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  <front>
    <journal-meta><journal-id journal-id-type="publisher">NHESS</journal-id><journal-title-group>
    <journal-title>Natural Hazards and Earth System Sciences</journal-title>
    <abbrev-journal-title abbrev-type="publisher">NHESS</abbrev-journal-title><abbrev-journal-title abbrev-type="nlm-ta">Nat. Hazards Earth Syst. Sci.</abbrev-journal-title>
  </journal-title-group><issn pub-type="epub">1684-9981</issn><publisher>
    <publisher-name>Copernicus Publications</publisher-name>
    <publisher-loc>Göttingen, Germany</publisher-loc>
  </publisher></journal-meta>
    <article-meta>
      <article-id pub-id-type="doi">10.5194/nhess-23-909-2023</article-id><title-group><article-title>Empirical tsunami fragility modelling for hierarchical damage levels</article-title><alt-title>Empirical tsunami fragility modelling for hierarchical damage levels</alt-title>
      </title-group><?xmltex \runningtitle{Empirical tsunami fragility modelling for hierarchical damage levels}?><?xmltex \runningauthor{F. Jalayer et al.}?>
      <contrib-group>
        <contrib contrib-type="author" corresp="yes" rid="aff1 aff2">
          <name><surname>Jalayer</surname><given-names>Fatemeh</given-names></name>
          <email>fatemeh.jalayer@unina.it</email>
        <ext-link>https://orcid.org/0000-0002-7580-8309</ext-link></contrib>
        <contrib contrib-type="author" corresp="no" rid="aff2">
          <name><surname>Ebrahimian</surname><given-names>Hossein</given-names></name>
          
        <ext-link>https://orcid.org/0000-0002-4032-9084</ext-link></contrib>
        <contrib contrib-type="author" corresp="no" rid="aff2">
          <name><surname>Trevlopoulos</surname><given-names>Konstantinos</given-names></name>
          
        <ext-link>https://orcid.org/0000-0003-2079-8163</ext-link></contrib>
        <contrib contrib-type="author" corresp="no" rid="aff3">
          <name><surname>Bradley</surname><given-names>Brendon</given-names></name>
          
        </contrib>
        <aff id="aff1"><label>1</label><institution>Institute for Risk and Disaster Reduction, University College London, Gower Street, London WC1E 6BT, UK</institution>
        </aff>
        <aff id="aff2"><label>2</label><institution>Department of Structures for Engineering and Architecture, University of Naples Federico II, Naples 80125, Italy</institution>
        </aff>
        <aff id="aff3"><label>3</label><institution>Department of Civil and Natural Resources Engineering, University of Canterbury, Private Bag 4800, <?xmltex \hack{\break}?>Christchurch 8140, New Zealand</institution>
        </aff>
      </contrib-group>
      <author-notes><corresp id="corr1">Fatemeh Jalayer (fatemeh.jalayer@unina.it)</corresp></author-notes><pub-date><day>2</day><month>March</month><year>2023</year></pub-date>
      
      <volume>23</volume>
      <issue>2</issue>
      <fpage>909</fpage><lpage>931</lpage>
      <history>
        <date date-type="received"><day>13</day><month>April</month><year>2022</year></date>
           <date date-type="rev-request"><day>20</day><month>April</month><year>2022</year></date>
           <date date-type="rev-recd"><day>30</day><month>November</month><year>2022</year></date>
           <date date-type="accepted"><day>24</day><month>January</month><year>2023</year></date>
      </history>
      <permissions>
        <copyright-statement>Copyright: © 2023 Fatemeh Jalayer et al.</copyright-statement>
        <copyright-year>2023</copyright-year>
      <license license-type="open-access"><license-p>This work is licensed under the Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit <ext-link ext-link-type="uri" xlink:href="https://creativecommons.org/licenses/by/4.0/">https://creativecommons.org/licenses/by/4.0/</ext-link></license-p></license></permissions><self-uri xlink:href="https://nhess.copernicus.org/articles/23/909/2023/nhess-23-909-2023.html">This article is available from https://nhess.copernicus.org/articles/23/909/2023/nhess-23-909-2023.html</self-uri><self-uri xlink:href="https://nhess.copernicus.org/articles/23/909/2023/nhess-23-909-2023.pdf">The full text article is available as a PDF file from https://nhess.copernicus.org/articles/23/909/2023/nhess-23-909-2023.pdf</self-uri>
      <abstract><title>Abstract</title>

      <p id="d1e125">The present work proposes a simulation-based Bayesian method for parameter
estimation and fragility model selection for mutually exclusive and
collectively exhaustive (MECE) damage states. This method uses an adaptive
Markov chain Monte Carlo simulation (MCMC) based on likelihood estimation
using point-wise intensity values. It identifies the simplest model that
fits the data best, among the set of viable fragility models considered. The
proposed methodology is demonstrated for empirical fragility assessments for
two different tsunami events and different classes of buildings with varying
numbers of observed damage and flow depth data pairs. As case studies,
observed pairs of data for flow depth and the corresponding damage level from
the South Pacific tsunami on 29 September 2009 and the Sulawesi–Palu
tsunami on 28 September 2018 are used. Damage data related to a total of five
different building classes are analysed. It is shown that the proposed
methodology is stable and efficient for data sets with a very low number of
damage versus intensity data pairs and cases in which observed data are
missing for some of the damage levels.</p>
  </abstract>
    </article-meta>
  </front>
<body>
      

<sec id="Ch1.S1" sec-type="intro">
  <label>1</label><title>Introduction</title>
      <p id="d1e137">Fragility models express the probability of exceeding certain damage
thresholds for a given level of intensity for a specific class of buildings
or infrastructure. Empirical fragility curves are models derived from
observed pairs of damage and intensity data for buildings and
infrastructure usually collected, acquired and even partially simulated in
the aftermath of disastrous events. Some examples of empirical fragility
models are seismic fragility (Rota et al., 2009; Rosti et al., 2021), tsunami fragility (Koshimura et al., 2009a; Reese et al., 2011; a comprehensive review
can be found in Charvet et al., 2017), flooding fragility (Wing et al., 2020)
and debris flow fragility curves (Eidsvig et al., 2014). Empirical fragility
modelling is greatly affected by how the damage and intensity parameters are
defined. Mutually exclusive and collectively exhaustive (MECE, see next
section for the definition) damage states are quite common in the literature
as discrete physical damage states. The MECE condition is necessary for
damage states in most probabilistic risk formulations, leading to the mean
rate of exceeding loss (e.g. Behrens et al., 2021).</p>
      <p id="d1e140">Tsunami fragility curves usually employ the tsunami flow depth as the
measure of intensity; although different studies also use other measures
like current velocity (e.g. De Risi et al., 2017b; Charvet et al., 2015).
Charvet et al. (2015) demonstrate that the flow depth may cease to be an
appropriate measure of intensity for higher damage states, and other
parameters such as the current velocity, debris impact and scour can become
increasingly more important. De Risi et al. (2017b) developed bivariate
tsunami fragilities, which account for the interaction between the two
intensity measures of tsunami flow depth and current velocity.</p>
      <p id="d1e143">Early procedures for empirical tsunami fragility curves used data binning
to represent the intensity. For example, Koshimura et al. (2009b) binned
the observations by the intensity measure, i.e. the flow depth; however, the
latest procedures have mostly used point-wise intensity estimates instead.</p>
      <p id="d1e146">Fragility curves for MECE damage states are distinguished by their nicely
“laminar” shape; in other words, the curves should not intersect. When
fitting empirical fragility<?pagebreak page910?> curves to observed damage data, this condition
is not satisfied automatically. For example, fragility curves are usually
fitted for individual damage states separately, and they are filtered
afterwards to remove the crossing fragility curves (e.g. Miano et al., 2020),
or ordered (“parallel”) fragility models are used from the start (Charvet
et al., 2014; Lahcene et al., 2021). Charvet et al. (2014) and De Risi (2017a)
also used partially ordered models to derive fragility curves for MECE
damage states. They used the multinomial probability distribution to model
the probability of being in any of MECE damage states based on binned
intensity representation. De Risi et al. (2017a) used Bayesian inference to
derive the model parameters for an ensemble of fragility curves.</p>
      <p id="d1e150">Empirical tsunami fragility curves are usually constructed using generalised
linear models based on probit, logit or the complementary loglog link
functions (Charvet et al., 2014; Lahcene et al., 2021). As far as the
assessment of the goodness of fit, model comparison and selection are
concerned, approaches based on the likelihood ratio and Akaike information
criterion, (e.g. Charvet et al., 2014; Lahcene et al., 2021) and on <inline-formula><mml:math id="M1" display="inline"><mml:mi>k</mml:mi></mml:math></inline-formula>-fold
cross validation have also been used (Chua et al., 2021). For estimating
confidence intervals for empirical tsunami fragility curves, bootstrap
resampling has been commonly used (Charvet et al., 2014; Lahcene et al., 2021;
Chua et al., 2021).</p>
      <p id="d1e160">The present paper presents a simulation-based Bayesian method for inference
and model class selection for the ensemble modelling of the tsunami
fragility curves for MECE damage states for a given class of buildings. By
fitting the (positive definite) fragility link function to the conditional
probability of being in a certain damage state, given that building is not
in any of the preceding states, the method ensures that the fragility curves
do not cross (i.e. they are “hierarchical” as in De Risi et al., 2017a).
The method uses adaptive Markov chain Monte Carlo simulation (MCMC, Beck and
Au, 2002), based on likelihood estimation using point-wise intensity values,
to infer the ensemble of the fragility model parameters. Alternative link
functions are compared based on log evidence, which considers both the
average goodness of fit (based on log likelihood) and the model parsimony
(based on relative entropy). This way, among the set of viable models
considered, it identifies the simplest model that fits the data best. By
“simplest model”, we mean the model having maximum relative entropy
(measured using the Kullback–Leibler distance; Kullback and Leibler, 1951) with respect to the data. This usually means the model has a small number of
parameters.</p>
</sec>
<sec id="Ch1.S2">
  <label>2</label><title>Methodology</title>
<sec id="Ch1.S2.SS1">
  <label>2.1</label><title>Definitions of intensity and damage parameters</title>
      <p id="d1e178">The intensity measure, IM, (or simply “intensity”, e.g. the tsunami flow
depth) refers to a parameter used to convey information about an event from
the hazard level to the fragility level – it is an intermediate variable.
The damage parameter, <inline-formula><mml:math id="M2" display="inline"><mml:mi>D</mml:mi></mml:math></inline-formula>, is a discrete random variable, and
the vector of
damage levels is expressed as <inline-formula><mml:math id="M3" display="inline"><mml:mrow><mml:mfenced close="}" open="{"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M4" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> as the <inline-formula><mml:math id="M5" display="inline"><mml:mi>j</mml:mi></mml:math></inline-formula>th <italic>damage level (threshold)</italic> and <inline-formula><mml:math id="M6" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> as
the total number of damage levels considered (depending on the damage scale
being used and on the type of hazard, e.g. earthquake, tsunami, debris
flow). Normally, <inline-formula><mml:math id="M7" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> denotes the <italic>no-damage</italic> threshold, while <inline-formula><mml:math id="M8" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> defines
the total <italic>collapse</italic> or <italic>being totally washed away</italic>. Let us assume that <inline-formula><mml:math id="M9" display="inline"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the <inline-formula><mml:math id="M10" display="inline"><mml:mi>j</mml:mi></mml:math></inline-formula>th <italic>damage state</italic> defined by the
logical statement that the damage <inline-formula><mml:math id="M11" display="inline"><mml:mi>D</mml:mi></mml:math></inline-formula> is between the two damage thresholds
<inline-formula><mml:math id="M12" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M13" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>; i.e. <inline-formula><mml:math id="M14" display="inline"><mml:mi>D</mml:mi></mml:math></inline-formula> is equal to or greater than <inline-formula><mml:math id="M15" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and
smaller than <inline-formula><mml:math id="M16" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> as follows (see also Fig. 1 for a graphical
representation of the above expressions):
            <disp-formula id="Ch1.E1" content-type="numbered"><label>1</label><mml:math id="M17" display="block"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mo>≡</mml:mo><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>⋅</mml:mo><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M18" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mo>⋅</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> denotes the logical product and is read as “AND”.
Obviously, for the last damage state, we have DS<inline-formula><mml:math id="M19" display="inline"><mml:mrow><mml:msub><mml:mi/><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mo>≡</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F1"><?xmltex \currentcnt{1}?><?xmltex \def\figurename{Figure}?><label>Figure 1</label><caption><p id="d1e468">Graphical representation of damage levels <inline-formula><mml:math id="M20" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and
damage states <inline-formula><mml:math id="M21" display="inline"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M22" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>.</p></caption>
          <?xmltex \igopts{width=241.848425pt}?><graphic xlink:href="https://nhess.copernicus.org/articles/23/909/2023/nhess-23-909-2023-f01.png"/>

