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Bayesian Nonparametric Reliability Analysis Using Dirichlet Process Mixture Model

Cheng, Nan
http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1307988021

Abstract Details

2011, Master of Science (MS), Ohio University, Industrial and Systems Engineering (Engineering and Technology).
This thesis develops a Bayesian nonparametric method based on Dirichlet Process Mixture Model (DPMM) and Markov chain Monte Carlo (MCMC) simulation algorithms to analyze non-repairable reliability lifetime data. Kernel distributions of the model will be implemented with Weibull, Lognormal and Exponential. The influence of prior distribution on the model parameters is studied. Both simulated and experimental data are used to test the proposed models. Our data analysis results indicate that the Dirichlet Process Lognormal Mixture (DPLNM) model is more flexible than the Dirichlet Process Exponential Mixture (DPEM) model and the Dirichlet Process Weibull Mixture (DPWM) model in terms of capturing different shapes of the life time distribution functions. Typically, when handling the practical data generated from devices with embedded nano-crystals, only the DPLNM model can produce a good fit towards the data. Although the lognormal distribution does not have closed form reliability function, censored data can still be easily handled using modern sampling techniques, such as Slice Sampling.
Tao Yuan (Committee Chair)
84 p.
Engineering
Dirichlet Process Mixture Model (DPMM); Bayesian Nonparametric Reliability Analysis; Dirichlet Process Lognormal Mixture (DPLNM) model

Recommended Citations

Citations

  • Cheng, N. (2011). Bayesian Nonparametric Reliability Analysis Using Dirichlet Process Mixture Model [Master's thesis, Ohio University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1307988021

    APA Style (7th edition)

  • Cheng, Nan. Bayesian Nonparametric Reliability Analysis Using Dirichlet Process Mixture Model. 2011. Ohio University, Master's thesis. OhioLINK Electronic Theses and Dissertations Center, http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1307988021.

    MLA Style (8th edition)

  • Cheng, Nan. "Bayesian Nonparametric Reliability Analysis Using Dirichlet Process Mixture Model." Master's thesis, Ohio University, 2011. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1307988021

    Chicago Manual of Style (17th edition)

ohiou1307988021
1,105
© 2011, all rights reserved.
This open access ETD is published by Ohio University and OhioLINK.