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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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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 All rights reserved.
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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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