The MCMC approach used is implemented via textual scripts similar to a macro-type programming language. Accompanying most scripts is a graphical Bayesian network illustrating the elements of the script and the overall inference problem being solved. Bayesian Inference for Probabilistic Risk Assessment also covers the important topics of MCMC convergence and Bayesian model checking.
Springer Series in Reliability Engineering
For further volumes: http://www.springer.com/series/6917
Dana Kelly Curtis Smith •
Bayesian Inference for Probabilistic Risk Assessment A Practitioner’s Guidebook
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Dana Kelly Idaho National Laboratory (INL) PO Box 1625 Idaho Falls, ID 83415-3850 USA e-mail:
[email protected]
Curtis Smith Idaho National Laboratory (INL) PO Box 1625 Idaho Falls, ID 83415-3850 USA e-mail:
[email protected]
ISSN 1614-7839 ISBN 978-1-84996-186-8 DOI 10.1007/978-1-84996-187-5
e-ISBN 978-1-84996-187-5
Springer London Dordrecht Heidelberg New York British Library Cataloguing in Publication Data A Catalogue record for this book is available from the British Library Ó Springer-Verlag London Limited 2011 Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the Copyright, Designs and Patents Act 1988, this publication may only be reproduced, stored or transmitted, in any form or by any means, with the prior permission in writing of the publishers, or in the case of reprographic reproduction in accordance with the terms of licenses issued by the Copyright Licensing Agency. Enquiries concerning reproduction outside those terms should be sent to the publishers. The use of registered names, trademarks, etc., in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant laws and regulations and therefore free for general use. The publisher makes no representation, express or implied, with regard to the accuracy of the information contained in this book and cannot accept any legal responsibility or liability for any errors or omissions that may be made. Cover design: eStudio Calamar, Berlin/Figueres Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)
Preface
This book began about 23 years ago, when one of the authors encountered a formula in a PRA procedure for estimating a probab