A likelihood-free approach towards Bayesian modeling of degradation growths using mixed-effects regression

被引:0
|
作者
Hazra, Indranil [1 ]
Pandey, Mahesh D. [1 ]
机构
[1] Department of Civil and Environmental Engineering, University of Waterloo, 200 University Avenue West, Waterloo,ON,N2L 3G1, Canada
来源
Computers and Structures | 2021年 / 244卷
基金
加拿大自然科学与工程研究理事会;
关键词
Analytical formulation - Approximate Bayesian - Likelihood functions - Parameter uncertainty - Posterior distributions - Regression parameters - Rejection mechanisms - Structural component;
D O I
暂无
中图分类号
学科分类号
摘要
Mixed-effects regression models are widely applicable for predicting degradation growths in structural components. The Bayesian inference method is used to estimate the regression parameters when the degradation data are confounded by measurement and parameter uncertainties. The Gibbs sampler (GS), commonly used for this purpose, works when the regression errors are assumed as normally distributed that allows for the analytical formulation of the likelihood function. In case of a more general regression error distribution (e.g., mixture models), the likelihood becomes analytically intractable and computationally expensive to a degree that any likelihood-based Bayesian inference scheme (e.g., GS, Metropolis-Hastings sampler) can no longer be used for solving a practical problem. This paper proposes a practical likelihood-free approach for parameter estimation based on the approximate Bayesian computation (ABC) method. The ABC method implements forward simulation coupled with a rejection mechanism to sample from a target posterior distribution thereby eliminating the need to evaluate the likelihood function. The advantages of the proposed method are illustrated by analyzing degradation data obtained from a Canadian nuclear power plant. © 2020 Elsevier Ltd
引用
收藏
相关论文
共 50 条
  • [21] Bayesian Modeling of Associations in Bivariate Piecewise Linear Mixed-Effects Models
    Peralta, Yadira
    Kohli, Nidhi
    Lock, Eric F.
    Davison, Mark L.
    PSYCHOLOGICAL METHODS, 2022, 27 (01) : 44 - 64
  • [22] Tree-Structured Mixed-Effects Regression Modeling for Longitudinal Data
    Eo, Soo-Heang
    Cho, HyungJun
    JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2014, 23 (03) : 740 - 760
  • [23] Evaluation of a Bayesian Approach to Estimating Nonlinear Mixed-Effects Mixture Models
    Serang, Sarfaraz
    Zhang, Zhiyong
    Helm, Jonathan
    Steele, Joel S.
    Grimm, Kevin J.
    STRUCTURAL EQUATION MODELING-A MULTIDISCIPLINARY JOURNAL, 2015, 22 (02) : 202 - 215
  • [24] Linear mixed-effects modeling approach to FMRI group analysis
    Chen, Gang
    Saad, Ziad S.
    Britton, Jennifer C.
    Pine, Daniel S.
    Cox, Robert W.
    NEUROIMAGE, 2013, 73 : 176 - 190
  • [25] Modeling dragonfly population data with a Bayesian bivariate geometric mixed-effects model
    van Oppen, Yulan B.
    Milder-Mulderij, Gabi
    Brochard, Christophe
    Wiggers, Rink
    de Vries, Saskia
    Krijnen, Wim P.
    Grzegorczyk, Marco A.
    JOURNAL OF APPLIED STATISTICS, 2023, 50 (10) : 2171 - 2193
  • [26] Robust Bayesian nonlinear mixed-effects modeling of time to positivity in tuberculosis trials
    Burger, Divan Aristo
    Schall, Robert
    Chen, Ding-Geng
    PHARMACEUTICAL STATISTICS, 2018, 17 (05) : 615 - 628
  • [27] Modeling chlordecone toxicokinetics data in growing pigs using a nonlinear mixed-effects approach
    Fourcot, A.
    Feidt, C.
    Bousquet-Melou, A.
    Ferran, A. A.
    Gourdine, J. L.
    Bructer, M.
    Joaquim-Justo, C.
    Rychen, G.
    Fournier, A.
    CHEMOSPHERE, 2020, 250 (250)
  • [28] A BAYESIAN APPROACH TO NONLINEAR MIXED-EFFECTS MODELS WITH MEASUREMENT ERRORS AND MISSINGNESS IN COVARIATES
    Liu, Wei
    ADVANCES AND APPLICATIONS IN STATISTICS, 2010, 18 (01) : 73 - 87
  • [29] A Bayesian approach to modeling two-phase degradation using change-point regression
    Bae, Suk Joo
    Yuan, Tao
    Ning, Shuluo
    Kuo, Way
    RELIABILITY ENGINEERING & SYSTEM SAFETY, 2015, 134 : 66 - 74
  • [30] A BAYESIAN NONLINEAR MIXED-EFFECTS REGRESSION MODEL FOR THE CHARACTERIZATION OF EARLY BACTERICIDAL ACTIVITY OF TUBERCULOSIS DRUGS
    Burger, Divan Aristo
    Schall, Robert
    JOURNAL OF BIOPHARMACEUTICAL STATISTICS, 2015, 25 (06) : 1247 - 1271