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Bayesian inference in probabilistic risk assessment—The current state of the art

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  • Kelly, Dana L.
  • Smith, Curtis L.

Abstract

Markov chain Monte Carlo (MCMC) approaches to sampling directly from the joint posterior distribution of aleatory model parameters have led to tremendous advances in Bayesian inference capability in a wide variety of fields, including probabilistic risk analysis. The advent of freely available software coupled with inexpensive computing power has catalyzed this advance. This paper examines where the risk assessment community is with respect to implementing modern computational-based Bayesian approaches to inference. Through a series of examples in different topical areas, it introduces salient concepts and illustrates the practical application of Bayesian inference via MCMC sampling to a variety of important problems.

Suggested Citation

  • Kelly, Dana L. & Smith, Curtis L., 2009. "Bayesian inference in probabilistic risk assessment—The current state of the art," Reliability Engineering and System Safety, Elsevier, vol. 94(2), pages 628-643.
    • Handle: RePEc:eee:reensy:v:94:y:2009:i:2:p:628-643
    DOI: 10.1016/j.ress.2008.07.002
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    References listed on IDEAS

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    1. Graves, T.L. & Hamada, M.S. & Klamann, R.M. & Koehler, A.C. & Martz, H.F., 2008. "Using simultaneous higher-level and partial lower-level data in reliability assessments," Reliability Engineering and System Safety, Elsevier, vol. 93(8), pages 1273-1279.
    2. Wilson, Alyson G. & Huzurbazar, Aparna V., 2007. "Bayesian networks for multilevel system reliability," Reliability Engineering and System Safety, Elsevier, vol. 92(10), pages 1413-1420.
    3. Hoang Pham, 2006. "System Software Reliability," Springer Series in Reliability Engineering, Springer, number 978-1-84628-295-9, September.
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