        </fig>

      <p id="d1e518">Damage states <inline-formula><mml:math id="M23" display="inline"><mml:mrow><mml:mfenced open="{" close="}"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> are mutually exclusive and collectively exhaustive (MECE) if and
only if <inline-formula><mml:math id="M24" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>⋅</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> (if <inline-formula><mml:math id="M25" display="inline"><mml:mrow><mml:mi>i</mml:mi><mml:mo>≠</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M26" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) and <inline-formula><mml:math id="M27" display="inline"><mml:mrow><mml:msubsup><mml:mo>∑</mml:mo><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:msubsup><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>; <inline-formula><mml:math id="M28" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mo>⋅</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> denotes the logical product and is read as “AND”. In simple words, the damage states are MECE if being in one damage state excludes all others and if all the damage states together cover the entire range of possibilities in terms of damage. The ensemble of MECE damage states <inline-formula><mml:math id="M29" display="inline"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M30" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is usually referred to
as the <italic>damage scale</italic> (e.g. the EMS98; Grünthal, 1998).</p>
      <p id="d1e712">The proposed methodology herein is also applicable to fragility assessment
in cases where observed damage data are not available for some of the damage
levels. Let <inline-formula><mml:math id="M31" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:math></inline-formula> be the vector of <inline-formula><mml:math id="M32" display="inline"><mml:mi>j</mml:mi></mml:math></inline-formula> values (<inline-formula><mml:math id="M33" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>),
indicating damage levels <inline-formula><mml:math id="M34" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> for which observed data are available (<inline-formula><mml:math id="M35" display="inline"><mml:mi>j</mml:mi></mml:math></inline-formula>
values are in ascending order). The new damage scale formed as <inline-formula><mml:math id="M36" display="inline"><mml:mrow><mml:mfenced close="}" open="{"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>(</mml:mo><mml:mi>N</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> , where <inline-formula><mml:math id="M37" display="inline"><mml:mi>N</mml:mi></mml:math></inline-formula> is the length of
vector <inline-formula><mml:math id="M38" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:math></inline-formula>, is also MECE. It is noteworthy that the number of fragility curves derived in this case is going to be equal to <inline-formula><mml:math id="M39" display="inline"><mml:mrow><mml:mi>N</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>. In the following, for simplicity and without loss of generality, we have assumed
that observed data are available for all damage levels, i.e.
<inline-formula><mml:math id="M40" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>=</mml:mo><mml:mfenced close="}" open="{"><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>, that is,
<inline-formula><mml:math id="M41" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi>N</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>. However, the proposed methodology is also applicable to the modified damage scale formed by damage level indices in vector
<inline-formula><mml:math id="M42" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:mi>N</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. We will later see examples of such applications in the
case studies.</p>
</sec>
<?pagebreak page911?><sec id="Ch1.S2.SS2">
  <label>2.2</label><title>Fragility modelling using generalised regression models</title>
      <p id="d1e970">The generalised regression models (GLMs) are more suitable for empirical
fragility assessment with respect to the standard regression models. This is
mainly because the dependent variable in the case of the generalised
regression models is a Bernoulli binary variable (i.e. only two possible
values: 0 or 1). Bernoulli variables are particularly useful in order to
detect whether a specific damage level is exceeded or not (only two
possibilities). In the following, fragility assessment based on GLMs is briefly described.</p>
      <p id="d1e973">The term <inline-formula><mml:math id="M43" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> denotes the probability
of being in damage state <inline-formula><mml:math id="M44" display="inline"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> for a given intensity level IM. Based on <inline-formula><mml:math id="M45" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> damage thresholds, this conditional probability <inline-formula><mml:math id="M46" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> can be read (see Eq. 1) as the probability
that <inline-formula><mml:math id="M47" display="inline"><mml:mrow><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M48" display="inline"><mml:mrow><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> and can be estimated as follows (see Appendix A for the derivation):
            <disp-formula id="Ch1.E2" content-type="numbered"><label>2</label><mml:math id="M49" display="block"><mml:mrow><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mi>P</mml:mi><mml:mfenced close="]" open="["><mml:mrow><mml:mfenced close=")" open="("><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mo>⋅</mml:mo><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mfenced open="{" close=""><mml:mtable class="array" rowspacing="7.113189pt" columnalign="left"><mml:mtr><mml:mtd><mml:mrow><?xmltex \hack{\hbox\bgroup\fontsize{8.1}{8.1}\selectfont$\displaystyle}?><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mtext>for</mml:mtext><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mn mathvariant="normal">0</mml:mn><mml:mo>≤</mml:mo><mml:mi>j</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub><?xmltex \hack{$\egroup}?></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi mathvariant="normal">for</mml:mi><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced></mml:mrow></mml:mtd></mml:mtr></mml:mtable><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M50" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the <italic>fragility function</italic> for damage level <inline-formula><mml:math id="M51" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>.</p>
      <p id="d1e1324">For each damage threshold, fragility can be obtained for a desired building
class considering that the damage data provide Bernoulli variables (binary
values) of whether the considered damage level was exceeded or not for given IM levels. For damage threshold <inline-formula><mml:math id="M52" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, all buildings with an observed damage level <inline-formula><mml:math id="M53" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> will have a probability equal to zero, while those with
<inline-formula><mml:math id="M54" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> will have an assigned probability equal to one. In other
words, for building <inline-formula><mml:math id="M55" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula> and damage state <inline-formula><mml:math id="M56" display="inline"><mml:mi>j</mml:mi></mml:math></inline-formula>, the Bernoulli variable <inline-formula><mml:math id="M57" display="inline"><mml:mrow><mml:msub><mml:mi>Y</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> indicates whether building <inline-formula><mml:math id="M58" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula> is in damage state <inline-formula><mml:math id="M59" display="inline"><mml:mi>j</mml:mi></mml:math></inline-formula>
            <disp-formula id="Ch1.E3" content-type="numbered"><label>3</label><mml:math id="M60" display="block"><mml:mrow><mml:msub><mml:mi>Y</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mfenced close="" open="{"><mml:mtable rowspacing="4.267913pt 4.267913pt 4.267913pt" class="array" columnalign="left left"><mml:mtr><mml:mtd><mml:mn mathvariant="normal">1</mml:mn></mml:mtd><mml:mtd><mml:mrow><mml:mtext>if building</mml:mtext><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mi>i</mml:mi><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mtext>exceeds</mml:mtext><mml:mspace width="0.25em" linebreak="nobreak"/><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mtext>with  probability</mml:mtext><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mi mathvariant="normal">|</mml:mi><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mn mathvariant="normal">0</mml:mn></mml:mtd><mml:mtd><mml:mrow><mml:mtext>if building</mml:mtext><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi>i</mml:mi><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mtext>does  not   exceed</mml:mtext><mml:mspace linebreak="nobreak" width="0.25em"/><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mtext>with  probability</mml:mtext><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mi mathvariant="normal">|</mml:mi><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M61" display="inline"><mml:mrow><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the intensity evaluated at the location of building <inline-formula><mml:math id="M62" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>. A
Bernoulli variable is defined by one parameter, which is <inline-formula><mml:math id="M63" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> herein. This latter is usually linked to a linear logarithmic predictor in the form
            <disp-formula id="Ch1.E4" content-type="numbered"><label>4</label><mml:math id="M64" display="block"><mml:mrow><mml:msub><mml:mi>l</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>+</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mi>ln⁡</mml:mi><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M65" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M66" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> are regression constants for
damage level <inline-formula><mml:math id="M67" display="inline"><mml:mi>j</mml:mi></mml:math></inline-formula>. We have employed generalised linear regression (e.g. Agresti, 2012) with different link functions “logit”, “probit” and “cloglog” to define probability function <inline-formula><mml:math id="M68" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> as the following:
            <disp-formula id="Ch1.E5" content-type="numbered"><label>5</label><mml:math id="M69" display="block"><mml:mrow><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:mfenced close="" open="{"><mml:mtable rowspacing="4.267913pt 4.267913pt" class="array" columnalign="left left"><mml:mtr><mml:mtd><mml:mrow><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mi>exp⁡</mml:mi><mml:mo>(</mml:mo><mml:mo>-</mml:mo><mml:msub><mml:mi>l</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:mtd><mml:mtd><mml:mtext>logit</mml:mtext></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi mathvariant="normal">Φ</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi>l</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mtd><mml:mtd><mml:mtext>probit</mml:mtext></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi>exp⁡</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mo>-</mml:mo><mml:mi>exp⁡</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi>l</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mtd><mml:mtd><mml:mtext>cloglog</mml:mtext></mml:mtd></mml:mtr></mml:mtable></mml:mfenced><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          The <italic>logit</italic> link function is equivalent to presenting <inline-formula><mml:math id="M70" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mfenced open="(" close=")"><mml:mtext>IM</mml:mtext></mml:mfenced></mml:mrow></mml:math></inline-formula> with a logistic regression function. The <italic>probit</italic> link function is equivalent to a
lognormal cumulative distribution function for <inline-formula><mml:math id="M71" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mfenced open="(" close=")"><mml:mtext>IM</mml:mtext></mml:mfenced></mml:mrow></mml:math></inline-formula>. In the <italic>cloglog</italic> (complementary log–log) transformation, the link function at the
location of building <inline-formula><mml:math id="M72" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula> can be expressed as <inline-formula><mml:math id="M73" display="inline"><mml:mrow><mml:msub><mml:mi>l</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mi>ln⁡</mml:mi><mml:mfenced close="]" open="["><mml:mrow><mml:mo>-</mml:mo><mml:mi>ln⁡</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>. It is noted that the
generalised linear regression based on maximum likelihood estimation (MLE) is available in many statistical software packages (e.g. MathWorks, Python, R).</p>
      <p id="d1e1883">In the following, we have referred to the general methodology of fitting
fragility model to data – one damage state at a time – the “<italic>Basic method</italic>”. In the Basic method, the probability of exceeding damage level <inline-formula><mml:math id="M74" display="inline"><mml:mi>j</mml:mi></mml:math></inline-formula> is equal to the
probability function defined in Eq. (5); that is, <inline-formula><mml:math id="M75" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. This method for empirical
fragility curve parameter estimation is addressed in detail in the section “Results”, under the “MLE-<italic>Basic</italic>” method. The fragility curves obtained under the
“MLE-<italic>Basic</italic>” method could potentially cross, leading to the ill condition that
<inline-formula><mml:math id="M76" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo><mml:mo>&lt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>. To overcome this, a <italic>hierarchical fragility modelling approach</italic> has been adopted like that in De Risi et al. (2017a).</p>
</sec>
<sec id="Ch1.S2.SS3">
  <label>2.3</label><title>Hierarchical fragility modelling</title>
      <p id="d1e1982">Equation (2) for <inline-formula><mml:math id="M77" display="inline"><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>≤</mml:mo><mml:mi>j</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, and given <inline-formula><mml:math id="M78" display="inline"><mml:mrow><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, can also be written as follows using the product rule in probability:
            <disp-formula id="Ch1.E6" content-type="numbered"><label>6</label><mml:math id="M79" display="block"><mml:mtable class="split" rowspacing="4.267913pt 4.267913pt" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mi>P</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>⋅</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mfenced close=")" open="("><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mfenced close="]" open="["><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>⋅</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          The term <inline-formula><mml:math id="M80" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> embedded in Eq. (6) denotes the conditional probability that
the damage exceeds the damage threshold <inline-formula><mml:math id="M81" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> knowing that it has
already exceeded the previous damage level <inline-formula><mml:math id="M82" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> given <inline-formula><mml:math id="M83" display="inline"><mml:mrow><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. By making <inline-formula><mml:math id="M84" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> (see Eq. 5, which is positive definite), we ensure that the fragility curve of a lower damage level will not fall below the fragility
curve of the subsequent damage threshold (the ill condition of <inline-formula><mml:math id="M85" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo><mml:mo>&lt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> does not take place). Hence, Eq. (6) can be expanded as follows (see Appendix B for derivation):
            <disp-formula id="Ch1.E7" content-type="numbered"><label>7</label><mml:math id="M86" display="block"><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mo>=</mml:mo><mml:mfenced open="{" close=""><mml:mtable class="array" columnalign="left"><mml:mtr><mml:mtd><mml:mrow><?xmltex \hack{\hbox\bgroup\fontsize{9}{9}\selectfont$\displaystyle}?><mml:mfenced close=")" open="("><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mo>⋅</mml:mo><mml:mfenced close="]" open="["><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow><mml:mrow><mml:mi>j</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:munderover><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>k</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mtext>for</mml:mtext><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi>j</mml:mi><mml:mo>≥</mml:mo><mml:mn mathvariant="normal">1</mml:mn><?xmltex \hack{$\egroup}?></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><?xmltex \hack{\hbox\bgroup\fontsize{8.5}{8.5}\selectfont$\displaystyle}?><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:msub><mml:mo>≜</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mtext>for</mml:mtext><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><?xmltex \hack{$\egroup}?></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mfenced><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          In this way, the fragility curves are constructed in a hierarchical manner
by first constructing the “fragility increments” <inline-formula><mml:math id="M87" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. Note that for the last damage state <inline-formula><mml:math id="M88" display="inline"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, the probability <inline-formula><mml:math id="M89" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, which is also equal to the fragility of the ultimate damage threshold <inline-formula><mml:math id="M90" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, i.e. <inline-formula><mml:math id="M91" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> (see Eq, 2), can be estimated by
satisfying the collectively exhaustive (CE) condition
            <disp-formula id="Ch1.E8" content-type="numbered"><label>8</label><mml:math id="M92" display="block"><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:munderover><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          Accordingly, the fragility of other damage levels <inline-formula><mml:math id="M93" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M94" display="inline"><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>&lt;</mml:mo><mml:mi>j</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, can be obtained from Eq. (2) by starting from the fragility of the higher threshold <inline-formula><mml:math id="M95" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and adding successively <inline-formula><mml:math id="M96" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> (see Eq. 7) as follows:
            <disp-formula id="Ch1.E9" content-type="numbered"><label>9</label><mml:math id="M97" display="block"><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>+</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mtext>for</mml:mtext><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mn mathvariant="normal">0</mml:mn><mml:mo>&lt;</mml:mo><mml:mi>j</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          As a result, the set of hierarchical fragility models based on Eq. (9)
has <inline-formula><mml:math id="M98" display="inline"><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mo>×</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> model parameters with the vector
<inline-formula><mml:math id="M99" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>=</mml:mo><mml:mfenced close="]" open="["><mml:mrow><mml:mfenced close="}" open="{"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mo>,</mml:mo><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>. Obviously, with reference to Eq. (8), no model parameter is required for the last damage level, which
is derived by satisfying the CE condition. The vector
<inline-formula><mml:math id="M100" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula> of the proposed hierarchical fragility models
can be defined by two different approaches
<list list-type="custom"><list-item><label>1.</label>
      <p id="d1e3060"><italic>MLE method</italic>. A generalised linear regression model (as explained in previous the section) is used for the conditional fragility term <inline-formula><mml:math id="M101" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> for the <inline-formula><mml:math id="M102" display="inline"><mml:mi>j</mml:mi></mml:math></inline-formula>th damage state <inline-formula><mml:math id="M103" display="inline"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (see Eq. 7, <inline-formula><mml:math id="M104" display="inline"><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>≤</mml:mo><mml:mi>j</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>). Herein, we need to work with partial damage data so that all buildings in <inline-formula><mml:math id="M105" display="inline"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (with an observed damage <inline-formula><mml:math id="M106" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>≤</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>) will be assigned a probability equal to 0, while those in higher damage states (with <inline-formula><mml:math id="M107" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>) will be assigned a probability equal to 1 (i.e. in order to model the conditioning on <inline-formula><mml:math id="M108" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, the domain of possible damage levels is reduced to <inline-formula><mml:math id="M109" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>).</p></list-item><list-item><label>2.</label>
      <p id="d1e3246"><italic>Bayesian model class selection (BMCS)</italic>. The Bayesian inference for model updating is employed to obtain the joint distribution of the model parameters.</p></list-item></list>
Detailed discussion about these two approaches, namely “MLE” and “BMCS”, for parameter estimation of empirical fragility curves are provided in Sect. 3.</p>
</sec>
<?pagebreak page912?><sec id="Ch1.S2.SS4">
  <label>2.4</label><title>Bayesian model class selection (BMCS) and parameter inference using adaptive MCMC</title>
      <p id="d1e3260">We use the Bayesian model class selection (BMCS) herein to identify the best
link model to use in the generalised linear regression scheme. However, the
procedure is general and can be applied to a more diverse pool of candidate
fragility models. BMCS (or model comparison) is essentially Bayesian
updating at the model class level to make comparisons among candidate model
classes given the observed data (e.g. Beck and Yuen, 2004; Muto and Beck,
2008). Given a set of <inline-formula><mml:math id="M110" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="double-struck">M</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> candidate model classes <inline-formula><mml:math id="M111" display="inline"><mml:mrow><mml:mfenced open="{" close="}"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="double-struck">M</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>, and in the presence of the data <inline-formula><mml:math id="M112" display="inline"><mml:mi mathvariant="bold-italic">D</mml:mi></mml:math></inline-formula>, the posterior probability of the <inline-formula><mml:math id="M113" display="inline"><mml:mi>k</mml:mi></mml:math></inline-formula>th model class, denoted as <inline-formula><mml:math id="M114" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> can be written as follows:
