Latent Space-based Stochastic Model Updating
Sangwon Lee, Taro Yaoyama, Masaru Kitahara, Tatsuya Itoi

TL;DR
This paper introduces a latent space-based stochastic model updating method that uses variational autoencoders to efficiently quantify uncertainties in engineering systems with limited data, outperforming existing approaches.
Contribution
The paper presents a novel latent space approach for stochastic model updating that reduces data needs and computational costs using a variational autoencoder framework.
Findings
Demonstrated superior accuracy and efficiency over existing methods in numerical experiments.
Validated applicability to time-series data with NASA UQ Challenge 2019.
Effective uncertainty quantification with fewer data and high-dimensional data handling.
Abstract
Model updating of engineering systems inevitably involves handling both aleatory or inherent randomness and epistemic uncertainties or uncertainities arising from a lack of knowledge or information about the system. Addressing these uncertainties poses significant challenges, particularly when data and simulations are limited. This study proposes a novel latent space-based method for stochastic model updating that leverages limited data to effectively quantify uncertainties in engineering applications. By extending the latent space-based approach to multiobservation and multisimulation frameworks, the proposed method circumvents the need for probability estimations at each iteration of MCMC, relying instead on an amortized probabilistic model trained using a variational autoencoder (VAE). This method was validated through numerical experiments on a two-degree-of-freedom shear spring…
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Taxonomy
TopicsTime Series Analysis and Forecasting · Machine Learning and Data Classification
