Geo-Risk 2017 GSP 285 488

Effect of Model Uncertainty on Probabilistic Characterization of Soil Property

Tengyuan Zhao1 and Yu Wang, M.ASCE2
1
Ph.D. Student, Dept. of Architecture and Civil Engineering, City Univ. of Hong Kong, Tat Chee Ave., Hong Kong
SAR (corresponding author). E-mail: tengyzhao2-c@my.cityu.edu.hk
2
Associate Professor, Dept. of Architecture and Civil Engineering, City Univ. of Hong Kong, Tat Chee Ave., Hong
Kong SAR. E-mail: yuwang@cityu.edu.hk
Abstract
Reliability-based design and analysis in geotechnical engineering requires input parameters, such as
soil properties, to be probabilistically characterized. This generally requires a large number of site-
specific data. However, site-specific data is often sparse and limited, particularly for geotechnical
projects with small to medium sizes. To facilitate the probabilistic characterization of soil property
of interest (e.g., effective friction angle, ϕ′, of soil), Bayesian equivalent sample approach has been
developed. It systematically integrates limited site-specific data with engineering judgment/local
experience (i.e., prior knowledge in Bayesian methods) and regression models (relating soil
properties to site-specific data, if the soil properties of interest are not measured directly). As the
regression model (e.g., a commonly used design chart between standard penetration test (SPT) data
NSPT and ϕ′) is generally not perfect but with some uncertainty, the characterization result would be
inevitably affected by the uncertainty in the regression model. Furthermore, the effect of model
uncertainty may become more sophisticated, if the magnitude of model uncertainty in regression
models (e.g., a NSPT - ϕ′ design chart) is unknown or difficult to calibrate. This paper aims to
explore the effect of model uncertainty on the characterization result, particularly when the
magnitude of model uncertainty is unknown (note that determination and quantification of the
model uncertainty are not the objective of this study). The effect of model uncertainty can be clearly
illustrated by comparing the probabilistic characterization result of ϕ′ considering the unknown
model uncertainty in a NSPT - ϕ′ design chart, and that ignoring the unknown model uncertainty in
the NSPT - ϕ′ design chart. Simulated data is used for such illustration. It is shown that considering
the model uncertainty in the design chart achieves more consistent and reliable results than ignoring
model uncertainty in the design chart. This would be quite useful when probabilistically estimating
soil properties of interest (e.g., ϕ′) from some other commonly used in-situ tests (e.g., NSPT).

Keywords: Model uncertainty; Soil property; Bayesian method; Limited data

1. Introduction
In recent years, reliability-based design and analysis have attracted increasing attention in
geotechnical engineering. For example, various researchers have performed the reliability-based
analysis for the stability of slopes (e.g., Wang et al. 2010; Griffiths et al. 2011; Li et al. 2016), the
basal-heave in braced excavation (e.g., Luo et al. 2012) and the foundation settlement (e.g., Fenton
and Griffiths 2002). Investigations are also conducted to designs for geotechnical problems, such as
reliability-based design for driven piles (e.g., McVay et al. 2000), drilled shafts (e.g., Wang et al.
2011) and spread foundations (e.g., Wang 2011) etc. Note that during the aforementioned design
and analysis, parameters of interest such as soil properties, are required to be probabilistically
characterized to deal with the uncertainties in the parameters. This generally requires a large
number of site-specific data, which is usually not the case, particularly for the projects with small to
medium sizes.