            <disp-formula id="Ch1.E10" content-type="numbered"><label>10</label><mml:math id="M115" display="block"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="double-struck">M</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          In lieu of any initial preferences about the prior <inline-formula><mml:math id="M116" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, one can assign equal weights to each model; thus, <inline-formula><mml:math id="M117" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mfenced close="" open="/"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="double-struck">M</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>. Hence, the probability of a model class is dominated by the likelihood of <inline-formula><mml:math id="M118" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mi mathvariant="normal">|</mml:mi><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> (a.k.a. <italic>evidence</italic>). It is important to note that <inline-formula><mml:math id="M119" display="inline"><mml:mi>p</mml:mi></mml:math></inline-formula> herein stands for the probability density function (PDF). Here, data vector <inline-formula><mml:math id="M120" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>=</mml:mo><mml:mfenced open="{" close="}"><mml:mrow><mml:mo>(</mml:mo><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:mtext>DS</mml:mtext><mml:msub><mml:mo>)</mml:mo><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">CL</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> defines the observed intensity and damage data for <inline-formula><mml:math id="M121" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">CL</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> buildings surveyed for class CL. Let us define the vector of model parameters <inline-formula><mml:math id="M122" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> for model class <inline-formula><mml:math id="M123" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> as <inline-formula><mml:math id="M124" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mfenced open="[" close="]"><mml:mrow><mml:msub><mml:mfenced close="}" open="{"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mi>k</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>. We use the Bayes theorem to write the “<italic>evidence</italic>” <inline-formula><mml:math id="M125" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> provided by data <inline-formula><mml:math id="M126" display="inline"><mml:mi mathvariant="bold-italic">D</mml:mi></mml:math></inline-formula> for model <inline-formula><mml:math id="M127" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> as follows:
            <disp-formula id="Ch1.E11" content-type="numbered"><label>11</label><mml:math id="M128" display="block"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          It can be shown (see Appendix C; Muto and Beck, 2008) that the logarithm of the
evidence (called <italic>log-evidence</italic>) <inline-formula><mml:math id="M129" display="inline"><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mfenced close="]" open="["><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> can be written as
            <disp-formula id="Ch1.E12" content-type="numbered"><label>12</label><mml:math id="M130" display="block"><mml:mrow><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:munder><mml:munder class="underbrace"><mml:mrow><mml:munder><mml:mo movablelimits="false">∫</mml:mo><mml:mrow><mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:munder><mml:mi>ln⁡</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mrow><mml:mi mathvariant="normal">Term</mml:mi><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:munder></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>-</mml:mo><mml:munder><mml:munder class="underbrace"><mml:mrow><mml:munder><mml:mo movablelimits="false">∫</mml:mo><mml:mrow><mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:munder><mml:mi>ln⁡</mml:mi><mml:mfenced open="[" close="]"><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mrow><mml:mi mathvariant="normal">Term</mml:mi><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:munder></mml:mrow></mml:mtd></mml:mtr></mml:mtable><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M131" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is the domain of <inline-formula><mml:math id="M132" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, and <inline-formula><mml:math id="M133" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the likelihood function conditioned on model class <inline-formula><mml:math id="M134" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. “Term 1” denotes the posterior mean of the log likelihood, which is a measure of the average data fit to model <inline-formula><mml:math id="M135" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. “Term 2” is the relative entropy (Kullback and Leibler, 1951; Cover and Thomas, 1991) between the prior <inline-formula><mml:math id="M136" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and the posterior <inline-formula><mml:math id="M137" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> of <inline-formula><mml:math id="M138" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> given model <inline-formula><mml:math id="M139" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, which is a measure of the distance between the two PDFs. The latter Term 2 measures quantitatively the amount of information (on average) that is “gained” about <inline-formula><mml:math id="M140" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> from the observed data <inline-formula><mml:math id="M141" display="inline"><mml:mi mathvariant="bold-italic">D</mml:mi></mml:math></inline-formula>. It is interesting that Term 2 in the log-evidence expression penalises for model complexity; i.e. if the model extracts more information from data (which is a sign of being a complex model<?pagebreak page913?> with more model parameters), the log-evidence reduces. The exponential of the log-evidence, <inline-formula><mml:math id="M142" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, is going to be implemented directly in Eq. (10) to provide the probability attributed to the model class <inline-formula><mml:math id="M143" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. More details on how to estimate the two terms in Eq. (12) are provided in Sect. 3.</p>
      <p id="d1e4250">The likelihood <inline-formula><mml:math id="M144" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> can be derived, based on point-wise intensity information, as the likelihood of <inline-formula><mml:math id="M145" display="inline"><mml:mrow><mml:msub><mml:mi>n</mml:mi><mml:mrow><mml:mi mathvariant="normal">CL</mml:mi><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> buildings being in damage state <inline-formula><mml:math id="M146" display="inline"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (considering that <inline-formula><mml:math id="M147" display="inline"><mml:mrow><mml:msubsup><mml:mo>∑</mml:mo><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:msubsup><mml:msub><mml:mi>n</mml:mi><mml:mrow><mml:mi mathvariant="normal">CL</mml:mi><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">CL</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>), according to data <inline-formula><mml:math id="M148" display="inline"><mml:mi mathvariant="bold-italic">D</mml:mi></mml:math></inline-formula> defined before
            <disp-formula id="Ch1.E13" content-type="numbered"><label>13</label><mml:math id="M149" display="block"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:munderover><mml:mo movablelimits="false">∏</mml:mo><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:mspace linebreak="nobreak" width="0.125em"/><mml:munderover><mml:mo movablelimits="false">∏</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>n</mml:mi><mml:mrow><mml:mi mathvariant="normal">CL</mml:mi><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:munderover><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          The posterior distribution <inline-formula><mml:math id="M150" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> can be found based on Bayesian inference
            <disp-formula id="Ch1.E14" content-type="numbered"><label>14</label><mml:math id="M151" display="block"><mml:mrow><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:munder><mml:munder class="underbrace"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mi mathvariant="normal">posterior</mml:mi></mml:munder></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow><mml:mrow><mml:munder><mml:mo movablelimits="false">∫</mml:mo><mml:mrow><mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:munder><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:msup><mml:mi>C</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:munder><mml:munder class="underbrace"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mi mathvariant="normal">likelihood</mml:mi></mml:munder><mml:mspace linebreak="nobreak" width="0.25em"/><mml:munder><mml:munder class="underbrace"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mi mathvariant="normal">prior</mml:mi></mml:munder></mml:mrow></mml:mtd></mml:mtr></mml:mtable><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M152" display="inline"><mml:mrow><mml:msup><mml:mi>C</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> is a normalising constant. In lieu of additional information
(or preferences), the prior distribution, <inline-formula><mml:math id="M153" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, can be estimated as the product of marginal normal PDFs for each model parameter, i.e. a multivariate normal distribution with zero correlation between the pairs of model parameters <inline-formula><mml:math id="M154" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (see Appendix D). More detail about an efficient prior joint PDF is provided in Sect. 3. To sample from the posterior distribution <inline-formula><mml:math id="M155" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> in Eq. (14), an
<italic>adaptive</italic> MCMC simulation routine (see Appendix E) is employed. MCMC is particularly useful for drawing samples from the target posterior, while it is known up to a scaling constant <inline-formula><mml:math id="M156" display="inline"><mml:mrow><mml:msup><mml:mi>C</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> (see Beck and Au, 2002); thus, in Eq. (14), we only need un-normalised PDFs to feed the MCMC procedure. The MCMC routine herein employs the Metropolis–Hastings (MH) algorithm (Metropolis et al., 1953; Hasting, 1970) to generate samples from the target joint posterior PDF <inline-formula><mml:math id="M157" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>.</p>
</sec>
<sec id="Ch1.S2.SS5">
  <label>2.5</label><?xmltex \opttitle{Calculating the hierarchical fragilities and the corresponding confidence intervals based on the vector of model parameters $\vec{\theta}_{{k}}$}?><title>Calculating the hierarchical fragilities and the corresponding confidence intervals based on the vector of model parameters <inline-formula><mml:math id="M158" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></title>
      <p id="d1e4846">For each realisation of the vector of model parameters <inline-formula><mml:math id="M159" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, the corresponding set of hierarchical fragility curves can be derived based on the procedure described in the previous sections. Since we have realisations of the model parameters drawn from the joint PDF <inline-formula><mml:math id="M160" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> (based on samples drawn from adaptive MCMC procedure, see also Appendix E), we can use the concept of robust fragility (RF) proposed in Jalayer et al. (2017) (see also Jalayer et al., 2015; Jalayer and Erahimian, 2020) to derive confidence intervals for the fragility curves. RF is defined as the expected value for a prescribed fragility model considering the joint probability distribution for the fragility model parameters <inline-formula><mml:math id="M161" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. The RF herein can be expressed as
            <disp-formula id="Ch1.E15" content-type="numbered"><label>15</label><mml:math id="M162" display="block"><mml:mrow><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:munder><mml:mo movablelimits="false">∫</mml:mo><mml:mrow><mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:munder><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="double-struck">E</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mfenced open="[" close="]"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr></mml:mtable><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M163" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the fragility given the model parameters <inline-formula><mml:math id="M164" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> associated with the model <inline-formula><mml:math id="M165" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (it has been assumed that once conditioned on fragility model parameters <inline-formula><mml:math id="M166" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, the fragility becomes independent of data <inline-formula><mml:math id="M167" display="inline"><mml:mi mathvariant="bold-italic">D</mml:mi></mml:math></inline-formula>); <inline-formula><mml:math id="M168" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">E</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is the
expected value over the vector of fragility parameters <inline-formula><mml:math id="M169" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> for model <inline-formula><mml:math id="M170" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. The integral in Eq. (15) can be solved numerically by employing Monte Carlo simulation with <inline-formula><mml:math id="M171" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> generated samples from the vector <inline-formula><mml:math id="M172" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> as follows:
            <disp-formula id="Ch1.E16" content-type="numbered"><label>16</label><mml:math id="M173" display="block"><mml:mrow><?xmltex \hack{\hbox\bgroup\fontsize{9.3}{9.3}\selectfont$\displaystyle}?><mml:mi>P</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mo>≅</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>l</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mi>P</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mi>l</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mo>,</mml:mo><?xmltex \hack{$\egroup}?></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M174" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mi>l</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> is the fragility given the <inline-formula><mml:math id="M175" display="inline"><mml:mi>l</mml:mi></mml:math></inline-formula>th realisation (<inline-formula><mml:math id="M176" display="inline"><mml:mrow><mml:mi>l</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) of the model parameters <inline-formula><mml:math id="M177" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> for model <inline-formula><mml:math id="M178" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. Based on the definition represented in Eqs. (15) and (16), the variance <inline-formula><mml:math id="M179" display="inline"><mml:mrow><mml:msubsup><mml:mi mathvariant="italic">σ</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:math></inline-formula>, which can be used to estimate a
confidence interval for the fragility considering the uncertainty in the
estimation of <inline-formula><mml:math id="M180" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, is calculated as follows:
            <disp-formula id="Ch1.E17" content-type="numbered"><label>17</label><mml:math id="M181" display="block"><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:msubsup><mml:mi mathvariant="italic">σ</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup><mml:mfenced close="]" open="["><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:munder><mml:munder class="underbrace"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">E</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mfenced open="[" close="]"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfenced></mml:mrow><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mrow><mml:mo>≅</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub><mml:msubsup><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:msubsup><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mi>l</mml:mi></mml:mrow></mml:msub><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:munder></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>-</mml:mo><mml:munder><mml:munder class="underbrace"><mml:mrow><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">E</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mfenced open="[" close="]"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mrow><mml:mo>=</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mo>(</mml:mo><mml:mtext>Eq.</mml:mtext><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mn mathvariant="normal">16</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:munder><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          The empirical fragilities derived through the hierarchical fragility
procedure are not necessarily attributed to a lognormal distribution. Hence,
we have derived equivalent lognormal statistics (i.e. the median and
dispersion) for the resulting fragility curves. The median intensity, <inline-formula><mml:math id="M182" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, for a given damage level is calculated as the IM corresponding to 50 % probability on the fragility curve. The logarithmic standard deviation (dispersion) of the equivalent lognormal fragility curve at the onset of damage threshold, <inline-formula><mml:math id="M183" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, is estimated as half of the logarithmic distance between the IMs corresponding to the probabilities of 16 % (<inline-formula><mml:math id="M184" display="inline"><mml:mrow><mml:msubsup><mml:mtext>IM</mml:mtext><mml:mi>C</mml:mi><mml:mn mathvariant="normal">16</mml:mn></mml:msubsup></mml:mrow></mml:math></inline-formula>) and the 84 % (<inline-formula><mml:math id="M185" display="inline"><mml:mrow><mml:msubsup><mml:mtext>IM</mml:mtext><mml:mi>C</mml:mi><mml:mn mathvariant="normal">84</mml:mn></mml:msubsup></mml:mrow></mml:math></inline-formula>) on the fragility curve; thus, the dispersion can be estimated as <inline-formula><mml:math id="M186" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.50</mml:mn><mml:mo>×</mml:mo><mml:mi>ln⁡</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msubsup><mml:mtext>IM</mml:mtext><mml:mi>C</mml:mi><mml:mn mathvariant="normal">84</mml:mn></mml:msubsup><mml:mfenced open="/" close=""><mml:mrow><mml:msubsup><mml:mtext>IM</mml:mtext><mml:mi>C</mml:mi><mml:mn mathvariant="normal">16</mml:mn></mml:msubsup></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>. The overall effect of epistemic uncertainties (due to the uncertainty in the fragility model parameters and reflecting the effect of limited sample size) on the median of the empirical fragility curve is considered through (logarithmic) intensity-based standard deviation denoted as <inline-formula><mml:math id="M187" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi mathvariant="normal">UF</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (see Jalayer et al., 2020). <inline-formula><mml:math id="M188" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi mathvariant="normal">UF</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> can
be estimated as half of the (natural) logarithmic distance (along<?pagebreak page914?> the IM axis) between the median intensities (i.e. 50 % probability) of the RF's
derived with 16 % (denoted as <inline-formula><mml:math id="M189" display="inline"><mml:mrow><mml:msup><mml:mtext>IM</mml:mtext><mml:mn mathvariant="normal">84</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>) and 84 % (<inline-formula><mml:math id="M190" display="inline"><mml:mrow><mml:msup><mml:mtext>IM</mml:mtext><mml:mn mathvariant="normal">16</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>) confidence levels, respectively; i.e. <inline-formula><mml:math id="M191" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi mathvariant="normal">UF</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.50</mml:mn><mml:mo>×</mml:mo><mml:mi>ln⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mtext>IM</mml:mtext><mml:mn mathvariant="normal">84</mml:mn></mml:msup><mml:mfenced open="/" close=""><mml:mrow><mml:msup><mml:mtext>IM</mml:mtext><mml:mn mathvariant="normal">16</mml:mn></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>. The RF and its confidence band, the sample fragilities <inline-formula><mml:math id="M192" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mi>l</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> (where <inline-formula><mml:math id="M193" display="inline"><mml:mrow><mml:mi>l</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>), the equivalent lognormal parameters <inline-formula><mml:math id="M194" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M195" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> of the RF, the epistemic uncertainty <inline-formula><mml:math id="M196" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi mathvariant="normal">UF</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, and finally the intensities <inline-formula><mml:math id="M197" display="inline"><mml:mrow><mml:msup><mml:mtext>IM</mml:mtext><mml:mn mathvariant="normal">16</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M198" display="inline"><mml:mrow><mml:msup><mml:mtext>IM</mml:mtext><mml:mn mathvariant="normal">84</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> are shown in Figs. 2d to 6d in the following Sect. 3.</p>
</sec>
</sec>
<sec id="Ch1.S3">
  <label>3</label><title>Results</title>
<sec id="Ch1.S3.SS1">
  <label>3.1</label><title>Case study 1: the 2009 South Pacific tsunami</title>
      <p id="d1e6067">The central South Pacific region-wide tsunami was triggered by an
unprecedented earthquake doublet (<inline-formula><mml:math id="M199" display="inline"><mml:mrow><mml:msub><mml:mi>M</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> 8.1 and <inline-formula><mml:math id="M200" display="inline"><mml:mrow><mml:msub><mml:mi>M</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> 8.0) on 29 September 2009, between about 17:48 and 17:50 UTC (Goff and Dominey-Howes, 2011). The tsunami seriously impacted numerous locations in the central South Pacific. Herein, the damage data related to the brick masonry residential (1 storey) and Timber residential buildings associated with the reconnaissance survey sites of American Samoa and the Samoan Islands were utilised. Based on the observed damage regarding different indicators (see Reese et al., 2011 for more details on damage observation), each structure was assigned a damage state between (<inline-formula><mml:math id="M201" display="inline"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M202" display="inline"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mn mathvariant="normal">5</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>). The original data documented in Reese et al. (2011) reporting the tsunami flow depth and the attributed damage state to each surveyed building can be found on the site of the European Tsunami Risk Service (<uri>https://eurotsunamirisk.org/datasets/</uri>, last access: 30 November 2022). The five damage levels (<inline-formula><mml:math id="M203" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">5</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and a description of the indicators leading to
the classification of the damage states are given in Table 1 based on Reese
et al. (2011).</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T1"><?xmltex \currentcnt{1}?><label>Table 1</label><caption><p id="d1e6138">The classification of damage thresholds (the damage scale)
used for the 2009 South Pacific tsunami (from Reese et al., 2011).</p></caption>
  <?xmltex \igopts{width=241.848425pt}?><graphic xlink:href="https://nhess.copernicus.org/articles/23/909/2023/nhess-23-909-2023-t01.png"/>
</table-wrap>

