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The Bayesian uncertainty framework presented in "Uncertainty Quantification Accounting for Model Discrepancy Within a Random Effects Bayesian Framework" - Denielle E. Ricciardi, Oksana A. Chkrebtii, Stephen R. Niezgoda, IMMI (2020)
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mesoOSU/UQ_Model_Discrepancy
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This repository contains the necessary directories and files to perform the Bayesian uncertainty
anlaysis presented in "Uncertainty Quantification Accounting for Model Discrepancy Within
a Random Effects Bayesian Framework" - Denielle E. Ricciardi, Oksana A. Chkrebtii, Stephen R. Niezgoda, IMMI (2020)
Uncertainty in the unknown Voce hardening parameters within the VPSC crystal platicity code
are determined by calibrating to simulated data. The posterior distribution over all unknown parameters
is determined numerically through an MCMC simulation using an adaptive Metropolis-Hastings algorithm with Gibbs updates
where appropriate. Full details on the statistical model and derivations of full-conditional distribtuions
can be found in the publication. This code is written for MATLAB.
vpsc7d_virgin - contains all necessary files to run the VPSC crystal plastiticy code
MCMC - contains all necessary files to perform simulation targeting the posterior distribution
figures - all diagnostic plots and files will be saved to this directory
FFT_Simulated_Data - file containing simulated data used for calibration
MCMC.m - in the MCMC directory is the main source file to be run in MATLAB
Example Usage
Parameter estimation for the VPSC model (Tome and Lebensohn)
taking into account various sources of uncertainty stemming
from noisy and/or inconsistent data (both epistemic and
aleatoric) and model-form error
Unknown Parameters
theta^[s]: VPSC model parameters for the random effects
sampled in MH steps (blocks 1:S)
theta: VPSC model parameters for overall effect
sampled in MH steps (block S+1)
Lambda: Random effects precision - not sampled directly
R: Decomposed correlation of Lambda
sampled in Gibbs step
t2: Decomposed variance of Lambda
sampled in MH step (block S+2)
de1ta: Error precision
sampled in Gibbs step
Delta: Discrepancy (Model-form error)
sampled in Gibbs step
Output
k = 'num_iter' samples targeting the posterior distribution of
all relavent parameters as well as posterior and posterior
predictive samples
Copyright (c) 2020, Denielle Ricciardi
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The Bayesian uncertainty framework presented in "Uncertainty Quantification Accounting for Model Discrepancy Within a Random Effects Bayesian Framework" - Denielle E. Ricciardi, Oksana A. Chkrebtii, Stephen R. Niezgoda, IMMI (2020)
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