Hierarchical Bayesian fatigue data analysis

Abstract The problem minimizing the number of specimens required for fatigue data analysis is considered in this research. Assuming unknown hyperparameters described via prior distributions, a hierarchical Bayesian model with accumulated prior information was proposed to deal with this issue. One of the main advantages of hierarchical Bayesian model over the empirical Bayesian model is that the prior distributions with hierarchical structure can incorporate structural prior and subjective prior simultaneously. The probabilistic stress-cycle (P-S-N) curves are generated from the predictive distributions, involving both the randomness of parameters and the scatter of observations, and calculated by an identical hierarchical structure. The numerical calculation is done via the Gibbs sampler, which makes the whole process simple and intuitive.

[1]  S. A. Faghidian,et al.  A novel method for analysis of fatigue life measurements based on modified Shepard method , 2014 .

[2]  W. Weibull A statistical theory of the strength of materials , 1939 .

[3]  H. Jeffreys An invariant form for the prior probability in estimation problems , 1946, Proceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences.

[4]  O. Basquin The exponential law of endurance tests , 1910 .

[5]  Richard J. Cross,et al.  Inference and updating of probabilistic structural life prediction models , 2007 .

[6]  Emily B. Fox,et al.  Bayesian nonparametric learning of complex dynamical phenomena , 2009 .

[7]  James W. Provan,et al.  Probabilistic fracture mechanics and reliability , 1987 .

[8]  A. Gelman Prior distributions for variance parameters in hierarchical models (comment on article by Browne and Draper) , 2004 .

[9]  Ivo Babuska,et al.  Bayesian inference and model comparison for metallic fatigue data , 2015, 1512.01779.

[10]  D. Rubin,et al.  Inference from Iterative Simulation Using Multiple Sequences , 1992 .

[11]  J. Berger Statistical Decision Theory and Bayesian Analysis , 1988 .

[12]  Matija Fajdiga,et al.  Estimating S–N curves and their scatter using a differential ant-stigmergy algorithm , 2012 .

[13]  Liyang Xie,et al.  Backwards statistical inference method for P–S–N curve fitting with small-sample experiment data , 2014 .

[14]  Henrik O. Madsen Bayesian Fatigue Life Prediction , 1985 .

[15]  Jouko Lampinen,et al.  Expected utility estimation via cross-validation , 2003 .

[16]  Curtis L. Smith,et al.  Bayesian Inference for Probabilistic Risk Assessment: A Practitioner's Guidebook , 2011 .

[17]  J. Kohout,et al.  A new function for fatigue curves characterization and its multiple merits , 2001 .

[18]  Bradley P. Carlin,et al.  Bayesian measures of model complexity and fit , 2002 .

[19]  S. Faghidian A regularized approach to linear regression of fatigue life measurements , 2016 .

[20]  S. A. Faghidian New framework for Bayesian statistical analysis and interpolation of residual stress measurements , 2013 .

[21]  D J Sargent,et al.  A Flexible Approach to Time-varying Coefficients in the Cox Regression Setting , 1997, Lifetime data analysis.

[22]  Donald Geman,et al.  Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images , 1984, IEEE Transactions on Pattern Analysis and Machine Intelligence.

[23]  L. Fahrmeir,et al.  Dynamic Discrete-Time Duration Models , 1997 .

[24]  W. Meeker,et al.  Estimating fatigue curves with the random fatigue-limit model , 1999 .

[25]  Alan E. Gelfand,et al.  Model Determination using sampling-based methods , 1996 .

[26]  Hong Chang,et al.  Model Determination Using Predictive Distributions with Implementation via Sampling-Based Methods , 1992 .

[27]  C. Robert,et al.  Bayesian Modeling Using WinBUGS , 2009 .

[28]  David J. Lunn,et al.  The BUGS Book: A Practical Introduction to Bayesian Analysis , 2013 .

[29]  M. J. Bayarri,et al.  P Values for Composite Null Models , 2000 .

[30]  C. E. Stromeyer The determination of fatigue limits under alternating stress conditions , 1914 .

[31]  Christian P. Robert,et al.  The Bayesian choice : from decision-theoretic foundations to computational implementation , 2007 .

[32]  Michael I. Jordan,et al.  Hierarchical Bayesian Nonparametric Models with Applications , 2008 .

[33]  David J. Spiegelhalter,et al.  Introducing Markov chain Monte Carlo , 1995 .

[34]  Jwo Pan,et al.  A maximum likelihood method for estimating PSN curves , 1997 .

[35]  G. Edwards,et al.  A Bayesian method for establishing fatigue design curves , 1984 .

[36]  Peter Congdon Applied Bayesian Hierarchical Methods , 2010 .

[37]  Jaap Schijve,et al.  Fatigue of structures and materials , 2001 .

[38]  S. Geisser,et al.  A Predictive Approach to Model Selection , 1979 .

[39]  Adrian F. M. Smith,et al.  Sampling-Based Approaches to Calculating Marginal Densities , 1990 .

[40]  Michael I. Jordan,et al.  Bayesian Nonparametrics: Hierarchical Bayesian nonparametric models with applications , 2010 .

[41]  Maurizio Guida,et al.  A Bayesian analysis of fatigue data , 2010 .

[42]  Andrew Thomas,et al.  WinBUGS - A Bayesian modelling framework: Concepts, structure, and extensibility , 2000, Stat. Comput..

[43]  Xiao-Li Meng,et al.  Posterior Predictive $p$-Values , 1994 .

[44]  E. Arjas,et al.  A Bayesian Model for Fatigue Crack Growth , 1998 .

[45]  E. W. C. Wilkins,et al.  Cumulative damage in fatigue , 1956 .

[46]  Michael I. Jordan,et al.  Hierarchical Dirichlet Processes , 2006 .