A sequential multi-prior integration and updating method for complex multi-level system based on Bayesian melding method

Yingchun Xu, Xiaohu Zheng, Wen Yao, Ning Wang and Xiaoqian Chen

Journal of Risk and Reliability, 2021, vol. 235, issue 5, 863-876

Abstract: In engineering, there exist multiple priors about system and subsystems uncertainties, which should be integrated properly to analyze the system reliability. In the past research, an iterative updating procedure based on Bayesian Melding Method (I-BMM) was developed to merge and update multiple priors for the double-level system. However, the in-depth study in this paper shows that the original iterative procedure has no effect on the prior updating. Thus it is proposed that only a single BMM iteration process is needed following the original prior integration and updating formulation. BMM involves the sampling procedure for the probability density function (PDF) updating, wherein it is generally difficult to define the sampling number properly for obtaining accurate priors. To address this problem, a sequential prior integration and updating framework based on the original single BMM iteration process (S-BMM) is developed in this paper. In each cycle of prior updating, the sample number is sequentially added, and the difference between prior distributions obtained in the two consecutive cycles is measured with the symmetric Kullback-Leibler Divergence (SKLD). The sequential procedure is continued until the convergence to the accurate updated prior. The S-BMM framework for double-level systems is further extended for multi-level systems. Situations with some missing subsystem or component priors are also discussed. Finally, two numerical examples and one satellite engineering case are used to demonstrate and verify the proposed algorithms.

Keywords: Bayesian melding method; Kullback-Leibler Divergence; multi-prior integration and updating; multi-level system structure (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:sae:risrel:v:235:y:2021:i:5:p:863-876

DOI: 10.1177/1748006X211004518

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