference rely on variational methods. The success of variational approaches depends on (i) formulating a flexible parametric family of distributions, and (ii) optimizing the parameters to find the member of this family that most closely approximates the exact posterior. In this paper we present a new approximating family of distributions, the v...
متن کاملVariational Consensus Monte Carlo
Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large datasets typical of modern machine learning. The recently proposed consensus Monte Carlo algorithm removes this limitation by partitioning the data and drawing sam...
متن کاملDelayed rejection variational Monte Carlo.
An acceleration algorithm to address the problem of multiple time scales in variational Monte Carlo simulations is presented. After a first attempted move has been rejected, the delayed rejection algorithm attempts a second move with a smaller time step, so that even moves of the core electrons can be accepted. Results on Be and Ne atoms as test cases are presented. Correlation time and both av...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mechanical Systems and Signal Processing
سال: 2023
ISSN: ['1096-1216', '0888-3270']
DOI: https://doi.org/10.1016/j.ymssp.2022.109868