Bayesian Computations for a Class of Reliability Growth Models

In this article, we consider the development and analysis of both attribute- and variable-data reliability growth models from a Bayesian perspective. We begin with an overview of a Bayesian attribute-data reliability growth model and illustrate how this model can be extended to cover the variable-data growth models as well. Bayesian analysis of these models requires inference over ordered regions, and even though closed-form results for posterior quantities can be obtained in the attribute-data case, variable-data models prove difficult. In general, when the number of test stages gets large, computations become burdensome and, more importantly, the results may become inaccurate due to computational difficulties. We illustrate how the difficulties in the posterior and predictive analyses can be overcome using Markov-chain Monte Carlo methods. We illustrate the implementation of the proposed models by using examples from both attribute and variable reliability growth data.     

Bayesian assurance tests for degradation data

Assurance test plans are chosen to manage consumer's and producer's risks. We develop methods for planning Bayesian assurance tests for degradation data, ie, on the basis of the degradation data collected in the test, a decision is made whether to accept or reject a product. Bayesian assurance tests incorporate prior knowledge in the planning stage and use this information to evaluate posterior consumer's and producer's risks. We consider prior knowledge that takes the form of related degradation data. Assurance test plans are then found that meet the specified requirements for consumer's and producer's risks. We illustrate the planning of such assurance tests with an example involving printhead migration data. We also investigate the impact of measurement error on these assurance test plans.     

Bayesian inference in probabilistic risk assessment—The current state of the art

Markov chain Monte Carlo (MCMC) approaches to sampling directly from the joint posterior distribution of aleatory model parameters have led to tremendous advances in Bayesian inference capability in a wide variety of fields, including probabilistic risk analysis. The advent of freely available software coupled with inexpensive computing power has catalyzed this advance. This paper examines where the risk assessment community is with respect to implementing modern computational-based Bayesian approaches to inference. Through a series of examples in different topical areas, it introduces salient concepts and illustrates the practical application of Bayesian inference via MCMC sampling to a variety of important problems.     

Bayesian system identification of dynamical systems using large sets of training data: A MCMC solution

In the last 20 years the applicability of Bayesian inference to the system identification of structurally dynamical systems has been helped considerably by the emergence of Markov chain Monte Carlo (MCMC) algorithms – stochastic simulation methods which alleviate the need to evaluate the intractable integrals which often arise during Bayesian analysis. In this paper specific attention is given to the situation where, with the aim of performing Bayesian system identification, one is presented with very large sets of training data. Building on previous work by the author, an MCMC algorithm is presented which, through combing Data Annealing with the concept of ‘highly informative training data’, can be used to analyse large sets of data in a computationally cheap manner. The new algorithm is called Smooth Data Annealing.     

Transport Map sampling with PGD model reduction for fast dynamical Bayesian data assimilation

The motivation of this work is to address real-time sequential inference of parameters with a full Bayesian formulation. First, the proper generalized decomposition (PGD) is used to reduce the computational evaluation of the posterior density in the online phase. Second, Transport Map sampling is used to build a deterministic coupling between a reference measure and the posterior measure. The determination of the transport maps involves the solution of a minimization problem. As the PGD model is quasi-analytical and under a variable separation form, the use of gradient and Hessian information speeds up the minimization algorithm. Eventually, uncertainty quantification on outputs of interest of the model can be easily performed due to the global feature of the PGD solution over all coordinate domains. Numerical examples highlight the performance of the method.     

An Efficient Sampling Technique for Bayesian Inference With Computationally Demanding Models

In the environmental sciences, a large knowledge base is typically available on an investigated system or at least on similar systems. This makes the application of Bayesian inference techniques in environmental modeling very promising. However, environmental systems are often described by complex, computationally demanding simulation models. This strongly limits the application of Bayesian inference techniques, because numerical implementation of these techniques requires a very large number of simulation runs. The development of efficient sampling techniques that attempt to approximate the posterior distribution with a relatively small parameter sample can extend the range of applicability of Bayesian inference techniques to such models. In this article a sampling technique is presented that tries to achieve this goal. The proposed technique combines numerical techniques typically applied in Bayesian inference, including posterior maximization, local normal approximation, and importance sampling, with copula techniques for the construction of a multivariate distribution with given marginals and correlation structure and with low-discrepancy sampling. This combination improves the approximation of the posterior distribution by the sampling distribution and improves the accuracy of results for small sample sizes. The usefulness of the proposed technique is demonstrated for a simple model that contains the major elements of models used in the environmental sciences. The results indicate that the proposed technique outperforms conventional techniques (random sampling from simpler distributions or Markov chain Monte Carlo techniques) in cases in which the analysis can be limited to a relatively small number of parameters.     

