IDEAS home Printed from https://ideas.repec.org/a/spr/nathaz/v55y2010i1p29-49.html
   My bibliography  Save this article

The inclusive and simplified forms of Bayesian interpolation for general and monotonic models using Gaussian and Generalized Beta distributions with application to Monte Carlo simulations

Author

Listed:
  • Mohammadreza Rajabalinejad
  • Tew-Fik Mahdi

Abstract

A recently developed Bayesian interpolation method (BI) and its application to safety assessment of a flood defense structure are described in this paper. We use a one-dimensional Bayesian Monte Carlo method (BMC) that has been proposed in (Rajabalinejad 2009 ) to develop a weighted logical dependence between neighboring points. The concept of global uncertainty is adequately explained and different uncertainty association models (UAMs) are presented for linking the local and global uncertainty. Based on the global uncertainty, a simplified approach is introduced. By applying the global uncertainty, we apply the Guassian error estimation to general models and the Generalized Beta (GB) distribution to monotonic models. Our main objective in this research is to simplify the newly developed BMC method and demonstrate that it can dramatically improve the simulation efficiency by using prior information from outcomes of the preceding simulations. We provide theory and numerical algorithms for the BI method geared to multi-dimensional problems, integrate it with a probabilistic finite element model, and apply the coupled models to the reliability assessment of a flood defense for the 17th Street Flood Wall system in New Orleans. Copyright Springer Science+Business Media B.V. 2010

Suggested Citation

  • Mohammadreza Rajabalinejad & Tew-Fik Mahdi, 2010. "The inclusive and simplified forms of Bayesian interpolation for general and monotonic models using Gaussian and Generalized Beta distributions with application to Monte Carlo simulations," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 55(1), pages 29-49, October.
  • Handle: RePEc:spr:nathaz:v:55:y:2010:i:1:p:29-49
    DOI: 10.1007/s11069-010-9560-3
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11069-010-9560-3
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s11069-010-9560-3?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Rajabalinejad, M., 2010. "Bayesian Monte Carlo method," Reliability Engineering and System Safety, Elsevier, vol. 95(10), pages 1050-1060.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Mohammadreza Rajabalinejad & Zeki Demirbilek & Tewfik Mahdi, 2010. "Determination of failure probabilities of flood defence systems with improved dynamic bounds method," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 55(1), pages 95-109, October.
    2. Mohammadreza Rajabalinejad & Tewfik Mahdi & Pieter Gelder, 2010. "Stochastic methods for safety assessment of the flood defense system in the Scheldt Estuary of the Netherlands," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 55(1), pages 123-144, October.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Mohammadreza Rajabalinejad & Zeki Demirbilek & Tewfik Mahdi, 2010. "Determination of failure probabilities of flood defence systems with improved dynamic bounds method," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 55(1), pages 95-109, October.
    2. Saraygord Afshari, Sajad & Enayatollahi, Fatemeh & Xu, Xiangyang & Liang, Xihui, 2022. "Machine learning-based methods in structural reliability analysis: A review," Reliability Engineering and System Safety, Elsevier, vol. 219(C).
    3. Mohammadreza Rajabalinejad & Tewfik Mahdi & Pieter Gelder, 2010. "Stochastic methods for safety assessment of the flood defense system in the Scheldt Estuary of the Netherlands," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 55(1), pages 123-144, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:nathaz:v:55:y:2010:i:1:p:29-49. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.