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In this case, Bayesian equivalent sample approach has been developed to probabilistically
characterize soil properties by combining limited site-specific data with engineering judgment/local
experience (i.e., prior knowledge in Bayesian methods) and regression models (Cao et al. 2016;
Wang and Cao 2013; Wang et al. 2016). This method has been shown to be able to properly
characterize some geotechnical properties such as undrained shear strength of clay (Cao and Wang
2014), effective friction angle of sand (Wang et al. 2015; Wang and Zhao 2016) and uniaxial
compressive strength of granite (Wang and Aladejare 2015) etc. Since the method may be
mathematically too complicated for geotechnical practitioners to use, software called “BEST” has
been developed to remove the hurdle of complicated mathematics, and it can be downloaded from
the website (https://sites.google.com/site/yuwangcityu/) free of charge. Note that the Bayesian
equivalent sample approach utilizes regression models, which relates geotechnical properties of
interest to site-specific data (if the soil properties of interest are not measured directly). However,
the regression models were usually developed from past observational data, on either empirical or
semi-theoretical basis. Model uncertainty is therefore unavoidably contained in regression models.
Such uncertainty affects probabilistic characterization results in Bayesian equivalent samples
approach. Furthermore, the effect of model uncertainty may become more sophisticated, if the
magnitude of model uncertainty in regression models is unknown or difficult to calibrate. Such a
situation occurs when the original data that were used to develop the regression model, e.g., a
commonly used design chart between NSPT and effective friction angle, ϕ′, of soil, were missing or
untraceable because of some historical reasons.
This paper aims to explore the effect of model uncertainty on probabilistic characterization
of soil property, particularly when the model uncertainty is unknown because of lack of original
data that were used to develop the model. It starts with a brief review of the Bayesian equivalent
sample approach. Then, the unknown model uncertainty is clearly considered and formulated by
extending the formulation of the Bayesian equivalent sample approach step by step. For illustration,
simulated data is adopted to illustrate the effect of model uncertainty. The proposed method shall be
useful when probabilistically estimating soil properties of interest (e.g., ϕ′) from some other
commonly used in-situ tests (e.g., NSPT) using the correlation models among them.
2. Brief review of Bayesian characterization of soil properties
In Bayesian equivalent sample approach, the limited site-specific data (denoted as Data) and
engineering knowledge/judgment (denoted as Prior) are systematically and rationally integrated to
characterize the site-specific variability of soil properties, e.g., ϕ′. Note that this variability is
inherent variability, and it is originated from the geological formation process of soil. It cannot be
reduced even as the relevant knowledge improves (e.g., Vanmarcke 1977; Kulhawy and Mayne
1990; Phoon and Kulhawy 1999a; Baecher and Christian 2003). The site-specific variability of ϕ′
can be characterized by its site-specific probability density function (PDF). In accordance with
previous studies (e.g., Wang and Cao 2013; Wang et al. 2015; Wang and Zhao 2016), the site-
specific PDF of ϕ′ can be derived as:
μ max σ max
f(φ′|Data, Prior) = μ σ
min min
f (φ ′ | μ ,σ ) f(μ, σ|Data, Prior)dμdσ (1)
where f(φ′|μ, σ) represents the PDF of φ ′ given one set of parameters (i.e., μ and σ); μ and σ are
the possible mean and standard deviation of φ′; f(μ, σ|Data, Prior) is the joint posterior PDF of μ
and σ, which reflects the updated knowledge regarding μ and σ after integrating Data and Prior.
Following geotechnical literatures (e.g., Lacasse and Nadim 1996; Wang et al. 2015), φ ′
can be modeled as a Gaussian random variable, thus f(φ′|μ, σ) is expressed as:

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1  (φ ′ − μ ) 2 
f (φ ′ | μ , σ ) = exp−  (2)
2π σ  2σ 2 
On the other hand, the term f(μ, σ|Data, Prior) simplified as f(μ, σ|Data) can be obtained using the
Bayesian theorem (e.g., Ang and Tang 2007):
f ( μ ,σ | Data) = kf ( Data | μ ,σ ) f ( μ ,σ ) (3)
where k = f ( Data) −1 = ( f ( Data | μ ,σ ) f (μ ,σ )dμdσ )
−1
is a normalizing constant, which doesn’t
depend on μ and σ; f(Data|µ,σ) is the likelihood function, which reflects the model fit with the Data;
f(μ,σ) is the prior distribution of μ and σ, and it reflects the engineering experience and judgment
prior to the site-specific observation data. When there is no prevailing prior knowledge on μ and σ,
f(μ,σ) can be represented by a non-informative uniform distribution (e.g., Cao and Wang 2014; Cao
et al. 2016; Wang et al. 2015):
 1 1
 × for μ ∈ [ μmin , μmax ],σ ∈ [σ min , σ max ]
f ( μ , σ ) =  μmax − μmin σ max − σ min (4)
 0 for others

