Towards a Bayesian framework for model validation

Gray, Ander and Patelli, Edoardo (2019) Towards a Bayesian framework for model validation. In: 13th International Conference on Applications of Statistics and Probability in Civil Engineering, 2019-05-26 - 2019-05-30. (https://doi.org/10.22725/ICASP13.347)

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Abstract

In this paper we discuss some concepts and a methodology of a Bayesian framework for model validation under uncertainty, which produces a probabilistic value for a models validity and may be used in the design of”validation experiments. By using a stochastic metric as a measure of the distance between experiment and prediction, we update a validation distribution. We show this in practice using a simple numerical experiment and discuss the current shortcomings of the method. We finally discuss the role of information entropy in designing validation experiments.

ORCID iDs

Gray, Ander and Patelli, Edoardo ORCID logoORCID: https://orcid.org/0000-0002-5007-7247;