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Simultaneous quantification of epistemic and aleatory uncertainty in GMPEs using Gaussian process regression
- This paper presents a Bayesian non-parametric method based on Gaussian Process (GP) regression to derive ground-motion models for peak-ground parameters and response spectral ordinates. Due to its non-parametric nature there is no need to specify any fixed functional form as in parametric regression models. A GP defines a distribution over functions, which implicitly expresses the uncertainty over the underlying data generating process. An advantage of GP regression is that it is possible to capture the whole uncertainty involved in ground-motion modeling, both in terms of aleatory variability as well as epistemic uncertainty associated with the underlying functional form and data coverage. The distribution over functions is updated in a Bayesian way by computing the posterior distribution of the GP after observing ground-motion data, which in turn can be used to make predictions. The proposed GP regression models is evaluated on a subset of the RESORCE data base for the SIGMA project. The experiments show that GP models have a betterThis paper presents a Bayesian non-parametric method based on Gaussian Process (GP) regression to derive ground-motion models for peak-ground parameters and response spectral ordinates. Due to its non-parametric nature there is no need to specify any fixed functional form as in parametric regression models. A GP defines a distribution over functions, which implicitly expresses the uncertainty over the underlying data generating process. An advantage of GP regression is that it is possible to capture the whole uncertainty involved in ground-motion modeling, both in terms of aleatory variability as well as epistemic uncertainty associated with the underlying functional form and data coverage. The distribution over functions is updated in a Bayesian way by computing the posterior distribution of the GP after observing ground-motion data, which in turn can be used to make predictions. The proposed GP regression models is evaluated on a subset of the RESORCE data base for the SIGMA project. The experiments show that GP models have a better generalization error than a simple parametric regression model. A visual assessment of different scenarios demonstrates that the inferred GP models are physically plausible.…
Verfasserangaben: | Marcel Hermkes, Nicolas M. Kühn, Carsten Riggelsen |
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DOI: | https://doi.org/10.1007/s10518-013-9507-7 |
ISSN: | 1570-761X |
ISSN: | 1573-1456 |
Titel des übergeordneten Werks (Englisch): | Bulletin of earthquake engineering : official publication of the European Association for Earthquake Engineering |
Verlag: | Springer |
Verlagsort: | Dordrecht |
Publikationstyp: | Wissenschaftlicher Artikel |
Sprache: | Englisch |
Jahr der Erstveröffentlichung: | 2014 |
Erscheinungsjahr: | 2014 |
Datum der Freischaltung: | 27.03.2017 |
Freies Schlagwort / Tag: | Aleatory variability; Bayesian non-parametrics; Empirical ground-motion models; Epistemic uncertainty; GMPE; Gaussian Process regression; Generalization error |
Band: | 12 |
Ausgabe: | 1 |
Seitenanzahl: | 18 |
Erste Seite: | 449 |
Letzte Seite: | 466 |
Fördernde Institution: | German Research Foundation [DFG RI 2037/2-1] |
Organisationseinheiten: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Geowissenschaften |
Peer Review: | Referiert |
Name der Einrichtung zum Zeitpunkt der Publikation: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Erd- und Umweltwissenschaften |