Bayesian Hierarchical Modelling of Noisy Gamma Processes: Model Formulation, Identifiability, Model Fitting, and Extensions to Unit-to-Unit Variability
含噪 Gamma 过程的贝叶斯层级建模:识别、拟合与个体差异扩展
The gamma process is a natural model for monotonic degradation processes. In practice, it is desirable to extend the single gamma process to incorporate measurement error and to construct models for the degradation of several nominally identical units. In this paper, we show how these extensions are easily facilitated through the Bayesian hierarchical modelling framework. Following the precepts of the Bayesian statistical workflow, we show the principled construction of a…