Generic form of bayesian monte carlo for models with partial monotonicity

M. Rajabalinejad, C. Spitas

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

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
Pages549-556
Number of pages8
Volume1
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: Jun 25 2012Jun 29 2012

Other

Other11th International Probabilistic Safety Assessment and Management Conference and the Annual European Safety and Reliability Conference 2012, PSAM11 ESREL 2012
CountryFinland
CityHelsinki
Period6/25/126/29/12

Fingerprint

Interpolation
Monte Carlo methods

Keywords

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

ASJC Scopus subject areas

  • Safety, Risk, Reliability and Quality

Cite this

Rajabalinejad, M., & Spitas, C. (2012). Generic form of bayesian monte carlo for models with partial monotonicity. In 11th International Probabilistic Safety Assessment and Management Conference and the Annual European Safety and Reliability Conference 2012, PSAM11 ESREL 2012 (Vol. 1, pp. 549-556)

Generic form of bayesian monte carlo for models with partial monotonicity. / Rajabalinejad, M.; Spitas, C.

11th International Probabilistic Safety Assessment and Management Conference and the Annual European Safety and Reliability Conference 2012, PSAM11 ESREL 2012. Vol. 1 2012. p. 549-556.

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

Rajabalinejad, M & Spitas, C 2012, Generic form of bayesian monte carlo for models with partial monotonicity. in 11th International Probabilistic Safety Assessment and Management Conference and the Annual European Safety and Reliability Conference 2012, PSAM11 ESREL 2012. vol. 1, pp. 549-556, 11th International Probabilistic Safety Assessment and Management Conference and the Annual European Safety and Reliability Conference 2012, PSAM11 ESREL 2012, Helsinki, Finland, 6/25/12.
Rajabalinejad M, Spitas C. Generic form of bayesian monte carlo for models with partial monotonicity. In 11th International Probabilistic Safety Assessment and Management Conference and the Annual European Safety and Reliability Conference 2012, PSAM11 ESREL 2012. Vol. 1. 2012. p. 549-556
Rajabalinejad, M. ; Spitas, C. / Generic form of bayesian monte carlo for models with partial monotonicity. 11th International Probabilistic Safety Assessment and Management Conference and the Annual European Safety and Reliability Conference 2012, PSAM11 ESREL 2012. Vol. 1 2012. pp. 549-556
@inproceedings{e135690422fd4ccf8dcb7cbb1af35506,
title = "Generic form of bayesian monte carlo for models with partial monotonicity",
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.",
keywords = "Bayesian, Beta, Dynamic bounds, Gaussian, Monte carlo, Reliability",
author = "M. Rajabalinejad and C. Spitas",
year = "2012",
language = "English",
isbn = "9781622764365",
volume = "1",
pages = "549--556",
booktitle = "11th International Probabilistic Safety Assessment and Management Conference and the Annual European Safety and Reliability Conference 2012, PSAM11 ESREL 2012",

}

TY - GEN

T1 - Generic form of bayesian monte carlo for models with partial monotonicity

AU - Rajabalinejad, M.

AU - Spitas, C.

PY - 2012

Y1 - 2012

N2 - 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.

AB - 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.

KW - Bayesian

KW - Beta

KW - Dynamic bounds

KW - Gaussian

KW - Monte carlo

KW - Reliability

UR - http://www.scopus.com/inward/record.url?scp=84873107694&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84873107694&partnerID=8YFLogxK

M3 - Conference contribution

SN - 9781622764365

VL - 1

SP - 549

EP - 556

BT - 11th International Probabilistic Safety Assessment and Management Conference and the Annual European Safety and Reliability Conference 2012, PSAM11 ESREL 2012

ER -