Match!

Value of Information Analysis with Structural Reliability Methods

Published on Jul 1, 2014in Structural Safety3.517
· DOI :10.1016/j.strusafe.2013.08.006
Daniel Straub24
Estimated H-index: 24
(TUM: Technische Universität München)
Sources
Abstract
Abstract When designing monitoring systems and planning inspections, engineers must assess the benefits of the additional information that can be obtained and weigh them against the cost of these measures. The value of information (VoI) concept of the Bayesian statistical decision analysis provides a formal framework to quantify these benefits. This paper presents the determination of the VoI when information is collected to increase the reliability of engineering systems. It is demonstrated how structural reliability methods can be used to effectively model the VoI and an efficient algorithm for its computation is proposed. The theory and the algorithm are demonstrated by an illustrative application to monitoring of a structural system subjected to fatigue deterioration.
  • References (51)
  • Citations (40)
📖 Papers frequently viewed together
26 Citations
27 Citations
103 Citations
78% of Scinapse members use related papers. After signing in, all features are FREE.
References51
Newest
#1Nicky J Welton (UoB: University of Bristol)H-Index: 48
#2Howard Thom (UoB: University of Bristol)H-Index: 10
Expected value of sample information (EVSI) 1 measures the average net-benefit gain from conducting new research and can be used to inform decisions on which new studies to fund and how best to design those studies. This helps avoid wasting resources researching treatments that were never likely to be cost-effective or conversely by adopting treatments that, if more evidence were collected, may be shown not to be cost-effective. However, the calculations in the general case rely on nested simula...
21 CitationsSource
#1Daniel Straub (AG: Analysis Group)H-Index: 24
#2Iason Papaioannou (AG: Analysis Group)H-Index: 14
Bayesian updating is a powerful method to learn and calibrate models with data and observations. Because of the difficulties involved in computing the high-dimensional integrals necessary for Bayesian updating, Markov chain Monte Carlo (MCMC) sampling methods have been developed and successfully applied for this task. The disadvantage of MCMC methods is the difficulty of ensuring the stationarity of the Markov chain. We present an alternative to MCMC that is particularly effective for updating m...
62 CitationsSource
#1L GarrèH-Index: 1
#2P Friis-HansenH-Index: 1
3 CitationsSource
Flood defence levees are crucial for flood protection, especially in riverine and deltaic areas. One of the most critical failure modes of levees is backwards internal erosion or piping. Piping reliability is largely influenced by uncertainties in ground conditions, especially by geohydrological properties such as the hydraulic conductivity of an aquifer. These properties are typically highly uncertain, which can lead to the related probabilities of failure being considerably high. Ways to reduc...
8 CitationsSource
We present a method for calculation of myopic value of information in influence diagrams (Howard & Matheson, 1981) based on the strong junction tree framework (Jensen, Jensen & Dittmer, 1994). The difference in instantiation order in the influence diagrams is reflected in the corresponding junction trees by the order in which the chance nodes are marginalized. This order of marginalization can be changed by table expansion and in effect the same junction tree with expanded tables may be used for...
#1Sebastian Thöns (BAM: Bundesanstalt für Materialforschung und -prüfung)H-Index: 10
Structural Health Monitoring (SHM) systems are designed for assisting owners and operators with information and forecasts concerning the fitness for purpose of structures and building systems. The benefit associated with the implementation of SHM may in some cases be intuitively anticipated or proven by past experiences but in general there appears to be no rational or systematic approach for assessing the value of SHM systems a-priory to their implementation. The present paper addresses the ass...
14 Citations
#1Matteo PozziH-Index: 13
#2A Der KiureghianH-Index: 3
5 CitationsSource
#1Daniel Straub (TUM: Technische Universität München)H-Index: 24
In many instances, information on engineering systems can be obtained through measurements, monitoring or direct observations of system performances and can be used to update the system reliability estimate. In structural reliability analysis, such information is expressed either by inequalities (e.g. for the observation that no defect is present) or by equalities (e.g. for quantitative measurements of system characteristics). When information Z is of the equality type, the a-priori probability ...
49 CitationsSource
#1Matteo Pozzi (University of California, Berkeley)H-Index: 13
#2Armen Der Kiureghian (University of California, Berkeley)H-Index: 48
In the field of Structural Health Monitoring, tests and sensing systems are intended as tools providing diagnoses, which allow the operator of the facility to develop an efficient maintenance plan or to require extraordinary measures on a structure. The effectiveness of these systems depends directly on their capability to guide towards the most optimal decision for the prevailing circumstances, avoiding mistakes and wastes of resources. Though this is well known, most studies only address the a...
