Bayesian Process Monitoring, Control and Optimization: 1st Edition (Hardback) book cover

Bayesian Process Monitoring, Control and Optimization

1st Edition

Edited by Bianca M. Colosimo, Enrique del Castillo

Chapman and Hall/CRC

352 pages | 150 B/W Illus.

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Hardback: 9781584885443
pub: 2006-11-10
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pub: 2006-11-10
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Although there are many Bayesian statistical books that focus on biostatistics and economics, there are few that address the problems faced by engineers. Bayesian Process Monitoring, Control and Optimization resolves this need, showing you how to oversee, adjust, and optimize industrial processes.

Bridging the gap between application and development, this reference adopts Bayesian approaches for actual industrial practices. Divided into four parts, it begins with an introduction that discusses inferential problems and presents modern methods in Bayesian computation. The next part explains statistical process control (SPC) and examines both univariate and multivariate process monitoring techniques. Subsequent chapters present Bayesian approaches that can be used for time series data analysis and process control. The contributors include material on the Kalman filter, radar detection, and discrete part manufacturing. The last part focuses on process optimization and illustrates the application of Bayesian regression to sequential optimization, the use of Bayesian techniques for the analysis of saturated designs, and the function of predictive distributions for optimization.

Written by international contributors from academia and industry, Bayesian Process Monitoring, Control and Optimization provides up-to-date applications of Bayesian processes for industrial, mechanical, electrical, and quality engineers as well as applied statisticians.


… this volume is a special collection of informative and valuable articles in industrial statistics, particularly in the areas of process monitoring, control/adjustment, and optimization. The volume includes contributors from different parts of the world in both academia and industry sharing their research knowledge, experience, and wisdom in this particular area. In addition, this volume demonstrates the great effort being made to reach out to researchers in this area from both industry and academia.

Technometrics, May 2009, Vol. 51, No. 2

Overall, this is a nice reference text … The editors have done a nice job keeping the notation consistent throughout, and the book is well organized. An invaluable component of each chapter is the accompanying extensive list of references …

—Timothy J. Robinson, University of Wyoming, JASA, May 2008, Vol. 62, No. 6

Table of Contents


An Introduction to Bayesian Inference in Process Monitoring, Control, and Optimization

Enrique del Castillo and Bianca M. Colosimo

Modern Numerical Methods in Bayesian Computation

Bianca M. Colosimo and Enrique del Castillo


A Bayesian Approach to Statistical Process Control

Panagiotis Tsiamyrtzis and Douglas M. Hawkins

Empirical Bayes Process Monitoring Techniques

Jyh-Jen Horng Shiau and Carol J. Feltz

A Bayesian Approach to Monitoring the Mean of a Multivariate Normal Process

Frank B. Alt

Two-Sided Bayesian Control Charts for Short Production Runs

George Tagaras and George Nenes

Bayes' Rule of Information and Monitoring in Manufacturing Integrated Circuits

Spencer Graves


A Bayesian Approach to Signal Analysis of Pulse Trains

Melinda Hock and Refik Soyer

Bayesian Approaches to Process Monitoring and Process Adjustment

Rong Pan


A Review of Bayesian Reliability Approaches to Multiple Response Surface Optimization

John J. Peterson

An Application of Bayesian Statistics to Sequential Empirical Optimization

Carlos W. Moreno

Bayesian Estimation from Saturated Factorial Designs

Marta Y. Baba and Steven G. Gilmour


Subject Categories

BISAC Subject Codes/Headings:
BUSINESS & ECONOMICS / Quality Control
MATHEMATICS / Probability & Statistics / General