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Simultaneous quantification of epistemic and aleatory uncertainty in GMPEs using Gaussian process regression

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Abstract

This paper presents a Bayesian non-parametric method based on Gaussian Process (GP) regression to derive ground-motion models for peak-ground parameters and response spectral ordinates. Due to its non-parametric nature there is no need to specify any fixed functional form as in parametric regression models. A GP defines a distribution over functions, which implicitly expresses the uncertainty over the underlying data generating process. An advantage of GP regression is that it is possible to capture the whole uncertainty involved in ground-motion modeling, both in terms of aleatory variability as well as epistemic uncertainty associated with the underlying functional form and data coverage. The distribution over functions is updated in a Bayesian way by computing the posterior distribution of the GP after observing ground-motion data, which in turn can be used to make predictions. The proposed GP regression models is evaluated on a subset of the RESORCE data base for the SIGMA project. The experiments show that GP models have a better generalization error than a simple parametric regression model. A visual assessment of different scenarios demonstrates that the inferred GP models are physically plausible.

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Notes

  1. For application of the GP models these constituents are necessary. The specific values can be found in the electronic supplementary.

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Acknowledgments

We thank Frank Scherbaum for comments on an early draft of the paper. We thank Adrian Rodriguez-Marek and an anonymous reviewer for comments which helped to clarify the manuscript. This work was (partly) funded by the German Research Foundation, grant DFG RI 2037/2-1.

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Correspondence to Marcel Hermkes.

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Hermkes, M., Kuehn, N.M. & Riggelsen, C. Simultaneous quantification of epistemic and aleatory uncertainty in GMPEs using Gaussian process regression. Bull Earthquake Eng 12, 449–466 (2014). https://doi.org/10.1007/s10518-013-9507-7

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  • DOI: https://doi.org/10.1007/s10518-013-9507-7

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