where μ min , μ max and σ min , σ max are the minimum and maximum values of μ and σ respectively.
They can be estimated in accordance with their physical meaning and typical ranges reported in
literature (e.g., Cao et al. 2016). Note that a uniform distribution (i.e., Eq. (4)) is taken to model the
prior distribution of μ and σ. This is to reflect the lack of knowledge on μ and σ. If users are more
experienced, other more informative distribution such as truncated Gaussian, triangle distribution
can also be used (e.g., Wang and Cao 2013). As such, the site-specific PDF of ϕ′ can be obtained, if
the likelihood function, f(Data|µ,σ) in Eq. (3) is derived (it will be detailed later in the next section).
Since the site-specific PDF of ϕ′ can be mathematically complicated, Wang and Cao (2013)
proposed to transform it into a large number of equivalent samples of ϕ′. This allows conventional
statistical methods to be carried out easily by geotechnical practitioners.
Note that the likelihood function is problem-specific and it plays a vital role in Bayesian
methods. It can be obtained readily from a given regression model with known model uncertainty
(e.g., Wang and Cao 2013; Cao and Wang 2014; Wang et al. 2015). However, exploration on the
situation where the model uncertainty is unknown and difficult to calibrate is still lacking. As
mentioned previously, the situation occurs when the original data that were used to develop the
model, such as a geotechnical design chart, are untraceable because of some historical reasons. In
the next section, it will be shown that the effect of unknown model uncertainty of a geotechnical
design chart can be systematically and explicitly considered and formulated without too much
efforts into the likelihood function (note that determination of the model uncertainty is not the
objective of this study, but exploration of it even when it is unknown).

3. Likelihood function considering the effect of model uncertainty in design chart

3.1 Probabilistic modeling of model uncertainty

For illustration, a commonly-used geotechnical design chart from Schmertmann (1975) relating ϕ′
and NSPT is used in this study, as shown in Figure 1(a). It is approximated as (Kulhawy and Mayne
1990):
φ ′* = tan −1[( N SPT /(12.2 + 20.3σ v / pa )) 0.34 ] (5)

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SPT N Value
0 15 30 45 60
0.0 0.12
as σε value

Probability Density Function

increases, the
0.5 peak decreases
0.09
Vertical Stress, σv/pa

1.0
50 ̊ 0.06
1.5

2.0 0.03
45 ̊
2.5 0.00
40 ̊
3.0 25 ̊ 30 ̊ 35 ̊ 25˚ ϕ′ 50˚

(a) (b)
Figure 1 A ϕ′-NSPT design chart and illustration of model uncertainty
where “tan-1” represents the inverse tangent function; σv represent the vertical total stress; and
pa is the atmospheric pressure, and it is taken as pa = 0.1MPa. Note that ϕ′* rather than ϕ′ is used in
Eq. (5). This is to highlight that ϕ′* directly estimated from Eq. (5) may contain some uncertainty.
Note that Eq. (5), i.e., the model shown in Figure 1(a), was developed based on past observational
data, on either empirical or semi-theoretical basis, and Eq. (5) is not perfect but with some model
uncertainty. Namely, obtained ϕ′* from Eq. (5) not only contains true value of ϕ′, but also contains
model uncertainty associated with Eq. (5). For example, given a specific NSPT = 25.5, and σv/pa =
1.5, ϕ′* is estimated as 40˚. However, the true value of ϕ′ corresponding to NSPT = 25.5 and σv/pa =
1.5, can be either larger or smaller than 40˚, due to the existence of model uncertainty, as illustrated
in Figure 1(a). In such case, ϕ′* can be written as a summation of ϕ′ and model uncertainty term ε,
which is expressed as:
φ ′* = tan −1[( N SPT /(12.2 + 20.3σ v / pa )) 0.34 ] = φ ′ + ε (6)
where ε can be taken as a zero-mean Gaussian random variable, with a standard deviation of σε (e.g.,
Phoon and Kulhawy 1999b; Wang and Cao 2013; Wang et al. 2015). This implicitly considers the
design chart in Figure 1(a) as unbiased. In this case, quantification of ε reduces to the quantification
of σε. The σε value reflects the magnitude of model uncertainty associated with Eq. (5). It can be
readily obtained from the residual error associated with the regression equation, if the original data
that were used to develop the design chart are still available (e.g., Phoon and Kulhawy 1999b).
Unfortunately, they are missing due to some historical reasons, as mentioned previously. In such
situation, σε is further taken as a random variable to reflect the lack of data. Because no pre-existing
information prefers some possible σε values than other σε values, a uniform distribution with a lower
and upper bound, i.e., σε,min and σε,max, is taken to model σε. Due to the definition of standard
deviation, σε must be nonnegative, σε,min is therefore conservatively taken as σε,min = 0. It implies
that no model uncertainty exists in the design chart, and the design chart provides a perfect
prediction. On the other hand, when σε is extremely large, the design chart might not provide any
valuable information on ϕ′ for a given NSPT, and each ϕ′ estimated within the range [ϕ′min, ϕ′max] has
the same occurrence probability as illustrated in Figure 1(b) by a solid line. ϕ′min, ϕ′max are taken as
the minimum and maximum value of ϕ′ in the design chart (i.e., Figure 1(a)), respectively. σε
corresponding to this extreme case is taken as the σε, max, and it is estimated as (e.g., Ang and Tang
2007):