</sec>
<sec id="Ch1.S3.SS2">
  <label>3.2</label><title>Case study 2: the 2018 Sulawesi–Palu tsunami</title>
      <p id="d1e6154">On Friday 28 September 2018, at 18:02 local time, a shallow strike-slip
earthquake of moment magnitude <inline-formula><mml:math id="M204" display="inline"><mml:mrow><mml:msub><mml:mi>M</mml:mi><mml:mi mathvariant="normal">w</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> 7.5 occurred near Palu City, Central
Sulawesi, Indonesia followed by submarine landslides, a tsunami, and massive
liquefaction caused substantial damage (Muhari et al., 2018; Rafliana et al., 2022). In Sulawesi, more than 3300 fatalities and missing people, 4400 serious injuries and 170 000 people were displaced by earthquake, tsunami, landslides, liquefaction or building collapse, or combinations of these hazards (Paulik et al., 2019; Mas et al., 2020). Herein, the damage data related to the non-engineered unreinforced clay brick masonry (1 and 2 storey) and non-engineered light timber buildings located in Palu City were
utilised. Based on the observed damage (see Paulik et al., 2018 for
details on damage observation), each structure was assigned a damage state
between (<inline-formula><mml:math id="M205" display="inline"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M206" display="inline"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>). The original data reporting the tsunami flow depth and the attributed damage state to each surveyed building can be found as the Supplement to Paulik et al. (2018). The three damage levels (<inline-formula><mml:math id="M207" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula>) and a description of the indicators leading to the classification of the damage state are given in Table 2.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T2"><?xmltex \currentcnt{2}?><label>Table 2</label><caption><p id="d1e6208">The classification of damage thresholds (the damage scale)
used for the 2018 Sulawesi–Palu tsunami (from Paulik et al., 2019).</p></caption>
  <?xmltex \igopts{width=241.848425pt}?><graphic xlink:href="https://nhess.copernicus.org/articles/23/909/2023/nhess-23-909-2023-t02.png"/>
</table-wrap>

