Generic form of Bayesian Monte Carlo for models with partial monotonicity

M. Rajabalinejad, C. Spitas

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademic

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Abstract

This paper presents a generic method for the safety assessments of models with partial monotonicity. For this purpose, a Bayesian interpolation method is developed and implemented in the Monte Carlo process. integrated approach is the generalization of the recently developed techniques used in safety assessment of monotonic models and it substantially increases the efficiency of Monte Carlo method. The formulation of this development is provided in this paper with an example showing its ability to dramatically improve efficiency of simulation. This is achieved by employing prior information obtained from monotonic models and outcomes of the preceding simulations. The theory and numerical algorithms of this method for multi-dimensional problems and their integration with the probabilistic finite element model of a real-world example are presented
Original languageEnglish
Title of host publication11th International Probabilistic Safety Assessment and Management Conference and the Annual European Safety and Reliability Conference 2012 (PSAM11 ESREL 2012)
PublisherCurran Associates Inc.
Number of pages8
ISBN (Print)9781622764365
Publication statusPublished - 2012
Externally publishedYes
Event11th International Probabilistic Safety Assessment and Management Conference and the Annual European Safety and Reliability Conference 2012 (PSAM11 - ESREL 2012) - Helsinki, Finland
Duration: 25 Jun 201229 Jun 2012

Conference

Conference11th International Probabilistic Safety Assessment and Management Conference and the Annual European Safety and Reliability Conference 2012 (PSAM11 - ESREL 2012)
Abbreviated titlePSAM/ESREL
CountryFinland
CityHelsinki
Period25/06/1229/06/12

Keywords

  • Reliability
  • Bayesian
  • Dynamic bounds
  • Monte Carlo
  • Gaussian
  • Beta

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