DocumentCode
809225
Title
Markov chain Monte Carlo posterior density approximation for a groove-dimensioning purpose
Author
De La Rosa, José I. ; Fleury, Gilles A. ; Osuna, Sonia E. ; Davoust, Marie-Eve
Author_Institution
Signal Process. Lab., Univ. Autonoma de Zacatecas, Mexico
Volume
55
Issue
1
fYear
2006
Firstpage
112
Lastpage
122
Abstract
The purpose of this paper is to present a new approach for measurand uncertainty characterization. The Markov chain Monte Carlo (MCMC) is applied to measurand probability density function (pdf) estimation, which is considered as an inverse problem. The measurement characterization is driven by the pdf estimation in a nonlinear Gaussian framework with unknown variance and with limited observed data. These techniques are applied to a realistic measurand problem of groove dimensioning using remote field eddy current (RFEC) inspection. The application of resampling methods such as bootstrap and the perfect sampling for convergence diagnostics purposes gives large improvements in the accuracy of the MCMC estimates.
Keywords
Markov processes; Monte Carlo methods; eddy current testing; inverse problems; measurement uncertainty; probability; sampling methods; Bayesian framework; Markov chain Monte Carlo posterior density approximation; groove-dimensioning methods; inverse problem; measurand probability density function estimation; measurand uncertainty characterization; nonlinear Gaussian framework; pdf estimation; perfect sampling; remote field eddy current inspection; resampling methods; weighted bootstrap; Convergence; Current measurement; Density measurement; Eddy currents; Inspection; Inverse problems; Measurement uncertainty; Monte Carlo methods; Probability density function; Sampling methods; Gibbs sampling; Markov chain Monte Carlo (MCMC); Metropolis–Hastings (M–H); indirect measurement; nonlinear regression; perfect sampling; weighted bootstrap;
fLanguage
English
Journal_Title
Instrumentation and Measurement, IEEE Transactions on
Publisher
ieee
ISSN
0018-9456
Type
jour
DOI
10.1109/TIM.2005.861495
Filename
1583870
Link To Document