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.

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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.