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′ − φmin
(φmax ′ )2
σ ε ,max = (7)
12
where ϕ′min = 25˚ and ϕ′max = 50˚ in this study (according to Figure 1(a)). σε, max is then calculated as
σε, max = 7.2°. Note that the σε, max = 7.2° is used to reflect the largest uncertainty of the model
shown in Figure 1. Given the probabilistic modeling of σε, the likelihood function considering the
effect of σε can be formulated as shown in the next subsection. Note that this study only aims to
study the effect of model uncertainty and how to consider it objectively even when the uncertainty
is unknown. Determination of the model uncertainty is out of the scope of this study.
3.2 Formulation of likelihood function
As mentioned previously, φ ′ is modeled as a Gaussian random variable to represent its inherent
variability, and it can expressed as (e.g., Ang and Tang 2007):
φ ′ = μ + σz (8)
where z is a standard Gaussian random variable. Combing Eqs. (6) and (8) leads to:
φ ′* = tan −1[( N SPT /(12.2 + 20.3σ v / pa )) 0.34 = φ ′ + ε = μ + σz + ε (9)
Because σz (is from the geological formation process) and σε (is from the model used here) are from
different sources, they are taken to be independent of each other. This leads ϕ′* being a Gaussian
random variable, with a mean of μ and standard deviation of σ 2 + σ ε2 . To facilitate the derivation
of likelihood function, the transformed observation data ϕ′* from NSPT are further considered as
independent of each other. This is because SPT is usually performed discretely with a depth interval
of at least 1 m or above (e.g., Mayne et al. 2002). Such a depth interval is comparable to the typical
range of vertical correlation length for various soil properties reported in the literatures (e.g., Phoon
and Kulhawy 1999a; Cao et al. 2016). As such, the site-specific data, i.e., Data = [ φi′* =tan-
1
[(NSPT/(12.2+20.3σv/pa))0.34]i, i=1, 2, …, nd]) can be treated as nd independent realizations of the
Gaussian random variable φ ′* . The likelihood function is then expressed as:
nd
1 (φ ′* − μ ) 2 
f ( Data | μ , σ , σ ε ) = ∏ exp− i 2 2 
(10)
 2(σ + σ ε ) 
2
i =1 2π (σ 2 + σ ε )
Note that it is f(Data|µ,σ) rather than f(Data|μ,σ,σε) that is required in Eq. (3). A marginalization
technique then is taken to integrate the parameter σε out of Eq. (10), i.e.,
σ ε，max
f ( Data | μ , σ ) =  f ( Data | μ , σ , σ ε ) f (σ ε )dσ ε (11)
σ ε，min

where f(σε) represents the PDF of σε, i.e., the probabilistic modeling of σε. As discussed in previous
subsection, σε can be modeled as a random variable uniformly distributed between the range [0˚,
7.2˚]. f(σε) is then expressed as:
 1
 for σ ε ∈ [σ ε ,min , σ ε ,max ]
f (σ ε ) = σ ε ,max − σ ε ,min (12)
 0 for others
It should be clarified that a uniform distribution, i.e., Eq. (12), used is to reflect the situation that
there exist no informative knowledge on σε. However, more informative distribution on σε can also
be adopted, if informative knowledge regarding σε is available. A close examination of Eq. (11)
shows that f(Data|μ,σ) is in fact a function of design chart model uncertainty (i.e., σε). The effect of