基于贝叶斯推理时空交互式多视角目标跟踪

本文针对多摄像机视频跟踪的应用场景,在贝叶斯推理的框架下,提出了一种具有分布式时空交互计算特点的目标跟踪算法.本文首先利用贝叶斯网络对拓扑确定的多摄像机系统进行建模,并对待估状态(目标位置)高阶联合后验概率密度函数进行时空的递推,最后借助序列蒙特卡洛(粒子滤波)逼近后验概率密度函数,并采用高效的数据传送机制高效求解出跟...     

Bayesian risk-based decision method for model validation under uncertainty

This paper develops a decision-making methodology for computational model validation, considering the risk of using the current model, data support for the current model, and cost of acquiring new information to improve the model. A Bayesian decision theory-based method is developed for this purpose, using a likelihood ratio as the validation metric for model assessment. An expected risk or cost function is defined as a function of the decision costs, and the likelihood and prior of each hypothesis. The risk is minimized through correctly assigning experimental data to two decision regions based on the comparison of the likelihood ratio with a decision threshold. A Bayesian validation metric is derived based on the risk minimization criterion. Two types of validation tests are considered: pass/fail tests and system response value measurement tests. The methodology is illustrated for the validation of reliability prediction models in a tension bar and an engine blade subjected to high cycle fatigue. The proposed method can effectively integrate optimal experimental design into model validation to simultaneously reduce the cost and improve the accuracy of reliability model assessment.     

A new methodology for Bayesian history matching using parallel interacting Markov chain Monte Carlo

This paper presents an innovative application of a new class of parallel interacting Markov chains Monte Carlo to solve the Bayesian history matching (BHM) problem. BHM consists of sampling a posterior distribution given by the Bayesian theorem. Markov chain Monte Carlo (MCMC) is well suited for sampling, in principle, any type of distribution; however the number of iteration required by the traditional single-chain MCMC can be prohibitive in BHM applications. Furthermore, history matching is typically a highly nonlinear inverse problem, which leads in very complex posterior distributions, characterized by many separated modes. Therefore, single chain can be trapped into a local mode. Parallel interacting chains is an interesting way to overcome this problem, as shown in this paper. In addition, we presented new approaches to define starting points for the parallel chains. For validation purposes, the proposed methodology is firstly applied in a simple but challenging cross section reservoir model with many modes in the posterior distribution. Afterwards, the application to a realistic case integrated to geostatistical modelling is also presented. The results showed that the combination of parallel interacting chain with the capabilities of distributed computing commonly available nowadays is very promising to solve the BHM problem.     

A note on the Bayesian analysis of experiments with correlated multiple responses using a matrix‐logarithmic covariance model

In the literature, analysis of multiple responses from experiments with replicates has modeled the covariance matrix directly as linear models of the transformed variances and correlations, ie, covariance modeling. This article considers models based on the matrix‐logarithm of the covariance matrix. This so‐called log‐covariance modeling is illustrated with data from actual experiments and compared with the traditional covariance modeling.     

利用贝叶斯推理估计二维含源对流扩散方程参数

为了克服观测数据的不确定性给参数反演带来的困难,利用贝叶斯推理建立了二维含源对流扩散方程参数估计的数学模型。通过贝叶斯定理,获得了模型参数的后验分布,从而获得反问题的解。对于多参数反演问题,基于数值解计算得到的参数后验分布很难直观地表现出来,采用马尔科夫链蒙特卡罗方法对参数的后验分布进行采样,获得了扩散系数和降解系数的估计值。研究了观测点位置对计算结果的影响;同时研究了似然函数的形式对估计结果的影响,结果表明在异常值可能出现时采用Laplace分布型的似然函数可以获得稳健估计。对不同观测点数目下的估计值进行了对比,认为对于二维稳态对流扩散方程的双参数估计问题,至少需要两个观测点才有可能得到合理的解。     

A Bayesian Semiparametric Analysis of the Reliability and Maintenance of Machine Tools

A Bayesian semiparametric proportional hazards model is presented to describe the failure behavior of machine tools. The semiparametric setup is introduced using a mixture of Dirichlet processes prior. A Bayesian analysis is performed on real machine tool failure data using the semiparametric setup, and development of optimal replacement strategies are discussed. The results of the semiparametric analysis and the replacement policies are compared with those under a parametric model.     