26 CitationsSource
#1Daniel Straub (TUM: Technische Universität München)H-Index: 24
#2Armen Der Kiureghian (TUM: Technische Universität München)H-Index: 48
The enhanced Bayesian network (eBN) methodology described in the companion paper facilitates the assessment of reliability and risk of engineering systems when information about the system evolves in time. We present the application of the eBN: (1) to the assessment of the life-cycle reliability of a structural system; (2) to the optimization of a decision on performing measurements in that structural system; and (3) to the risk assessment of an infrastructure system subject to natural hazards a...
45 CitationsSource
Cited By40
Newest
#1Carlos Melo (U of C: University of Calgary)H-Index: 1
#2Markus R. Dann (U of C: University of Calgary)H-Index: 6
Last. Alberto JanetaH-Index: 1
view all 4 authors...
Abstract This paper introduces a method for risk-based inspection planning based on maximizing the value of information (VOI) to select optimal verification sites for validating the results of direct assessment (DA) of internally corroded pipelines. The proposed method improves existing industry practices for DA, which are not risk-based. The effect of different corrosion growth assumptions on the VOI and optimal inspection strategies is investigated. The results show that different corrosion gr...
Source
#1Jorge-Mario Lozano (University of Los Andes)H-Index: 1
#2Santiago Zuluaga (University of Los Andes)H-Index: 1
Last. Mauricio Sánchez-Silva (University of Los Andes)H-Index: 21
view all 3 authors...
Abstract Infrastructure systems are usually designed to operate over long time periods. This leads to complex decisions in which the incorporation of risk management strategies is crucial to guarantee a successful operation. Traditional engineering practices focus on finding a fixed set of parameters that fulfill operational objectives throughout the project. This approach is mostly prescriptive and therefore cannot adapt to unexpected changes of external conditions. This work considers an infra...
Source
Source
It is generally accepted that climate-change is leading to increased frequency of extreme weather events worldwide, and this is placing heavier demands on an already aging infrastructure-network. Bridges are a particularly vulnerable infrastructure asset that are prone to damage or failure from climate-related actions. In particular, bridges over waterways can be adversely affected by flooding, specifically the washing away of foundation soils, a mechanism known as scour erosion. Scour is the le...
Source
#1Arifian Agusta (DTU: Technical University of Denmark)H-Index: 1
#2Bernt J. Leira (NTNU: Norwegian University of Science and Technology)H-Index: 12
Last. Sebastian Thöns (DTU: Technical University of Denmark)H-Index: 10
view all 3 authors...
This paper proposes a framework for the planning of the structural integrity and risk management (SIRM) of offshore structures by utilizing the value of information and action (VoIA) analysis. Mult...
Source
#1Numa J. BertolaH-Index: 4
#2Marco ProverbioH-Index: 3
Last. Ian F. C. SmithH-Index: 37
view all 3 authors...
Source
#1Matteo Pozzi (CMU: Carnegie Mellon University)H-Index: 13
#2Carl Malings (CNRS: Centre national de la recherche scientifique)
Last. Andreea Minca (Cornell University)H-Index: 10
view all 3 authors...
Abstract The Value of Information (VoI) assesses the impact of data in a decision process. A risk-neutral agent, quantifying the VoI in monetary terms, prefers to collect data only if their VoI surpasses the cost to collect them. For an agent acting without external constraints, data have non-negative VoI (as free “information cannot hurt”) and those with an almost-negligible potential effect on the agent's belief have an almost-negligible VoI. However, these intuitive properties do not hold tru...
Source
Large uncertainties in many phenomena of interest have challenged the reliability of pertaining decisions. Collecting additional information to better characterize involved uncertainties is among decision alternatives. Value of information (VoI) analysis is a mathematical decision framework that quantifies expected potential benefits of new data and assists with optimal allocation of resources for information collection. However, a primary challenge facing VoI analysis is the very high computati...
#1Chi Zhang (OSU: Ohio State University)
#2Zeyu Wang (OSU: Ohio State University)H-Index: 3
Last. Abdollah Shafieezadeh (OSU: Ohio State University)H-Index: 12
view all 3 authors...
Large uncertainties in many phenomena have challenged decision making. Collecting additional information to better characterize reducible uncertainties is among decision alternatives. Value of information (VoI) analysis is a mathematical decision framework that quantifies expected potential benefits of new data and assists with optimal allocation of resources for information collection. However, analysis of VoI is computational very costly because of the underlying Bayesian inference especially ...
Source
#1Lijia Long (AAU: Aalborg University)H-Index: 2
#2Michael DöhlerH-Index: 14
Last. Sebastian Thöns (DTU: Technical University of Denmark)H-Index: 10
view all 3 authors...
A method to determine the influencing parameters of a structural and damage detection system is proposed based on the value of information analysis. The value of information analysis utilizes the B...
2 CitationsSource