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model uncertainty in design chart is further propagated to the characterization of φ′ by Eq. (3) and
(1). In such a manner, the effect of model uncertainty in the design chart is objectively and
explicitly considered when characterizing φ′ from NSPT, even when the magnitude of model
uncertainty in the design chart is unknown. The influence of model uncertainty and the
effectiveness of the proposed approach is illustrated in the next section.
4. Numerical example
Because the true model uncertainty contained in the design chart (i.e., Figure 1) is unknown,
therefore the effect of model uncertainty on the characterization results and usefulness of the
proposed approach cannot be clearly illustrated and validated using real data. As such, simulated
data from the design chart (i.e., Figure 1) is used, and the underlying model uncertainty can be
assumed exactly. For illustration, the mean and standard deviation of φ′ are taken as μ = 40˚ and σ =
3.0˚, respectively. The model uncertainty in the design chart is assumed to be characterized with a
Gaussian random variable, with a mean of µε = 0˚ and standard deviation σε = 3.5˚. In addition, the
vertical stress, i.e., σv/pa is taken as a constant σv/pa = 1.5 in this example (in real application, σv/pa
is not required to be a constant). Given these pieces of information, SPT data, i.e., NSPT, can be
simulated from Eq. (9). For example, Figure 2 shows five sets of simulated SPT data with 5 NSPT
values in each data set (data quantity nd = 5).
Subsequently, to illustrate the effect of model uncertainty on the characterization results and
how useful the proposed approach is, each set of simulated NSPT are taken as input to characterize ϕ′
under three different scenarios: scenario I: σε is taken as σε = 0˚ (i.e., model uncertainty is ignored);
scenario II: σε is taken as random variable uniformly distributed within the range [0˚, 7.2˚] (i.e.,
model uncertainty is unknown but considered using the proposed approach); and scenario III: σε is
taken as σε = 3.5˚ (i.e., it is known exactly. Note that this scenario is used for comparison only). It’s
clarified that no marginalization should be used for scenario I and III, i.e., Eq. (10) rather than Eq.
(11) should be used as the likelihood function for these two scenarios. In addition to the input data
NSPT, one set of prior knowledge on μ and σ is also required. A set of relatively non-informative
prior is taken here: μ is uniformly distributed between 20˚ and 50˚; and σ is uniformly distributed
between 1˚ and 7.5˚ (e.g., Baecher and Christian 2003). Note that this set of prior is only used for
illustration and to reflect the lack of knowledge on μ and σ. If practitioners are more experienced,
more informative prior can be used, as mentioned previously. Using these pieces of information, the
ϕ′ is probabilistically characterized under the aforementioned three scenarios.
For example, using the first set of NSPT shown in Figure 2 and the prior knowledge, the
conditional PDF of ϕ′ (Eq. (1)) is obtained. Then, it is transformed into a large number, e.g., 30,000,
ϕ′ samples following the work of Wang and Cao (2013). Using the large number of equivalent ϕ′
samples, conventional statistical calculation can be carried out. For example, Figure 3 plots the
histogram using the 30,000 ϕ′ samples in scenario II. Using this histogram, the PDF of ϕ′ in scenario
II can be obtained, as shown in Figure 4(a) by a dash-dot line. The PDF of ϕ′ corresponding to the
other two scenarios (i.e., scenario I and III) can also be obtained following a procedure similar to
scenario II. Figure 4(a) plots the two PDFs of ϕ′ in scenario I and III, respectively, using a dotted
line and a dashed line. For comparison purpose, the true distribution of ϕ′ (i.e., normal distribution
with μ = 40˚ and σ = 3.0˚) is also plotted in Figure 4(a) by a solid line. It shows that all the three
scenarios peak at around 40˚, which is consistent with the true distribution. However, a further
examination of Figure 4(a) shows that peak of the dotted line plots much lower than that of the dash-
dot line and the solid line. This is because the dotted line (scenario I) exhibits much more
scatteredness around the peak, suggesting that ignoring the model uncertainty (scenario I) would
overestimate the inherent

