Robust Bayesian Reliability for Complex Systems under Prior-Data Conflict
Publication: ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering
Volume 4, Issue 3
Abstract
This paper considers the quantification of system reliability in scenarios in which data, that is, failures or the absence of failures, occurring from the system’s use over time, are considered surprising from the perspective of prior information. A generalized, or imprecise, Bayesian approach is presented for general system structures in which the component lifetimes have Weibull distributions with a known shape parameter. For the scale parameter, a specific set of prior distributions is assumed that enables the prior-data conflict to be reflected through the increased imprecision in the posterior reliability bounds.
Get full access to this article
View all available purchase options and get full access to this article.
Data Availability Statement
The code to reproduce all results and figures from the examples in the section “Examples” is available from the corresponding author by request. Information about the Journal’s data-sharing policy can be found here: http://ascelibrary.org/doi/10.1061/(ASCE)CO.1943-7862.0001263.
Acknowledgments
Gero Walter was supported by the DINALOG project Coordinated Advanced Maintenance and Logistics Planning for the Process Industries (CAMPI).
References
Augustin, T., F. P. A. Coolen, G. de Cooman, and M. C. M. Troffaes. 2014. Introduction to imprecise probabilities. New York: Wiley.
Barlow, R., and F. Proschan. 1975. Statistical theory of reliability and life testing. New York: Holt, Rinehart and Winston.
Berger, J., et al. 1994. “An overview of robust Bayesian analysis.” TEST 3 (1): 5–124. https://doi.org/10.1007/BF02562676.
Bernardo, J., and A. Smith. 2000. Bayesian theory. Chichester, UK: Wiley.
Bousquet, N. 2008. “Diagnostics of prior-data agreement in applied Bayesian analysis.” J. Appl. Stat. 35 (9): 1011–1029. https://doi.org/10.1080/02664760802192981.
Coolen, F. P. A. 1996. “On Bayesian reliability analysis with informative priors and censoring.” Reliab. Eng. Syst. Saf. 53 (1): 91–98. https://doi.org/10.1016/0951-8320(96)00037-3.
Coolen, F. P. A., and T. Coolen-Maturi. 2012. “Generalizing the signature to systems with multiple types of components.” In Vol. 170 of Complex systems and dependability: Advances in intelligent and soft computing, edited by W. Zamojski, J. Mazurkiewicz, J. Sugier, T. Walkowiak, and J. Kacprzyk, 115–130. New York: Springer.
Coolen, F. P. A., and T. Coolen-Maturi. 2015. “Predictive inference for system reliability after common-cause component failures.” Reliab. Eng. Syst. Saf. 135: 27–33. https://doi.org/10.1016/j.ress.2014.11.005.
Evans, M., and H. Moshonov. 2006. “Checking for prior-data conflict.” Bayesian Anal. 1 (4): 893–914. https://doi.org/10.1214/06-BA129.
Good, I. J. 1965. The estimation of probabilities. Cambridge, MA: MIT Press.
O’Hagan, A., and L. Pericchi. 2012. “Bayesian heavy-tailed models and conflict resolution: A review.” Br. J. Prob. Stat. 26 (4): 372–401. https://doi.org/10.1214/11-BJPS164.
R Core Team. 2017. R: A language and environment for statistical computing. Vienna, Austria: R Foundation for Statistical Computing.
Troffaes, M. C. M., G. Walter, and D. L. Kelly. 2014. “A robust Bayesian approach to modelling epistemic uncertainty in common-cause failure models.” Reliab. Eng. Syst. Saf. 125: 13–21. https://doi.org/10.1016/j.ress.2013.05.022.
Walley, P. 1991. Statistical reasoning with imprecise probabilities. London: Chapman and Hall.
Walter, G. 2013. “Generalized Bayesian inference under prior-data conflict.” Ph.D. thesis, LMU Munich.
Walter, G., and T. Augustin. 2009. “Imprecision and prior-data conflict in generalized Bayesian inference.” J. Stat. Theory Pract. 3 (1): 255–271. https://doi.org/10.1080/15598608.2009.10411924.
Walter, G., T. Augustin, and F. P. Coolen. 2011. “On prior-data conflict in predictive Bernoulli inferences.” In Proc., ISIPTA’11: 7th Int. Symp. on Imprecise Probabilities: Theories and Applications, edited by F. P. Coolen, G. de Cooman, T. Fetz, and M. Oberguggenberger, 391–400. Lugano, Switzerland: SIPTA.
Walter, G., and F. P. A. Coolen. 2016. “Sets of priors reflecting prior-data conflict and agreement.” In Proc., Information Processing and Management of Uncertainty in Knowledge-Based Systems: 16th Int. Conf., IPMU 2016, edited by P. J. Carvalho, M.-J. Lesot, U. Kaymak, S. Vieira, B. Bouchon-Meunier, and R. R. Yager, 153–164. Cham, Switzerland: Springer.
Walter, G., A. Graham, and F. P. A. Coolen. 2015. “Robust Bayesian estimation of system reliability for scarce and surprising data.” In Proc., Safety and Reliability of Complex Engineered Systems: ESREL 2015, edited by L. Podofillini, B. Sudret, B. Stojadinović, E. Zio, and W. Kröger, 1991–1998. London: CRC Press.
Information & Authors
Information
Published In
Copyright
©2018 American Society of Civil Engineers.
History
Received: Aug 9, 2016
Accepted: Feb 28, 2018
Published online: Jun 14, 2018
Published in print: Sep 1, 2018
Discussion open until: Nov 14, 2018
Authors
Metrics & Citations
Metrics
Citations
Download citation
If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.