Transitional Markov chain Monte Carlo method for Bayesian model updating, model class selection, and model averaging

Journal of Engineering Mechanics

Volumn 133, Issue 7, 2007, Pages 816-832

  Ching, Jianye ^a   Chen, Yi Chu ^a  

^a NATIONAL TAIWAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

Author keywords

Bayesian analysis; Markov chains; Monte Carlo method; Simulation

Indexed keywords

COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; PROBABILITY DENSITY FUNCTION; SAMPLING;

BAYESIAN ANALYSIS; BAYESIAN MODEL; MODEL AVERAGING; MODEL CLASS SELECTION; PROBABILISTIC MODEL;

MECHANICS;

COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; MARKOV PROCESSES; MATHEMATICAL MODELS; MECHANICS; MONTE CARLO METHODS; PROBABILITY DENSITY FUNCTION; SAMPLING;

BAYESIAN ANALYSIS; MARKOV CHAIN; MONTE CARLO ANALYSIS; NUMERICAL MODEL; PROBABILITY DENSITY FUNCTION;

EID: 34347268472     PISSN: 07339399     EISSN: None     Source Type: Journal    
DOI: 10.1061/(ASCE)0733-9399(2007)133:7(816)     Document Type: Article

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