On selection of prior distribution in inverse analyses by Akaike Bayesian Information Criterion
赤池ベイズ情報量規準による事前分布の選択を考慮した逆解析に関する基礎的研究

Yusuke HONJO, Budihi SETIAWAN, Michihiro KITAHARA
2004 Journal of Applied Mechanics  
The first author has proposed to use Akaike Bayesian Information criterion (ABIC) to adjust relative weight between objective and subjective information in inverse analysis in order to overcome the problem of ill-posedness. The method has been applied to various civil engineering problems in the past and found to be very effective. However, the reason for this effectiveness was not necessarily clearly explained. In this study, an attempt is made to explain the behavior of ABIC from the
more » ... of information entropy. It is found that ABIC chooses the estimates of parameters that maximize the reduction of information entropy from the entropy given at the beginning of the analysis. This fact actually extends the use of ABIC to wider selection of the prior information, i. e. not only choice of prior variance but also alternative prior means can be examined using ABIC as a criterion. The findings are not explained theoretically, but also illustrated using a simple numerical example.
doi:10.2208/journalam.7.145 fatcat:az7ogdggoza6hpk6mgsxtcet2e