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2024 | OriginalPaper | Chapter

Multilevel MCMC with Level-Dependent Data in a Model Case of Structural Damage Assessment

Authors : Pieter Vanmechelen, Geert Lombaert, Giovanni Samaey

Published in: Monte Carlo and Quasi-Monte Carlo Methods

Publisher: Springer International Publishing

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Abstract

We discuss a generalisation of the multilevel Markov Chain Monte Carlo algorithm for a Bayesian inverse problem with high-resolution (full-field) data. We extend the method to include a level-dependent treatment of the data, which is useful for very high-resolution data that cannot be represented by the much lower resolution of the forward problem at coarser levels. The approach is illustrated using a model case situated in a context of structural health monitoring, additionally providing a new application domain for the multilevel Markov Chain Monte Carlo methodology.

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Title: Multilevel MCMC with Level-Dependent Data in a Model Case of Structural Damage Assessment
Authors: Pieter Vanmechelen
Geert Lombaert
Giovanni Samaey
Publisher: Springer International Publishing
Book: Monte Carlo and Quasi-Monte Carlo Methods
Print ISBN: 978-3-031-59761-9

Electronic ISBN: 978-3-031-59762-6

Copyright Year: 2024
DOI: https://doi.org/10.1007/978-3-031-59762-6_32

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