</sec>
<sec id="Ch1.S3.SS3">
  <label>3.3</label><title>The building classes</title>
      <p id="d1e6224">Table 3 illustrates the building classes, for which fragility curves are
obtained based on the proposed procedure and based on the databases related
to the two tsunami events described above. The taxonomy used for describing
the building class matches the original description used in the raw
databases. The number of data points available for different building
classes showcases both classes with large number of data available, e.g.
brick masonry 1 storey (South Pacific) and non-engineered brick masonry 1 storey (Sulawesi), and classes with few data points available, e.g. timber
residential (South Pacific) and non-engineered masonry 2 storeys and timber
(Sulawesi). The fifth column in the table shows the proportion of the
number of damage levels for which observed data are available <inline-formula><mml:math id="M208" display="inline"><mml:mi>N</mml:mi></mml:math></inline-formula> (see Sect. 2.1) to the total number of damage levels in the corresponding damage
scales, namely <inline-formula><mml:math id="M209" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>=</mml:mo><mml:mn mathvariant="normal">6</mml:mn></mml:mrow></mml:math></inline-formula> for South Pacific and <inline-formula><mml:math id="M210" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>=</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula> for Sulawesi tsunami events (to include level 0). If the ratio is equal to
unity, it indicates that data are available for all the damage levels from 0
to <inline-formula><mml:math id="M211" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. Note that the number of fragility curves derived is going to be equal to <inline-formula><mml:math id="M212" display="inline"><mml:mrow><mml:mi>N</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>, that is, equal to the number of damage levels for which observed damage data are available minus one.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T3" specific-use="star"><?xmltex \currentcnt{3}?><label>Table 3</label><caption><p id="d1e6298">The building classes.</p></caption><oasis:table frame="topbot"><?xmltex \begin{scaleboxenv}{.98}[.98]?><oasis:tgroup cols="5">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="left"/>
     <oasis:colspec colnum="3" colname="col3" align="left"/>
     <oasis:colspec colnum="4" colname="col4" align="right"/>
     <oasis:colspec colnum="5" colname="col5" align="left"/>
     <oasis:thead>
       <oasis:row>