Markov chain Monte Carlo in Bayesian models for testing gamma and lognormal S-type process qualities

The process capability index C_pu is widely used to measure S-type process quality. Many researchers have presented adaptive techniques for assessing the true C_pu assuming normality. However, the quality characteristic is often abnormal, and the derived techniques based on the normality assumption could mislead the manager into making uninformed decisions. Therefore, this study provides an alternative method for assessing C_pu of non-normal processes. The Markov chain Monte Carlo, an emerging popular statistical tool, is integrated into Bayesian models to seek the empirical posterior distributions of specific gamma and lognormal parameters. Afterwards, the lower credible interval bound of C_pu can be derived for testing the non-normal process quality. Simulations show that the proposed method is adaptive and has good performance in terms of coverage probability.     

A Bayes approach to reliability prediction utilizing data from accelerated life tests and field failure observations

A Bayes approach is proposed to improve product reliability prediction by integrating failure information from both the field performance data and the accelerated life testing data. It is found that a product's field failure characteristic may not be directly extrapolated from the accelerated life testing results because of the variation of field use condition that cannot be replicated in the lab‐test environment. A calibration factor is introduced to model the effect of uncertainty of field stress on product lifetime. It is useful when the field performance of a new product needs to be inferred from its accelerated life test results and this product will be used in the same environment where the field failure data of older products are available. The proposed Bayes approach provides a proper mechanism of fusing information from various sources. The statistical inference procedure is carried out through the Markov chain Monte Carlo method. An example of an electronic device is provided to illustrate the use of the proposed method. Copyright © 2008 John Wiley & Sons, Ltd.     

Bayesian tolerance intervals for the balanced two-factor nested random effects model

Statistical intervals, properly calculated from sample data, are likely to be substantially more informative to decision makers than obtaining a point estimate alone and are often of paramount interest to practitioners and thus management (and are usually a great deal more meaningful than statistical significance or hypothesis tests). Wolfinger (1998, J Qual Technol 36:162–170) presented a simulation-based approach for determining Bayesian tolerance intervals in a balanced one-way random effects model. In this note the theory and results of Wolfinger are extended to the balanced two-factor nested random effects model. The example illustrates the flexibility and unique features of the Bayesian simulation method for the construction of tolerance intervals.      

Bayesian inference for parameters estimation using experimental data

A finite element (FE) model is developed for a curved cable-stayed footbridge located in Terni (Umbria Region, Central Italy) which accounts for uncertainties in geometry, material properties, and boundary conditions as well as limited knowledge on the behavior of connections and other components. Ambient vibration tests (AVTs) are carried out to identify the main dynamic parameters which are used for model updating in the Bayesian framework. Sensitivity analysis is performed to identify the main mechanical parameters affecting natural frequencies and mode shapes to be used as updating parameters. Finally, the posterior probability distributions of the selected updating parameters is estimated and used to assess the accuracy of the FE-based model. The importance of using a proper informative reference data set in the updating framework is assessed using different observations together with the importance of reliable surrogate models able to reduce the computational costs related to the whole framework.     

Focused factories: a Bayesian framework for estimating non-product related investment

Focused factories are one of the new manufacturing trends for automotive suppliers. A key requirement for these suppliers is the ability to accurately estimate both product and non-product related investment in these facilities to quote profitable business. We propose a systematic Bayesian framework to estimate non-product related investment in focused factories. Our approach incorporates uncertainty in the activity-based costing method and applies Monte Carlo simulation process to generate distributions of investment for the cost centres, and for the different project phases in setting up a facility. A Bayesian-updating procedure is introduced to improve parameter estimations as new information becomes available with experience in setting up these facilities. Our approach is deployed at a leading global automotive tier-one supplier, Visteon Corporation. The efficacy of the Visteon-focused factory cost model is validated using subject matter experts as well as by comparing the model results with estimates from the typical current process.     

A Decomposition Strategy for the Variational Inference of Complex Systems

Markov chain Monte Carlo approaches have been widely used for Bayesian inference. The drawback of these methods is that they can be computationally prohibitive especially when complex models are analyzed. In such cases, variational methods may provide an efficient and attractive alternative. However, the variational methods reported to date are applicable to relatively simple models and most are based on a factorized approximation to the posterior distribution. Here, we propose a variational approach that is capable of handling models that consist of a system of differential-algebraic equations and whose posterior approximation can be represented by a multivariate distribution. Under the proposed approach, the solution of the variational inference problem is decomposed into three steps: a maximum a posteriori optimization, which is facilitated by using an orthogonal collocation approach, a preprocessing step, which is based on the estimation of the eigenvectors of the posterior covariance matrix, and an expected propagation optimization problem. To tackle multivariate integration, we employ quadratures derived from the Smolyak rule (sparse grids). Examples are reported to elucidate the advantages and limitations of the proposed methodology. The results are compared to the solutions obtained from a Markov chain Monte Carlo approach. It is demonstrated that significant computational savings can be gained using the proposed approach. This article has supplementary material online.