Giter Club home page Giter Club logo

parameter-estimation-uncertainty's Introduction

Probability model misspecification and parameter estimation uncertainty

Abstract

One of the main steps in probabilistic seismic collapse risk assessment is estimating the fragility function parameters. The maximum likelihood estimation (MLE) approach, which is widely used for this purpose, contains the underlying assumption that the likelihood function is known to follow a specified parametric probability distribution. However, this assumed distribution may not always be consistent with the “true” probability distribution of the collapse data. This paper implements the Information matrix equivalence theorem to identify the presence of model misspecification i.e., if the assumed collapse probability distribution is, in fact, the “true” one. In the presence of model misspecification, the fragility parameter estimates continue to be asymptotically normally distributed but the variance-covariance matrix is no longer equal to the inverse of the Fisher’s Information matrix. To increase the robustness of the variance-covariance matrix, the Huber-White sandwich estimator is implemented. Using collapse data from eight woodframe buildings, the effect of model misspecification on fragility parameter estimates and collapse rate is quantified. For the considered building cases, the parameter estimation uncertainty in the collapse risk did not increase when the “sandwich” estimator was used compared to when probability model misspecification was not considered (i.e., using MLE). The proposed framework should be used to further investigate the issue of probability model misspecification as it relates to fragility parameter estimation since only a single construction type (woodframe buildings) and limit state (collapse) was considered in the current study.

For more information, please refer to the following:

  • Dahal, L., Burton, H., & Onyambu, S. (2022). Quantifying the effect of probability model misspecification in seismic collapse risk assessment. Structural Safety, 96, 102185.

Citation

@article{dahal2022quantifying,
  title={Quantifying the effect of probability model misspecification in seismic collapse risk assessment},
  author={Dahal, Laxman and Burton, Henry and Onyambu, Samuel},
  journal={Structural Safety},
  volume={96},
  pages={102185},
  year={2022},
  publisher={Elsevier}
}

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.