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Bayesian Information Fusion for Imprecise Probabilistic Models with Different Types of Information

  • Chenxing Wang
  • , Lechang Yang
  • , R. Rocchetta

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

Abstract

A novel approximate Bayesian information fusion method is proposed based on Wasserstein distance and it is applied it to imprecise probabilistic models with different types of information. The proposed method combines the principle of maximum relative entropy with approximate Bayesian computation and uses the Wasserstein distance to perform the approximate Bayesian computations. The key benefit of this approach is the capability to handle different types of information, such as point observed data and moment information. To verify the effectiveness of the proposed method, we apply it to a simple supported beam problem. The results are analyzed towards accuracy and the proposed method is compared to the classical Bayesian approach combined with maximum relative entropy.
Original languageEnglish
Title of host publication2021 3rd International Conference on System Reliability and Safety Engineering (SRSE)
PublisherInstitute of Electrical and Electronics Engineers
Pages363-368
Number of pages6
ISBN (Electronic)978-1-6654-0160-9
DOIs
Publication statusPublished - 4 Feb 2022
Event2021 3rd International Conference on System Reliability and Safety Engineering (SRSE) - Harbin, China
Duration: 26 Nov 202128 Nov 2021

Conference

Conference2021 3rd International Conference on System Reliability and Safety Engineering (SRSE)
Country/TerritoryChina
CityHarbin
Period26/11/2128/11/21

Keywords

  • Knowledge engineering
  • Fuses
  • Probabilistic logic
  • Entropy
  • Bayes methods
  • Calibration
  • Safety
  • imprecise probability
  • Maximum relative entropy
  • Approximate Bayesian computation
  • Information fusion
  • Wasserstein distance

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