Robust Bayesian hierarchical modeling and inference using scale mixtures of normal distributions

Linhan Ouyang, Shichao Zhu, Keying Ye, Chanseok Park and Min Wang

IISE Transactions, 2022, vol. 54, issue 7, 659-671

Abstract: Empirical models that relate multiple quality features to a set of design variables play a vital role in many industrial process optimization methods. Many of the current modeling methods employ a single-response normal model to analyze industrial processes without taking into consideration the high correlations and the non-normality among the response variables. Also, the problem of variable selection has also not yet been fully investigated within this modeling framework. Failure to account for these issues may result in a misleading prediction model, and therefore, poor process design. In this article, we propose a robust Bayesian seemingly unrelated regression model to simultaneously analyze multiple-feature systems while accounting for the high correlation, non-normality, and variable selection issues. Additionally, we propose a Markov chain Monte Carlo sampling algorithm to generate posterior samples from the full joint posterior distribution to obtain the robust Bayesian estimates. Simulation experiments are executed to investigate the performance of the proposed Bayesian method, which is also illustrated by application to a laser cladding repair process. The analysis results show that the proposed modeling technique compares favorably with its classic counterpart in the literature.

Date: 2022
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DOI: 10.1080/24725854.2021.1912440

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