         <oasis:entry namest="col1" nameend="col2">Building class </oasis:entry>

         <oasis:entry colname="col3">Tsunami event</oasis:entry>

         <oasis:entry colname="col4">Number</oasis:entry>

         <oasis:entry colname="col5"><inline-formula><mml:math id="M213" display="inline"><mml:mrow><mml:mi>N</mml:mi><mml:mo>/</mml:mo><mml:mo>(</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">DS</mml:mi></mml:msub><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:math></inline-formula></oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col1"/>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"/>

         <oasis:entry colname="col4">of data</oasis:entry>

         <oasis:entry colname="col5"/>

       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>

         <oasis:entry rowsep="1" colname="col1">1</oasis:entry>

         <oasis:entry rowsep="1" colname="col2">Brick masonry residential, 1 storey</oasis:entry>

         <oasis:entry rowsep="1" colname="col3" morerows="1">South Pacific 2009</oasis:entry>

         <oasis:entry rowsep="1" colname="col4">120</oasis:entry>

         <oasis:entry rowsep="1" colname="col5"><inline-formula><mml:math id="M214" display="inline"><mml:mrow><mml:mn mathvariant="normal">6</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">6</mml:mn></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M215" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>=</mml:mo><mml:mfenced open="{" close="}"><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">3</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">4</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">5</mml:mn></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula></oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col1">2</oasis:entry>

         <oasis:entry colname="col2">Timber residential</oasis:entry>

         <oasis:entry colname="col4">23</oasis:entry>

         <oasis:entry colname="col5"><inline-formula><mml:math id="M216" display="inline"><mml:mrow><mml:mn mathvariant="normal">4</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">6</mml:mn></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M217" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>=</mml:mo><mml:mfenced close="}" open="{"><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">3</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">4</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">5</mml:mn></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula></oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry rowsep="1" colname="col1">1</oasis:entry>

         <oasis:entry rowsep="1" colname="col2">Non-engineered masonry, unreinforced with clay brick, 1 storey</oasis:entry>

         <oasis:entry colname="col3" morerows="2">Sulawesi–Palu 2018</oasis:entry>

         <oasis:entry rowsep="1" colname="col4">279</oasis:entry>

         <oasis:entry rowsep="1" colname="col5"><inline-formula><mml:math id="M218" display="inline"><mml:mrow><mml:mn mathvariant="normal">3</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M219" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>=</mml:mo><mml:mfenced close="}" open="{"><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula></oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col1">2</oasis:entry>

         <oasis:entry colname="col2">Non-engineered masonry, unreinforced with clay brick, 2 storeys</oasis:entry>

         <oasis:entry colname="col4">37</oasis:entry>

         <oasis:entry colname="col5"><inline-formula><mml:math id="M220" display="inline"><mml:mrow><mml:mn mathvariant="normal">3</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M221" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>=</mml:mo><mml:mfenced open="{" close="}"><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula></oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col1">3</oasis:entry>

         <oasis:entry colname="col2">Non-engineered light timber</oasis:entry>

         <oasis:entry colname="col4">14</oasis:entry>

         <oasis:entry colname="col5"><inline-formula><mml:math id="M222" display="inline"><mml:mrow><mml:mn mathvariant="normal">3</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M223" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>=</mml:mo><mml:mfenced close="}" open="{"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula></oasis:entry>

       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup><?xmltex \end{scaleboxenv}?></oasis:table></table-wrap>

</sec>
<sec id="Ch1.S3.SS4">
  <label>3.4</label><title>The different model classes</title>
      <?pagebreak page915?><p id="d1e6691">For each building class considered, we have considered the set of candidate
models consisting of the fragility models resulting from the three
alternative link functions used in the generalised linear regression in
Eq. (5). That is, <inline-formula><mml:math id="M224" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> refers to hierarchical fragility modelling
based on “logit”, <inline-formula><mml:math id="M225" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> refers to hierarchical fragility modelling based on “probit”, and <inline-formula><mml:math id="M226" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> refers to hierarchical fragility modelling based on “cloglog”. For each model, both the MLE method using the MATLAB generalised regression toolbox and the BMCS using the procedure described in the previous section are implemented.</p>
</sec>
<sec id="Ch1.S3.SS5">
  <label>3.5</label><title>Fragility modelling using MLE</title>
      <p id="d1e6736">The first step towards fragility assessment by employing the MLE method (see
Sect. 2.3) is to define the vector of model parameters <inline-formula><mml:math id="M227" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>=</mml:mo><mml:mfenced open="{" close="}"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M228" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:mo>(</mml:mo><mml:mi>N</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and where vector <inline-formula><mml:math id="M229" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:math></inline-formula> is defined in Sect. 2.1 as the vector of damage level indices (in ascending order) for which observed damage data are available and <inline-formula><mml:math id="M230" display="inline"><mml:mi>N</mml:mi></mml:math></inline-formula> is the length of <inline-formula><mml:math id="M231" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:math></inline-formula>. To accomplish this, the model parameters <inline-formula><mml:math id="M232" display="inline"><mml:mrow><mml:mfenced open="{" close="}"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> are obtained by fitting the link functions in Eq. (5) to conditional fragility <inline-formula><mml:math id="M233" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mfenced open="|" close=""><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mtext>IM</mml:mtext></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> according to Eq. (6).
Herein, we have used MATLAB as a statistical software package (developed by
MathWorks) to estimate the maximum likelihood of model parameters <inline-formula><mml:math id="M234" display="inline"><mml:mrow><mml:mfenced close="}" open="{"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> using the following MATLAB command:
glmfit<inline-formula><mml:math id="M235" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi>log⁡</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mtext>`binomial'</mml:mtext><mml:mo>,</mml:mo><mml:mtext>`link'</mml:mtext><mml:mo>,</mml:mo><mml:mtext>model'</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. The `model' will be either `logit', `probit', or
`comploglog'. For each damage level <inline-formula><mml:math id="M236" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>,
<inline-formula><mml:math id="M237" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo><mml:mo>≤</mml:mo><mml:mi>j</mml:mi><mml:mo>&lt;</mml:mo><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>(</mml:mo><mml:mi>N</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, the vector <inline-formula><mml:math id="M238" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the IM's for which the condition <inline-formula><mml:math id="M239" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is satisfied; <inline-formula><mml:math id="M240" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the column vector containing one-to-one probability assignment to the IM data in <inline-formula><mml:math id="M241" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, with zero (<inline-formula><mml:math id="M242" display="inline"><mml:mrow><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.0</mml:mn></mml:mrow></mml:math></inline-formula>) assigned to those data corresponding to <inline-formula><mml:math id="M243" display="inline"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M244" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>≤</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>) and one (<inline-formula><mml:math id="M245" display="inline"><mml:mrow><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1.0</mml:mn></mml:mrow></mml:math></inline-formula>) to those related to higher damage states (with <inline-formula><mml:math id="M246" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>).</p>
      <p id="d1e7181">The vectors defining the MLE of the model parameters, <inline-formula><mml:math id="M247" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi mathvariant="normal">MLE</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, are presented in Table 4 for each of the building classes listed in Table 3 and for each of the three models <inline-formula><mml:math id="M248" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M249" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, and <inline-formula><mml:math id="M250" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> defined in Sect. 3.4. Given the model parameter <inline-formula><mml:math id="M251" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi mathvariant="normal">MLE</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, the damage state probability <inline-formula><mml:math id="M252" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mfenced open="|" close=""><mml:mtext>IM</mml:mtext></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> can be estimated based on the recursive Eqs. (7) and (8). Then, the fragility
for the ultimate damage level is calculated first based on Eq. (8). For
the lower damage thresholds, the empirical fragility is derived based on Eq. (9). The resulting hierarchical fragility curves by employing the
direct fragility assessment given <inline-formula><mml:math id="M253" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi mathvariant="normal">MLE</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, i.e. <inline-formula><mml:math id="M254" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mfenced close="|" open=""><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi mathvariant="normal">MLE</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> for
<inline-formula><mml:math id="M255" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mo>:</mml:mo><mml:mi>N</mml:mi></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>, are shown later in the next
section by comparison with those obtained from the BMCS method.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T4" specific-use="star"><?xmltex \currentcnt{4}?><label>Table 4</label><caption><p id="d1e7332">The model parameters <inline-formula><mml:math id="M256" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi mathvariant="normal">MLE</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="13">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="center"/>
     <oasis:colspec colnum="3" colname="col3" align="center"/>
     <oasis:colspec colnum="4" colname="col4" align="center"/>
     <oasis:colspec colnum="5" colname="col5" align="center"/>
     <oasis:colspec colnum="6" colname="col6" align="right"/>
     <oasis:colspec colnum="7" colname="col7" align="center"/>
     <oasis:colspec colnum="8" colname="col8" align="right"/>
     <oasis:colspec colnum="9" colname="col9" align="center"/>
     <oasis:colspec colnum="10" colname="col10" align="right"/>
     <oasis:colspec colnum="11" colname="col11" align="center"/>
     <oasis:colspec colnum="12" colname="col12" align="center"/>
     <oasis:colspec colnum="13" colname="col13" align="center"/>
     <oasis:thead>
       <oasis:row>

