A data-driven maximum entropy method for probability uncertainty analysis based on the B-spline theory

Abstract

The probability density function (PDF) is quite important for structural reliability analysis; thus, accurate PDF modeling methods draw increasing attention. This paper proposes a novel metaheuristic data-driven paradigm of the maximum entropy method (MEM) based on the B-spline function theory. Firstly, a B-spline proxy of the MEM PDF is proposed for probability uncertainty analysis. We derive the parameter calculation formulation and calculate the undetermined parameters via the raw data of structural responses. Then, to determine the knots of the B-spline functions, we propose a novel data-driven approach with the aid of a powerful metaheuristic algorithm and the response data information. Different from the traditional MEM, the proposed method is a complete data-driven solution approach and does not involve the statistical moment calculation and the nonlinear equations composed of statistical moments. Combining the advantages of the B-spline theory and the MEM, the proposed method can reconstruct the response PDF with a complex shape, such as the PDF with multiple peaks or heavy tails. For verification, two numerical examples and one engineering example are analyzed, and compared with some classical PDF modeling methods. The results show that the proposed method is superior to the compared methods in terms of computational accuracy, when the same sample data is used.