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

Bayesian estimatorscross-entropy methodHamiltonian Monte Carloloss functionsmaximum likelihood estimatorsnonlinear failure rate

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 4107979
• scientific article; zbMATH DE number 36662
• scientific article; zbMATH DE number 4107978
• Nonparametric Bayesian analysis of the accelerated failure time model
• A Bayesian approach to inference for monotone failure rates
• scientific article; zbMATH DE number 934547
• Parameter estimates of general failure rate model: a Bayesian approach
• Synthetic Bayesian estimation of the failure rate
• Estimating the time-to-failure distribution of a linear degradation model using a Bayesian approach

Cites work

• A Bayes analysis of modified Weibull distribution via Markov chain Monte Carlo simulation
• A comparison of the Bayesian and frequentist approaches to estimation
• An alternative competing risk model to the Weibull distribution for modelling aging in lifetime data analysis
• Analysis for the Linear Failure-Rate Life-Testing Distribution
• Bayes estimation of the linear hazard-rate model
• Bayes Estimator of Inverse Gaussian Parameters Under General Entropy Loss Function Using Lindley's Approximation
• Bayesian approach to life testing and reliability estimation using asymmetric loss function
• Bayesian data analysis.
• Bayesian inference and prediction of the inverse Weibull distribution for type-II censored data
• Bayesian learning for neural networks
• Equation of state calculations by fast computing machines
• scientific article; zbMATH DE number 3569699 (Why is no real title available?)
• scientific article; zbMATH DE number 1198868 (Why is no real title available?)
• scientific article; zbMATH DE number 1834429 (Why is no real title available?)
• scientific article; zbMATH DE number 2117227 (Why is no real title available?)
• Markov chain Monte Carlo methods for parameter estimation of the modified Weibull distribution
• MCMC using Hamiltonian dynamics
• The cross-entropy method for continuous multi-extremal optimization
• The Deviance Information Criterion: 12 Years on
• The EM Algorithm and Extensions, 2E
• The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
• Warranty data collection and analysis.

Describes a project that uses

Uses Software

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

This page was built for publication: Non-linear failure rate: a Bayes study using Hamiltonian Monte Carlo simulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2191253)