         <oasis:entry colname="col1"/>

         <oasis:entry colname="col2">Building</oasis:entry>

         <oasis:entry colname="col3">Model</oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M257" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col5"><inline-formula><mml:math id="M258" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M259" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7"><inline-formula><mml:math id="M260" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col8"><inline-formula><mml:math id="M261" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col9"><inline-formula><mml:math id="M262" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col10"><inline-formula><mml:math id="M263" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col11"><inline-formula><mml:math id="M264" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M265" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col13"><inline-formula><mml:math id="M266" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col1"/>

         <oasis:entry colname="col2">class</oasis:entry>

         <oasis:entry colname="col3">class</oasis:entry>

         <oasis:entry colname="col4"/>

         <oasis:entry colname="col5"/>

         <oasis:entry colname="col6"/>

         <oasis:entry colname="col7"/>

         <oasis:entry colname="col8"/>

         <oasis:entry colname="col9"/>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>

         <?xmltex \rotentry?><oasis:entry rowsep="1" colname="col1" morerows="5"><inline-formula><mml:math id="M267" display="inline"><mml:mtable class="array" columnalign="center"><mml:mtr><mml:mtd><mml:mtext>South Pacific</mml:mtext></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mtext>tsunami 2009</mml:mtext></mml:mtd></mml:mtr></mml:mtable></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col2">1</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M268" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">5.242</oasis:entry>

         <oasis:entry colname="col5">4.190</oasis:entry>

         <oasis:entry colname="col6">3.900</oasis:entry>

         <oasis:entry colname="col7">4.255</oasis:entry>

         <oasis:entry colname="col8"><inline-formula><mml:math id="M269" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1.175</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col9">4.805</oasis:entry>

         <oasis:entry colname="col10"><inline-formula><mml:math id="M270" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1.345</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col11">2.887</oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M271" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1.994</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col13">2.917</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M272" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">2.742</oasis:entry>

         <oasis:entry colname="col5">2.190</oasis:entry>

         <oasis:entry colname="col6">2.007</oasis:entry>

         <oasis:entry colname="col7">2.221</oasis:entry>

         <oasis:entry colname="col8"><inline-formula><mml:math id="M273" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.670</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col9">2.804</oasis:entry>

         <oasis:entry colname="col10"><inline-formula><mml:math id="M274" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.803</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col11">1.745</oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M275" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1.157</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col13">1.733</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M276" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">2.079</oasis:entry>

         <oasis:entry colname="col5">2.011</oasis:entry>

         <oasis:entry colname="col6">1.322</oasis:entry>

         <oasis:entry colname="col7">1.850</oasis:entry>

         <oasis:entry colname="col8"><inline-formula><mml:math id="M277" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1.268</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col9">3.057</oasis:entry>

         <oasis:entry colname="col10"><inline-formula><mml:math id="M278" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1.366</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col11">1.961</oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M279" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1.981</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col13">2.218</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2">2</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M280" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"/>

         <oasis:entry colname="col5"/>

         <oasis:entry colname="col6"/>

         <oasis:entry colname="col7"/>

         <oasis:entry colname="col8">1.127</oasis:entry>

         <oasis:entry colname="col9">1.512</oasis:entry>

         <oasis:entry colname="col10">2.484</oasis:entry>

         <oasis:entry colname="col11">0.771</oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M281" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2.846</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col13">7.708</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M282" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"/>

         <oasis:entry colname="col5"/>

         <oasis:entry colname="col6"/>

         <oasis:entry colname="col7"/>

         <oasis:entry colname="col8">0.657</oasis:entry>

         <oasis:entry colname="col9">0.909</oasis:entry>

         <oasis:entry colname="col10">1.390</oasis:entry>

         <oasis:entry colname="col11">0.426</oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M283" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1.575</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col13">4.316</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M284" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"/>

         <oasis:entry colname="col5"/>

         <oasis:entry colname="col6"/>

         <oasis:entry colname="col7"/>

         <oasis:entry colname="col8">0.251</oasis:entry>

         <oasis:entry colname="col9">0.862</oasis:entry>

         <oasis:entry colname="col10">0.883</oasis:entry>

         <oasis:entry colname="col11">0.355</oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M285" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2.141</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col13">4.648</oasis:entry>

       </oasis:row>
       <oasis:row>

         <?xmltex \rotentry?><oasis:entry colname="col1" morerows="8">Sulawesi–Palu tsunami 2018</oasis:entry>

         <oasis:entry colname="col2">1</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M286" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">6.059</oasis:entry>

         <oasis:entry colname="col5">4.355</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M287" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.630</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">2.909</oasis:entry>

         <oasis:entry colname="col8"/>

         <oasis:entry colname="col9"/>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M288" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">3.264</oasis:entry>

         <oasis:entry colname="col5">2.340</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M289" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.371</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">1.709</oasis:entry>

         <oasis:entry colname="col8"/>

         <oasis:entry colname="col9"/>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M290" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">2.498</oasis:entry>

         <oasis:entry colname="col5">2.088</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M291" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.907</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">2.056</oasis:entry>

         <oasis:entry colname="col8"/>

         <oasis:entry colname="col9"/>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2">2</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M292" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">3.556</oasis:entry>

         <oasis:entry colname="col5">3.672</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M293" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2.486</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">5.126</oasis:entry>

         <oasis:entry colname="col8"/>

         <oasis:entry colname="col9"/>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M294" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">2.077</oasis:entry>

         <oasis:entry colname="col5">2.144</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M295" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1.464</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">3.036</oasis:entry>

         <oasis:entry colname="col8"/>

         <oasis:entry colname="col9"/>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M296" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">1.664</oasis:entry>

         <oasis:entry colname="col5">2.239</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M297" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2.451</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">4.217</oasis:entry>

         <oasis:entry colname="col8"/>

         <oasis:entry colname="col9"/>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2">3</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M298" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"/>

         <oasis:entry colname="col5"/>

         <oasis:entry colname="col6">0.466</oasis:entry>

         <oasis:entry colname="col7">1.375</oasis:entry>

         <oasis:entry colname="col8">0.474</oasis:entry>

         <oasis:entry colname="col9">1.195</oasis:entry>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M299" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"/>

         <oasis:entry colname="col5"/>

         <oasis:entry colname="col6">0.295</oasis:entry>

         <oasis:entry colname="col7">0.847</oasis:entry>

         <oasis:entry colname="col8">0.296</oasis:entry>

         <oasis:entry colname="col9">0.774</oasis:entry>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M300" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"/>

         <oasis:entry colname="col5"/>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M301" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.041</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">1.068</oasis:entry>

         <oasis:entry colname="col8"><inline-formula><mml:math id="M302" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.076</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col9">0.835</oasis:entry>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

