Non-linear failure rate: a Bayes study using Hamiltonian Monte Carlo simulation

DOI10.1016/J.IJAR.2020.04.007MaRDI QIDQ2191253zbMATH OpenOpenAlexFDO

Authors Tien T. Thach, Radim Bris, Frank P. A. Coolen, Petr Volf

Publication date 24 June 2020

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL http://dro.dur.ac.uk/30600/1/30600.pdf

zbMATH Keywords

Hamiltonian Monte Carlomaximum likelihood estimatorsloss functionscross-entropy methodBayesian estimatorsnonlinear failure rate

Mathematics Subject Classification ID

Bayesian inference (62F15) Censored data models (62N01) Monte Carlo methods (65C05)

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Cites work

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• Bayesian learning for neural networks
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• MCMC using Hamiltonian dynamics
• Markov chain Monte Carlo methods for parameter estimation of the modified Weibull distribution
• The Deviance Information Criterion: 12 Years on
• The EM Algorithm and Extensions, 2E
• The cross-entropy method for continuous multi-extremal optimization
• The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
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Describes a project that uses

Uses Software

• NUTS
• SPLIDA
• CEoptim
• rstan
• RStan
• BayesDA
• Stan
• spBayes

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