Bayesian estimation for a parametric Markov renewal model applied to seismic data
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Bayesian inferenceWeibull distributionGibbs samplingMarkov renewal processpredictive distributionearthquakessemi-Markov process
Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Seismology (including tsunami modeling), earthquakes (86A15) Markov renewal processes, semi-Markov processes (60K15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
Abstract: This paper presents a complete methodology for Bayesian inference on a semi-Markov process, from the elicitation of the prior distribution, to the computation of posterior summaries, including a guidance for its JAGS implementation. The holding times (conditional on the transition between two given states) are assumed to be Weibull-distributed. We examine the elicitation of the joint prior density of the shape and scale parameters of the Weibull distributions, deriving a specific class of priors in a natural way, along with a method for the determination of hyperparameters based on ``learning data and moment existence conditions. This framework is applied to data of earthquakes of three types of severity (low, medium and high size) that occurred in the central Northern Apennines in Italy and collected by the cite{CPTI04} catalogue. Assumptions on two types of energy accumulation and release mechanisms are evaluated.
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Cited in
(12)- A Bayesian analysis for the seismic data on Taiwan
- Hypotheses testing and posterior concentration rates for semi-Markov processes
- Bayesian inference of earthquake parameters from buoy data using a polynomial chaos-based surrogate
- Updating seismic renewal model
- Earthquakes occurrences estimation through a parametric semi-Markov approach
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