Generic Form of Bayesian Monte Carlo For Models With Partial Monotonicity

Conference paper (2012)

Contributors

C. Spitas (contributor)
Department
Design Engineering (IDE) (TU Delft)
Copyright: © 2012 Rajabalinejad, M.
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Published Date

25-06-2012

Reuse Rights

Other than for strictly personal use, it is not permitted to download, forward or distribute the text or part of it, without the consent of the author(s) and/or copyright holder(s), unless the work is under an open content license such as Creative Commons.

Source:

PSAM 11: 11th International Probabilistic Safety Assessment and Management Conference & ESREL 2012: The Annual European Safety and Reliability Conference Scandic Marina Congress Center, Helsinki, Finland, 25-29 June 2012

Faculty

Industrial Design Engineering

Department

Design Engineering

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.