In this paper, a class of conjugate prior for estimating incomplete count data based on a broad class of conjugate prior distributions is presented. The new class of prior distributions arises from a conditional perspective, making use of the conditional specification methodology and can be considered as the generalisation of the form of prior distributions that have been used previously in the...

This paper presents the reliability analysis of three benchmark problems using three variants of Subset Simulation. The original version of Subset Simulation, SubSim/MCMC, employs a Markov chain Monte Carlo (MCMC) method to simulate samples conditional on intermediate failure events; it is a general method that is applicable to all the benchmark problems. SubSim/Splitting is a variant of Subset...

The zeolitic threshold method used in previous chapters is replaced with more rigorous geostatistical modeling. With this more sophisticated modeling approach, we examine whether using a threshold cutoff for zeolitic abundance is an appropriate upscaling method for characterizing small scale heterogeneity. Geostatistical techniques are used to develop variograms, kriging maps, and conditional s...

In this paper a fixed design regression model where the errors follow a strictly stationary process is considered. In this model the conditional mean function and the conditional variance function are unknown curves. Correlated errors when observations are missing in the response variable are assumed. Four nonparametric estimators of the conditional variance function based on local polynomial f...

The simulation of random velocity and pressure signals at un-instrumented locations of a structure conditioned on measured records is often needed in wind engineering. Malfunctioning equipment may leave a hole in a wind data set or information may be lacking due to a limited number of instruments or difficulty in monitoring at certain locations. This paper presents a non-Gaussian conditional si...

For systems that are suitable to be modelled by continuous Markov chains, dependability analysis is not always straightforward. When such systems are large and complex, it is usually impossible to compute their dependability measures exactly. An alternative solution is to estimate them by simulation, typically by Monte Carlo simulation. But for highly reliable systems standard simulation can no...

BACKGROUND/AIMS With pedigree data, genetic linkage can be detected using inheritance vector tests, which explore the discrepancy between the posterior distribution of the inheritance vectors given observed trait values and the prior distribution of the inheritance vectors. In this paper, we propose conditional inheritance vector tests for linkage localization. These conditional tests can also ...

This paper deals with the fundamental problem of estimating the distribution function (df) of the duration of the longest path in the stochastic activity network such as PERT network. First a technique is introduced to reduce variance in Conditional Monte Carlo Sampling (CMCS). Second, based on this technique a new procedure is developed for CMCS. Third, a combined approach of simulation and ap...