Two-stage Bayesian models - application to ZEDB project

被引:18
|
作者
Bunea, C
Charitos, T
Cooke, RM
Becker, G
机构
[1] George Washington Univ, Sch Appl Sci, Washington, DC 20052 USA
[2] Inst Comp & Informat Sci, NL-3508 TB Utrecht, Netherlands
[3] Delft Univ Technol, EWI Fac, NL-2628 CD Delft, Netherlands
[4] RISA, D-10627 Berlin, Germany
关键词
two-stage Bayesian model; ZEDB project; gamma prior distribution; lognormal prior distribution; hyperprior distributions; Jeffrey's rule; integration ranges;
D O I
10.1016/j.ress.2004.10.016
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
A well-known mathematical tool to analyze plant specific reliability data for nuclear power facilities is the two-stage Bayesian model. Such two-stage Bayesian models are standard practice nowadays, for example in the German ZEDB project or in the Swedish T-Book, although they may differ in their mathematical models and software implementation. In this paper, we review the mathematical model, its underlying assumptions and supporting arguments. Reasonable conditional assumptions are made to yield tractable and mathematically valid form for the failure rate at plant of interest, given failures and operational times at other plants in the population. The posterior probability of failure rate at plant of interest is sensitive to the choice of hyperprior parameters since the effect of hyperprior distribution will never be dominated by the effect of observation. The methods of Porn and Jeffrey for choosing distributions over hyperparameters are discussed. Furthermore, we will perform verification tasks associated with the theoretical model presented in this paper. The present software implementation produces good agreement with ZEDB results for various prior distributions. The difference between our results and those of ZEDB reflect differences that may arise from numerical implementation, as that would use different step size and truncation bounds. (C) 2004 Elsevier Ltd. All rights reserved.
引用
收藏
页码:123 / 130
页数:8
相关论文
共 50 条
  • [1] Two-stage Bayesian models - application to ZEDB project
    Bunea, C
    Charitos, T
    Cooke, RM
    Becker, G
    [J]. SAFETY AND RELIABILITY, VOLS 1 AND 2, 2003, : 321 - 329
  • [2] Reply to J.K. Vaurio concerning: Two-stage Bayesian models - application to ZEDB project - Reliab Eng Syst Saf, 2005; 90 (2-3); 123-30
    Bunea, C.
    Charitos, T.
    Cooke, R. M.
    Becker, G.
    [J]. RELIABILITY ENGINEERING & SYSTEM SAFETY, 2007, 92 (04) : 545 - 545
  • [3] Bayesian two-stage optimal design for mixture models
    Lin, HF
    Myers, RH
    Ye, KY
    [J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2000, 66 (03) : 209 - 231
  • [4] TWO-STAGE BAYESIAN MODEL AVERAGING IN ENDOGENOUS VARIABLE MODELS
    Lenkoski, Alex
    Eicher, Theo S.
    Raftery, Adrian E.
    [J]. ECONOMETRIC REVIEWS, 2014, 33 (1-4) : 122 - 151
  • [5] The two-stage Bayesian method used for the T-book application
    Porn, K
    [J]. RELIABILITY ENGINEERING & SYSTEM SAFETY, 1996, 51 (02) : 169 - 179
  • [6] Bunea, C., Charitos, T., Cooke, R.M., Becker, G. Two-stage Bayesian models - application to ZEDB project - Reliability engineering and system safety, 2005, 90 (2-3); 123-30
    Vaurio, Jussi K.
    [J]. RELIABILITY ENGINEERING & SYSTEM SAFETY, 2007, 92 (04) : 543 - 544
  • [7] Bayesian Inference using Two-stage Laplace Approximation for Differential Equation Models
    Dass, Sarat C.
    Lee, Jaeyong
    Lee, Kyoungjae
    [J]. PROCEEDING OF THE 4TH INTERNATIONAL CONFERENCE OF FUNDAMENTAL AND APPLIED SCIENCES 2016 (ICFAS2016), 2016, 1787
  • [8] Two-Stage Bayesian Optimization for Scalable Inference in State-Space Models
    Imani, Mahdi
    Ghoreishi, Seyede Fatemeh
    [J]. IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2022, 33 (10) : 5138 - 5149
  • [9] Two-Stage Bayesian Sequential Change Diagnosis
    Ma, Xiaochuan
    Lai, Lifeng
    Cui, Shuguang
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2021, 69 : 6131 - 6147
  • [10] Bayesian Two-Stage Adaptive Design in Bioequivalence
    Liu, Shengjie
    Gao, Jun
    Zheng, Yuling
    Huang, Lei
    Yan, Fangrong
    [J]. INTERNATIONAL JOURNAL OF BIOSTATISTICS, 2020, 16 (01):