An Integrated Procedure for Bayesian Reliability Inference using Markov Chain Monte Carlo Methods

The recent proliferation of Markov chain Monte Carlo (MCMC) approaches has led to the use of the Bayesian inference in a wide variety of fields. To facilitate MCMC applications, this paper proposes an integrated procedure for Bayesian inference using MCMC methods, from a reliability perspective. The goal is to build a framework for related academic research and engineering applications to implement modern computational-based Bayesian approaches, especially for reliability inferences. The procedure developed here is a continuous improvement process with four stages (Plan, Do, Study, and Action) and 11 steps, including: (1) data preparation; (2) prior inspection and integration; (3) prior selection; (4) model selection; (5) posterior sampling; (6) MCMC convergence diagnostic; (7) Monte Carlo error diagnostic; (8) model improvement; (9) model comparison; (10) inference making; (11) data updating and inference improvement. The paper illustrates the proposed procedure using a case study.Godkänd; 2014; 20140108 (linjan