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60 3500

3000
50
Simulated SPT Data, NSPT

2500
40
2000

Frequency
30
1500
20 1000
10 500

0 0
2 3 0 41 5 20 25 30 35 40 45 50 55 60
Data Set ID Effective Friction Angle, ϕ′ (°)
Figure 2 Simulated SPT data, NSPT, for nd = 5 Figure 3 Histogram of ϕ′ for one set of NSPT
True value True value
Scenario I (σε = 0 ̊) Scenario I (σε = 0 ̊)
Scenario II (σε = a variable) Scenario II (σε = a variable)
Scenario III (σε = 3.5 )̊ Scenario III (σε = 3.5 )̊

(a) Probability density function (b) Cumulative distribution function (CDF)

Figure 4 Probability distribution of ϕ′ under different scenarios
variability of ϕ′. In contrast, the dash-dot line plot is more consistent with the solid line (true
distribution), because of the incorporation of model uncertainty by Eqs. (10) and (11), even when
the magnitude of model uncertainty is unknown. The dashed line (scenario III) in Figure 4(a) plots
the closest to the solid line because σε is given in this scenario. In real implementation, σε is
unknown, and the scenario III is used for comparison and validation only. Observations similar to
Figure 4(a) can also be obtained in their CDFs, as shown in Figure 4(b), using the same symbols as
those in Figure 4(a). Note that Figures 3-4 only provides the results for one set of simulated NSPT.
The PDFs and CDFs corresponding to the remaining four set of simulated NSPT can also be obtained
for each scenario. Using the PDFs (or the ϕ′ samples from MCMCS), the statistics, e.g., the mean
and standard deviation (SD) can be easily calculated, and shown in Figure 5 corresponding to nd =5.
Figure 5 (a) plots the estimated mean of ϕ′ for different scenarios: solid circles for scenario I; open
squares for scenario II; and crosses for scenario III. For comparison, Figure 5(a) also includes the

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true value of mean of ϕ′ by a solid line. It’s observed that the solid circles, open squares and the
crosses all scatter around the solid line for nd = 5, which indicates that the estimated mean of
50 12 True value
True value
Estimates of the mean of φ′

Acceptance region at Acceptance region at

Estimates of the SD of φ′
48 the 5% significance level 10 the 5% significance level
Scenario I (σ ε = 0° ) Scenario I (σε = 0°)
46
Scenario II (σ ε = a variable) 8 Scenario II (σε = a variable)
44 Scenario III (σ ε = 3.5° ) Scenario III (σε = 3.5°)
6
42
4
40

