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Author (up) Matus, O.; Barrera, J.; Moreno, E.; Rubino, G. doi  openurl
  Title On the Marshall-Olkin Copula Model for Network Reliability under Dependent Failures Type Journal Article
  Year 2018 Publication Ieee Transactions On Reliability Abbreviated Journal IEEE Trans. Reliab.  
  Volume to appear Issue Pages  
  Keywords  
  Abstract The Marshall-Olkin (MO) copula model has emerged as the standard tool for capturing dependency between components in failure analysis in reliability. In this model shocks arise at exponential random times, that affect one or several components inducing a natural correlation in the failure process. However, because the number of parameter of the model grows exponentially with the number of components, MO suffers of the �curse of dimensionality�. MO models are usually intended to be applied to design a network before its construction, therefore it is natural to assume that only partial information about failure behavior can be gathered, mostly from similar existing networks. To construct such a MO model, we propose an optimization approach to define the shock�s parameters in the MO copula, in order to match marginal failures probabilities and correlations between these failures. To deal with the exponential number of parameters of this problem, we use a column-generation technique. We also discuss additional criteria that can be incorporated to obtain a suitable model. Our computational experiments show that the resulting MO model produces a close estimation of the network reliability, especially when the correlation between component failures is significant.  
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  Language Summary Language Original Title  
  Series Editor Series Title Abbreviated Series Title  
  Series Volume Series Issue Edition  
  ISSN 0018-9529 ISBN Medium  
  Area Expedition Conference  
  Notes Approved no  
  Call Number UAI @ eduardo.moreno @ Serial 888  
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