Analysing the interevent time distribution to identify seismicity phases: a Bayesian nonparametric approach to the multiple-changepoint problem

被引:14
作者
Pievatolo, A [1 ]
Rotondi, R [1 ]
机构
[1] CNR, Ist Applicaz Matemat & Informat, I-20131 Milan, Italy
关键词
Bayesian nonparametric inference; distribution estimation; generalized gamma distribution; mixture of Dirichlet processes; reversible jump Markov chain Monte Carlo methods; seismicity phase;
D O I
10.1111/1467-9876.00211
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In the study of earthquakes, several aspects of the underlying physical process, such as the time non-stationarity of the process, are not yet well understood, because we lack clear indications about its evolution in time. Taking as our point of departure the theory that the seismic process evolves in phases with different activity patterns, we have attempted to identify these phases through the variations in the interevent time probability distribution within the framework of the multiple-changepoint problem. In a nonparametric Bayesian setting, the distribution under examination has been considered a random realization from a mixture of Dirichlet processes, the parameter of which is proportional to a generalized gamma distribution. In this way we could avoid making precise assumptions about the functional form of the distribution. The number and location in time of the phases are unknown and are estimated at the same time as the interevent time distributions. We have analysed the sequence of main shocks that occurred in Irpinia, a particularly active area in southern Italy: the method consistently identifies changepoints at times when strong stress releases were recorded. The estimation problem can be solved by stochastic simulation methods based on Markov chains, the implementation of which is improved, in this case, by the good analytical properties of the Dirichlet process.
引用
收藏
页码:543 / 562
页数:20
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