Bayesian estimation for a parametric Markov renewal model applied to seismic data

DOI10.1214/14-EJS952zbMATH Open1317.60116arXiv1301.6494MaRDI QIDQ470508FDOQ470508

Authors: Ilenia Epifani, Lucia Ladelli, Antonio Pievatolo 

Publication date: 12 November 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1301.6494

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zbMATH Keywords

Bayesian inferenceWeibull distributionGibbs samplingMarkov renewal processpredictive distributionearthquakessemi-Markov process

Mathematics Subject Classification ID

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)

Cites Work

• A Generalization of the Gamma Distribution
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• Forecasting for some stochastic process models related to sow farm management
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Cited In (12)

• Nonparametric Bayesian Modeling and Estimation for Renewal Processes
• Updating seismic renewal model
• A Bayesian analysis for the seismic data on Taiwan
• Estimation in stationary Markov renewal processes, with application to earthquake forecasting in Turkey
• About earthquake forecasting by Markov renewal processes
• Statistical inference for renewal processes
• Parametric estimation of expected number of earthquakes and hitting time distribution based on semi-Markov model in south of Iran
• Hypotheses testing and posterior concentration rates for semi-Markov processes
• Earthquakes occurrences estimation through a parametric semi-Markov approach
• Bayesian inference of earthquake parameters from buoy data using a polynomial chaos-based surrogate
• Analysing the Interevent Time Distribution to Identify Seismicity Phases: A Bayesian Nonparametric Approach to the Multiple-Changepoint Problem
• Bayesian analysis of a marked point process: application in seismic hazard assessment

Uses Software

• R
• JAGS

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