38 2

36 0
0 10 20 30 40 50 0 10 20 30 40 50
Number of Simulated Data, n d Number of Simulated Data, n d
(a) Estimates of the mean (b) Estimates of the standard deviation (SD)
Figure 5 Estimates of statistics of ϕ′ under different scenarios
ϕ′ under the three scenarios are consistent with the true one. Figure 5(a) further shows that the solid
circles, open squares and the crosses are almost overlapped with each other. This is due to the fact
that an unbiased model uncertainty (i.e., με = 0˚) is used for all three scenarios in this study. Figure
5(b) plots the estimated SD of ϕ′ under the three scenarios, using the same symbols as those in
Figure 5 (a). The true SD value of ϕ′ is also plotted in Figure 5(b) by a solid line. It is clear observed
that the solid circles plot much higher than the solid line, indicating significant overestimation of
SD of ϕ′, if model uncertainty is ignored (i.e., scenario I). In contrast, the open squares (scenario II)
plots much closer to the solid line (i.e., the true standard deviation value) than the solid circles do.
This suggests that the aforementioned overestimation of SD of ϕ′ can be effectively reduced using
the proposed method in this study. This illustrates and demonstrates the effectiveness and
usefulness of the proposed method in this study. Figure 5(b) also shows that the crosses (scenario III)
plot the closest to the solid line. This is well expected because the σε is taken to be known in
scenario III. But it should be noted, as mentioned previously, that scenario III is for comparison
purposes only. When the original data points (i.e., N- ϕ′ pairs) used to develop the design chart in
Figure 1(a) are missing, it is difficult or impossible to calibrate σε.
A further examination of Figure 5 for nd = 5 shows that there exist considerable differences
between the true and estimated statistics of ϕ′, particularly for the SD of ϕ′. This can be attributed to
the fact that the number of NSPT, i.e., nd, is too small. As nd increases, the differences between the
true and estimated statistics of ϕ′ shall reduce. For illustration, another 25 sets of SPT data are
simulated for nd = 10, 20, 30, 40 and 50. Each set of data is used as the site-specific NSPT to
characterize ϕ′ under the three scenarios described above. The set of prior information same to nd =
5 is used for all situations, i.e., nd = 10, 20, 30, 40 and 50. The estimated statistics corresponding to
nd = 10, 20, 30, 40 and 50 are also plotted in Figure 5(a) for mean of ϕ′ and (b) for SD of ϕ′. Figure
5(a) shows that the solid circles, open squares and crosses all converge to the solid line, as nd
increases from nd = 5 to 50. In addition, most of the solid circles, open squares and crosses fall
within the acceptance regions at a significance level α = 5%. Note that the acceptance region are
calculated as [ μ + (σΦ α−1/ 2 ) / nd , μ + (σΦ1−−1α / 2 ) / nd ], where Φ α−1/ 2 and Φ1−−1α / 2 are the respective
values of an inverse standard Gaussian CDF at α/2 and (1-α/2) (e.g., Ang and Tang 2007). Figure
5(b), however, provides a result different to Figure 5(a): the solid circles always plot much higher to

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the solid line even as nd increases, and many solid circles don’t fall within the acceptance region at a
significance level α = 5%. The acceptance region are calculated as
(c α / 2,nd −1 )
/(nd −1) ⋅ σ , c1−α / 2,nd −1 /(nd −1) ⋅ σ , where cα / 2,n −1 and c1−α / 2,n
d d −1 are the respective
values of an inverse Chi-square statistic with nd-1 degree of freedom at the levels α/2 and (1- α/2)
(e.g., Ang and Tang 2007)). In contrast, the open squares plot much closer to the solid line, and they
gradually converge to the solid line as nd increases. This again demonstrates that the SD of ϕ′ would
be overestimated if the model uncertainty in the design chart is ignored (i.e., scenario I). However,
if the unknown model uncertainty is considered using the proposed approach in this study, more
reasonable estimates of SD of ϕ′ can be obtained. Note that the crosses (i.e., scenario III) plot
further closer to the solid line than the open squares, due to the given σε value in this scenario. As
mentioned previously, this scenario is not consistent with reality and it is used for comparison only.
All the nd cases (i.e., nd = 5, 10, 20, 20, 30 40 and 50) show that the SD of ϕ′ can be significantly
overestimated when the model uncertainty in the design chart is ignored. On the other hand, the
proposed approach using marginalization (Eq. (11)) provides a reasonable estimate of the standard
deviation of ϕ′, even when the model uncertainty in the design chart is unknown.
5. Summary and Conclusion
This study explored the effect of model uncertainty in the regression models (such as a geotechnical
design chart) on the probabilistic characterization of soil properties. It’s shown that the inherent
variability of soil property of interest would be significantly overestimated if the model uncertainty
is ignored. This highlighted the need to consider the model uncertainty in an objective and explicit
manner. Since the model uncertainty may be difficult to calibrate, when the original data that were
used to develop the model were missing due to some historical reasons, a marginalization technique
was adopted in the proposed Bayesian approach. In this study, equations were derived for the
proposed approach, and they were illustrated and validated using a numerical example. The
example showed that the proposed approach considering the unknown model uncertainty provides a
reasonable estimate of the inherent variability and gradually converge to the specified statistics. It
should be noted, however, that it would be preferable if the design chart can be calibrated, which
requires collection of data pairs (e.g., ϕ′-NSPT), which is out of the scope of this study.
Acknowledgement
The work described in this paper was supported by grant from the Research Grants Council of the
Hong Kong Special Administrative Region, China (Project No. 9042172 (CityU 11200115). The
financial support is gratefully acknowledged.
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