Analytical Bayesian Copula‐Based Uncertainty Quantification (A‐BASIC‐UQ) Using Data with Missing Values in Structural Health Monitoring

Abstract

The presence of missing values is common in real‐world datasets, so modeling and uncertainty quantification (UQ) of incomplete datasets have gained increasing attention in various research areas, including structural health monitoring (SHM). However, modeling and UQ utilizing incomplete datasets are nontrivial tasks. On the other hand, prediction based on a set of incomplete measured input variables is also an important task, but most existing methods, which are discriminative models, do not possess this capability. Aiming to tackle these two challenges, we propose the two‐stage analytical Bayesian copula‐based uncertainty quantification (A‐BASIC‐UQ) using incomplete SHM data. In the modeling stage, the copula‐based multivariate joint probability density function (PDF) is modeled directly according to an incomplete dataset without imputation or disposal of any data points. For the univariate marginal PDF, using the measured (nonmissing) values of the corresponding random variable (RV), Bayesian model class selection is conducted to select the most suitable model class. For the Gaussian copula PDF, using the bivariate complete data points of entry‐by‐entry pairwise data, the optimal parameter vector is obtained from the estimation of the Pearson correlation coefficient. In the prediction stage, the analytical expressions of the predictive PDF, the predicted value and the credible region of the output variables are derived according to a set of incomplete measured input variables. The analytical expression of the predictive PDF is obtained based on the analytical operations on the auxiliary RVs and that of the predicted value and the credible region are obtained based on the analysis of multivariate Gaussian distribution. Therefore, the proposed method does not require numerical integration nor Monte Carlo simulation and does not suffer from computational burden even when there are many variables (say 4 or above). Examples using simulated data and real SHM data are presented to illustrate the capability of the proposed A‐BASIC‐UQ.