Bayesian analysis of stochastic process models

DOI10.1002/9780470975916MaRDI QIDQ3067831zbMATH OpenOpenAlexFDO

Authors David Ríos Insua, Fabrizio Ruggeri, Michael P. Wiper

Publication date 13 January 2011

Published in Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/9780470975916

Mathematics Subject Classification ID

Stochastic processes (60Gxx) Markov processes (60Jxx) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Bayesian inference (62F15) Inference from stochastic processes (62Mxx) Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)

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Cited in

(26)

• A non-parametric Bayesian approach to decompounding from high frequency data
• Decision making under uncertain and dependent system rates in service systems
• On a new class of multivariate prior distributions: theory and application in reliability
• A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes
• Advances in Bayesian decision making in reliability
• Bayesian statistical parameter synthesis for linear temporal properties of stochastic models
• Structured priors for sparse probability vectors with application to model selection in Markov chains
• Imprecise continuous-time Markov chains
• Prior processes and their applications. Nonparametric Bayesian estimation
• Bayesian estimation procedure in multiprocess non-linear dynamic generalized model
• A medical resource allocation model for serving emergency victims with deteriorating health conditions
• Bayesian inference for stochastic processes
• Superspreaders and high variance infectious diseases
• Bayesian Analysis of Stochastic Processes in Reliability
• On some optimal Bayesian nonparametric rules for estimating distribution functions
• Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models
• Inferential study of single unit repairable system
• Monitoring algorithmic fairness
• Large-scale automated forecasting for network safety and security monitoring
• Bayesian gamma processes for optimizing condition-based maintenance under uncertainty
• MCMC calibration of spot-prices models in electricity markets
• Forecasting aviation safety occurrences
• Discussion of: ``Specifying prior distributions in reliability applications
• Memory-type time-between-events charts using nonhomogeneous Poisson process
• Bayesian inference of a queueing system with short- or long-tailed distributions based on Hamiltonian Monte Carlo
• Fifty years of reliability in operations research

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