Ideally, pavement management is a process of sequential decisions on a network of pavement sections. The network is subjected to uncertainties arising from material variability, random traffic, and fluctuating environmental inputs. The pavement manager optimizes the whole system subject to resource constraints, and avoids sub optimization of sections. The optimization process accounts for the dynamics of the pavement system. In addition to objective data the manager seeks information from a number of experts, and considers selected social-political factors and also potential implementation difficulties. Nine advanced schemes that have been developed for various pavement administrations are compared to the ideal. Although the schemes employ methods capable of handling the pavement system's complexities in isolation, not one can account for all complexities simultaneously. Bayesian decision analysis with recent extensions is useful for attacking the problem at hand. The method prescribes that when a decision maker is faced with a choice in an uncertain situation, he should pick the alternative with the maximum expected utility. To illustrate the potential of Bayesian decision analysis for pavement management, the author develops a Markov decision model for the operation of one pavement section. Consequences in each stage are evaluated by multi-attribute utility. The states are built of multiple pavement variables, such as strength, texture, roughness, etc. Group opinion and network optimization are recommended for future research, and decision analysis suggested as a promising way to attack these more complex problems. This thesis emphasizes the utility part of decision analysis, while it modifies an existing approach to handle the probability part. A procedure is developed for Bayesian updating of Markov transition matrices where the prior distributions are of the beta class, and are based on surveys of pavement condition and on engineering judgement. Preferences of six engineers are elicited and tested in a simulated decision situation. Multi-attribute utility theory is a reasonable approximation of the elicited value judgements and provides an expedient analytical tool. The model is programmed in PL1 and an example problem is analysed by a computer. Conclusions discuss the pavement maintenance problem from the decision analytical perspective. A revision is recommended of the widespread additive evaluation models from the standpoint of principles for rational choice. Those areas of decision theory which may be of interest to the pavement engineer, and to the civil engineer in general, are suggested for further study and monitoring. / Applied Science, Faculty of / Civil Engineering, Department of / Graduate

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A scalable Bayesian workflow needs the combination of fast but reliable computing, efficient but targeted model evaluation, and extensive but directed model building and expansion. In this thesis, I develop a sequence of methods to push the scalability frontier of the workflow. First, I study diagnostics of Bayesian computing. The Pareto smoothed importance sampling stabilizes importance weights using a generalized Pareto distribution fit to the upper tail of the distribution of the simulated importance ratios. The method, which empirically performs better than existing methods for stabilizing importance sampling estimates, includes stabilized effective sample size estimates, Monte Carlo error estimates and convergence diagnostics. For variational inference, I propose two diagnostic algorithms. The Pareto smoothed importance sampling diagnostic gives a goodness of fit measurement for joint distributions, while the variational simulation-based calibration assesses the average performance of point estimates. I further apply this importance sampling strategy to causal inference and develop diagnostics for covariate imbalance in observational studies. Second, I develop a solution to continuous model expansion using adaptive path sampling and tempering. This development is relevant to both model-building and computing in the workflow. For the former, I provide an automated way to connect models via a geometric bridge such that a supermodel encompasses individual models as a special case. For the latter, I use adaptive path sampling as a preferred strategy to estimating the normalizing constant and marginal density, based on which I propose two metastable sampling schemes. The continuous simulated tempering aims at multimodal posterior sampling, and the implicit divide-and-conquer sampler aims for a funnel-shaped entropic barrier. Both schemes are highly automated and empirically perform better than existing methods for sampling from metastable distributions. Last, a complete Bayesian workflow distinguishes itself from a one-shot data analysis by its enthusiasm for multiple model fittings, and open-mindedness to model misspecification. I take the idea of stacking from the point estimation literature and generalize to the combination of Bayesian predictive distributions. Using importance sampling based leave-one-out approximation, stacking is computationally efficient. I compare stacking, Bayesian model averaging, and several variants in a decision theory framework. I further apply the stacking strategy to multimodal sampling in which Markov chain Monte Carlo algorithms can have difficulty moving between modes. The result from stacking is not necessarily equivalent, even asymptotically, to fully Bayesian inference, but it serves many of the same goals. Under misspecified models, stacking can give better predictive performance than full Bayesian inference, hence the multimodality can be considered a blessing rather than a curse. Furthermore, I show that stacking is most effective when the model predictive performance is heterogeneous in inputs, such that it can be further improved by hierarchical modeling. To this end, I develop hierarchical stacking, in which the model weights are input-varying yet partially-pooled, and further generalize this method to incorporate discrete and continuous inputs, other structured priors, and time-series and longitudinal data—big data need big models, and big models need big model evaluation, and big model evaluation itself needs extra data collection and model building.

published_or_final_version / Statistics / Doctoral / Doctor of Philosophy