Sampling methods for solving Bayesian model updating problems: A tutorial

This tutorial paper reviews the use of advanced Monte Carlo sampling methods in the context of Bayesian model updating for engineering applications. Markov Chain Monte Carlo, Transitional Markov Chain Monte Carlo, and Sequential Monte Carlo methods are introduced, applied to different case studies and finally their performance is compared. For each of these methods, numerical implementations and their settings are provided. Three case studies with increased complexity and challenges are presented showing the advantages and limitations of each of the sampling techniques under review. The first case study presents the parameter identification for a spring-mass system under a static load. The second case study presents a 2-dimensional bi-modal posterior distribution and the aim is to observe the performance of each of these sampling techniques in sampling from such distribution. Finally, the last case study presents the stochastic identification of the model parameters of a complex and non-linear numerical model based on experimental data. The case studies presented in this paper consider the recorded data set as a single piece of information which is used to make inferences and estimations on time-invariant model parameters

Multiresolution alignment for multiple unsynchronized audio sequences using Sequential Monte Carlo samplers

With proliferation of smart devices such as smart phones, it is common that an event is recorded by multiple individuals creating several audio and video perspectives. Such user generated content is mostly unorganized (not synchronized). In this work, we consider the problem of aligning of multiple unsynchronized audio sequences and propose a multiresolution alignment algorithm using Sequential Monte Carlo samplers in a course to fine structure. The proposed method is evaluated with a real-life dataset from Jiku Mobile Video Datasets and has proven to be competitive with the baseline fingerprinting based alignment methods, with the proper choice of parameters. Keywords: Multiple audio alignment, Multiresolution alignment, Audio fingerprint, Bayesian inference, Sequential Monte Carlo samplers, Sequential alignmen