• 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