Markov-chain Monte Carlo ground-motion selection algorithms for conditional intensity measure targets
File(s)MCMCGMS_v4.pdf (414.18 KB)
Accepted version
Author(s)
Shi, Yuan
Stafford, PJ
Type
Journal Article
Abstract
Two new algorithms are presented for efficiently selecting suites of ground motions that match a target multivariate distribution - or conditional intensity measure target.
The first algorithm is a Markov-chain Monte Carlo (MCMC) approach in which records are sequentially added to a selected set such that the joint probability density function (PDF) of the target distribution is progressively approximated by the discrete distribution of the selected records.
The second algorithm derives from the concept of the acceptance ratio within MCMC but does not involve any sampling.
The first method takes advantage of MCMC's ability to efficiently explore a sampling distribution through the implementation of a traditional MCMC algorithm.
This method is shown to enable very good matches to multivariate targets to be obtained when the numbers of records to be selected is relatively large.
A weaker performance for fewer records can be circumvented by the second method which uses greedy optimization to impose additional constraints upon properties of the target distribution.
A preselection approach based upon values of the multivariate PDF is proposed that enables near-optimal record sets to be identified with a very close match to the target.
Both methods are applied for a number response analyses associated with different sizes of record sets and rupture scenarios.
Comparisons are made throughout with the Generalized Conditional Intensity Measure (GCIM) approach.
The first method provides similar results to GCIM, but with slightly worse performance for small record sets, while the second method outperforms method one and GCIM for all considered cases.
The first algorithm is a Markov-chain Monte Carlo (MCMC) approach in which records are sequentially added to a selected set such that the joint probability density function (PDF) of the target distribution is progressively approximated by the discrete distribution of the selected records.
The second algorithm derives from the concept of the acceptance ratio within MCMC but does not involve any sampling.
The first method takes advantage of MCMC's ability to efficiently explore a sampling distribution through the implementation of a traditional MCMC algorithm.
This method is shown to enable very good matches to multivariate targets to be obtained when the numbers of records to be selected is relatively large.
A weaker performance for fewer records can be circumvented by the second method which uses greedy optimization to impose additional constraints upon properties of the target distribution.
A preselection approach based upon values of the multivariate PDF is proposed that enables near-optimal record sets to be identified with a very close match to the target.
Both methods are applied for a number response analyses associated with different sizes of record sets and rupture scenarios.
Comparisons are made throughout with the Generalized Conditional Intensity Measure (GCIM) approach.
The first method provides similar results to GCIM, but with slightly worse performance for small record sets, while the second method outperforms method one and GCIM for all considered cases.
Date Issued
2018-10-10
Date Acceptance
2018-06-07
Citation
Earthquake Engineering and Structural Dynamics, 2018, 47 (12), pp.1468-1489
ISSN
0098-8847
Publisher
Wiley
Start Page
1468
End Page
1489
Journal / Book Title
Earthquake Engineering and Structural Dynamics
Volume
47
Issue
12
Copyright Statement
© 2018 John Wiley & Sons, Ltd. This is the pre-peer reviewed version of the following article, which has been published in final form at https://onlinelibrary.wiley.com/doi/abs/10.1002/eqe.3093
Identifier
https://onlinelibrary.wiley.com/doi/full/10.1002/eqe.3093
Subjects
ground-motion selection
markov chain monte carlo
conditional spectrum
record selection
intensity measure
Publication Status
Published
Date Publish Online
2018-07-11