</sec>
<sec id="Ch1.S3.SS6">
  <label>3.6</label><title>Fragility modelling using BMCS</title>
      <p id="d1e8465">In the first step, the model parameters are estimated for each model class
separately. For each model class <inline-formula><mml:math id="M303" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, the model parameters
<inline-formula><mml:math id="M304" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> are estimated through the adaptive MCMC method described in detail in Appendix E, which yields the posterior distribution in Eq. (14). With reference to Eq. (14), the prior joint PDF <inline-formula><mml:math id="M305" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mi mathvariant="normal">|</mml:mi><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is a multivariate normal PDF with zero correlation between the pairs of model parameters (see Appendix D). The vector of the mean values, <inline-formula><mml:math id="M306" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">μ</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is set to be the MLE tabulated in Table 4 (<inline-formula><mml:math id="M307" display="inline"><mml:mrow><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi mathvariant="normal">MLE</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> related to <inline-formula><mml:math id="M308" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>). We have attributed a high value for the coefficient of variation (more than 3.20 herein) for each of the model parameters. Appendix F illustrates the histograms representing the drawn samples from the joint posterior PDF <inline-formula><mml:math id="M309" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mi mathvariant="normal">|</mml:mi><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> for a selected building class.</p>
      <p id="d1e8578">The RF curves derived from the hierarchical fragility curves (see Sect. 2.5) and the corresponding plus/minus 1 standard deviation (<inline-formula><mml:math id="M310" display="inline"><mml:mrow><mml:mo>±</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mi mathvariant="italic">σ</mml:mi></mml:mrow></mml:math></inline-formula>) intervals from Eqs. (16) and (17) are also plotted in Figs. 2a to 6a corresponding to Classes 1–2 South Pacific tsunami and Classes 1–3 Sulawesi–Palu for one of the model classes <inline-formula><mml:math id="M311" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> <inline-formula><mml:math id="M312" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:mo>∈</mml:mo><mml:mfenced open="{" close="}"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:mfenced><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and for the damage thresholds <inline-formula><mml:math id="M313" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M314" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mo>:</mml:mo><mml:mi>N</mml:mi></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>. The colours of the hierarchical robust fragility curves, labelled as <inline-formula><mml:math id="M315" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>-BMCS, match closely with those shown in Tables 1 and 2. The corresponding <inline-formula><mml:math id="M316" display="inline"><mml:mrow><mml:mo>±</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mi mathvariant="italic">σ</mml:mi></mml:mrow></mml:math></inline-formula> confidence interval curve, which reflects the uncertainty in the model parameters, is shown as a light grey area with different colour intensities. Figures 2b to 6b compare the hierarchical robust fragility and its confidence interval with the result of hierarchical fragility assessment based on maximum likelihood estimation (see previous Sect. 3.5) labelled as <inline-formula><mml:math id="M317" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>-MLE. The fragility curves are shown with similar colours (and darker intensity) and with the same line type (and half of the thickness) of the corresponding robust fragility curves. The first observation is that the results of MLE-based fragilities and the BMCS-based fragilities are quite close in all damage thresholds (as expected, see Jalayer and Erahimian, 2020). Moreover, the BMCS provides also the confidence bands for the
fragility curves, which<?pagebreak page916?> cannot be directly provided by the MLE method. To
showcase an individual fragility curve, Figs. 2c to 6c illustrate the empirical fragility curves associated with the <inline-formula><mml:math id="M318" display="inline"><mml:mi>l</mml:mi></mml:math></inline-formula>th realisation of the vector of model parameters <inline-formula><mml:math id="M319" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mi>l</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> for model class <inline-formula><mml:math id="M320" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (where <inline-formula><mml:math id="M321" display="inline"><mml:mi>l</mml:mi></mml:math></inline-formula> is defined on each figure separately), i.e. <inline-formula><mml:math id="M322" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mfenced close="|" open=""><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mi>l</mml:mi></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> (see Sect. 2.5). Figures 2d to 6d illustrate the robust fragility curve
associated with the ultimate damage threshold <inline-formula><mml:math id="M323" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>(</mml:mo><mml:mi>N</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, together with all the sample fragilities. The intensity values for which the damage level is not exceeded are shown with blue circles having the probability equal to zero. Other IMs that lead to the exceedance of the damage level are shown with red circles with a probability equal to one. Figures 2d to 6d also illustrate all the fragility parameters described in Sect. 2.5 including the equivalent lognormal parameters <inline-formula><mml:math id="M324" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M325" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>; the epistemic uncertainty in the empirical fragility assessment <inline-formula><mml:math id="M326" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi mathvariant="normal">UF</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>; and also the intensities <inline-formula><mml:math id="M327" display="inline"><mml:mrow><mml:msubsup><mml:mtext>IM</mml:mtext><mml:mi>C</mml:mi><mml:mn mathvariant="normal">16</mml:mn></mml:msubsup></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M328" display="inline"><mml:mrow><mml:msubsup><mml:mtext>IM</mml:mtext><mml:mi>C</mml:mi><mml:mn mathvariant="normal">84</mml:mn></mml:msubsup></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M329" display="inline"><mml:mrow><mml:msup><mml:mtext>IM</mml:mtext><mml:mn mathvariant="normal">84</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>, and
<inline-formula><mml:math id="M330" display="inline"><mml:mrow><mml:msup><mml:mtext>IM</mml:mtext><mml:mn mathvariant="normal">16</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> (the latter two are IMs at the median, i.e. 50 % probability, from the RF <inline-formula><mml:math id="M331" display="inline"><mml:mrow><mml:mo>±</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> standard deviation, respectively. For all five building classes considered (see Table 3), <inline-formula><mml:math id="M332" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M333" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, and <inline-formula><mml:math id="M334" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi mathvariant="normal">UF</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> are tabulated in Table 5 for all damage thresholds associated to model classes <inline-formula><mml:math id="M335" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> to <inline-formula><mml:math id="M336" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F2" specific-use="star"><?xmltex \currentcnt{2}?><?xmltex \def\figurename{Figure}?><label>Figure 2</label><caption><p id="d1e8975">Building class 1 (brick masonry residential, 1 storey) of the South Pacific 2009 tsunami considering fragility model class <inline-formula><mml:math id="M337" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> <bold>(a)</bold> hierarchical robust fragility curves and their <inline-formula><mml:math id="M338" display="inline"><mml:mrow><mml:mo>±</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> standard
deviation confidence intervals; <bold>(b)</bold> comparison between hierarchical robust fragility curves and their confidence band (based on BMCS method) and
fragility assessment based on MLE method; <bold>(c)</bold> the fragility curves <inline-formula><mml:math id="M339" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mfenced close="|" open=""><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mn mathvariant="normal">3</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1000</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M340" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>≤</mml:mo><mml:mi>j</mml:mi><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">5</mml:mn></mml:mrow></mml:math></inline-formula> associated with the 1000th realisation of the model parameters, <inline-formula><mml:math id="M341" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mn mathvariant="normal">3</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1000</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M342" display="inline"><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula> associated to model <inline-formula><mml:math id="M343" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M344" display="inline"><mml:mrow><mml:mi>l</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1000</mml:mn></mml:mrow></mml:math></inline-formula>); and <bold>(d)</bold> RF associated with the damage threshold <inline-formula><mml:math id="M345" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">5</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, together with all the sample fragilities and the equivalent lognormal fragility parameters.</p></caption>
          <?xmltex \igopts{width=455.244094pt}?><graphic xlink:href="https://nhess.copernicus.org/articles/23/909/2023/nhess-23-909-2023-f02.png"/>

        </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F3" specific-use="star"><?xmltex \currentcnt{3}?><?xmltex \def\figurename{Figure}?><label>Figure 3</label><caption><p id="d1e9135">Building class 2 (timber residential) of the South Pacific 2009 tsunami considering fragility model class <inline-formula><mml:math id="M346" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> <bold>(a)</bold> hierarchical
robust fragility curves and their <inline-formula><mml:math id="M347" display="inline"><mml:mrow><mml:mo>±</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> standard deviation confidence
intervals; <bold>(b)</bold> comparison between hierarchical robust fragility curves and their confidence band (based on BMCS method) and fragility assessment (based on MLE method); <bold>(c)</bold> the fragility curves <inline-formula><mml:math id="M348" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mfenced open="" close="|"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mn mathvariant="normal">3</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">800</mml:mn></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> where <inline-formula><mml:math id="M349" display="inline"><mml:mrow><mml:mn mathvariant="normal">3</mml:mn><mml:mo>≤</mml:mo><mml:mi>j</mml:mi><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">5</mml:mn></mml:mrow></mml:math></inline-formula> associated with the 800th realisation of the model parameters, <inline-formula><mml:math id="M350" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mn mathvariant="normal">3</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">800</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M351" display="inline"><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula> associated to model <inline-formula><mml:math id="M352" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M353" display="inline"><mml:mrow><mml:mi>l</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">800</mml:mn></mml:mrow></mml:math></inline-formula>); and <bold>(d)</bold> robust fragility associated with the damage threshold <inline-formula><mml:math id="M354" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">5</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, together with all the sample fragilities and the equivalent lognormal fragility parameters.</p></caption>
          <?xmltex \igopts{width=455.244094pt}?><graphic xlink:href="https://nhess.copernicus.org/articles/23/909/2023/nhess-23-909-2023-f03.png"/>

        </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F4" specific-use="star"><?xmltex \currentcnt{4}?><?xmltex \def\figurename{Figure}?><label>Figure 4</label><caption><p id="d1e9296">Building class 1 (non-engineered masonry, unreinforced
with clay brick, 1 storey) of the Sulawesi–Palu 2018 tsunami considering
fragility model class <inline-formula><mml:math id="M355" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> <bold>(a)</bold> robust fragility curves (RF) and their <inline-formula><mml:math id="M356" display="inline"><mml:mrow><mml:mo>±</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> standard deviation confidence intervals; <bold>(b)</bold> comparison between hierarchical robust fragility and its confidence band (based on BMCS method) and fragility assessment based on MLE method; <bold>(c)</bold> the fragility curves <inline-formula><mml:math id="M357" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mfenced open="" close="|"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">10</mml:mn></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M358" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>≤</mml:mo><mml:mi>j</mml:mi><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> associated with the 10th realisation of the model parameters, <inline-formula><mml:math id="M359" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">10</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M360" display="inline"><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> associated to model <inline-formula><mml:math id="M361" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M362" display="inline"><mml:mrow><mml:mi>l</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">10</mml:mn></mml:mrow></mml:math></inline-formula>); and <bold>(d)</bold> robust fragility curve associated with the damage threshold <inline-formula><mml:math id="M363" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, together with all the sample fragilities and the equivalent lognormal fragility parameters.</p></caption>
          <?xmltex \igopts{width=455.244094pt}?><graphic xlink:href="https://nhess.copernicus.org/articles/23/909/2023/nhess-23-909-2023-f04.png"/>

        </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F5" specific-use="star"><?xmltex \currentcnt{5}?><?xmltex \def\figurename{Figure}?><label>Figure 5</label><caption><p id="d1e9457">Building class 2 (non-engineered masonry, unreinforced with clay brick, 2 storey) of the Sulawesi–Palu 2018 tsunami considering fragility model class <inline-formula><mml:math id="M364" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> <bold>(a)</bold> hierarchical robust fragility curves and
their <inline-formula><mml:math id="M365" display="inline"><mml:mrow><mml:mo>±</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> standard deviation confidence intervals; <bold>(b)</bold> comparison between robust fragility and its confidence band (based on BMCS method) and fragility assessment based on MLE method; <bold>(c)</bold> the fragility curves <inline-formula><mml:math id="M366" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mfenced close="|" open=""><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mn mathvariant="normal">3</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1850</mml:mn></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M367" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>≤</mml:mo><mml:mi>j</mml:mi><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> associated with the 1850th realisation of the model parameters, <inline-formula><mml:math id="M368" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mn mathvariant="normal">3</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1850</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M369" display="inline"><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula> associated to model <inline-formula><mml:math id="M370" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M371" display="inline"><mml:mrow><mml:mi>l</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1850</mml:mn></mml:mrow></mml:math></inline-formula>); and <bold>(d)</bold> robust fragility curve associated with the damage threshold <inline-formula><mml:math id="M372" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, together with all the sample fragilities and the equivalent lognormal fragility parameters.</p></caption>
          <?xmltex \igopts{width=469.470472pt}?><graphic xlink:href="https://nhess.copernicus.org/articles/23/909/2023/nhess-23-909-2023-f05.png"/>

        </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F6" specific-use="star"><?xmltex \currentcnt{6}?><?xmltex \def\figurename{Figure}?><label>Figure 6</label><caption><p id="d1e9618">Building class 3 (non-engineered light timber) of the Sulawesi–Palu 2018 tsunami considering fragility model class <inline-formula><mml:math id="M373" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> <bold>(a)</bold> hierarchical robust fragility curves and their <inline-formula><mml:math id="M374" display="inline"><mml:mrow><mml:mo>±</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> standard
deviation confidence intervals; <bold>(b)</bold> comparison between robust fragility and its confidence band (based on BMCS method) and fragility assessment based on MLE method; <bold>(c)</bold> the fragility curves <inline-formula><mml:math id="M375" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mfenced open="" close="|"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mtext>IM</mml:mtext><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">120</mml:mn></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M376" display="inline"><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mo>≤</mml:mo><mml:mi>j</mml:mi><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula> associated with the 120th realisation of the model parameters, <inline-formula><mml:math id="M377" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">120</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M378" display="inline"><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> associated to model <inline-formula><mml:math id="M379" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M380" display="inline"><mml:mrow><mml:mi>l</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">120</mml:mn></mml:mrow></mml:math></inline-formula>); and <bold>(d)</bold> robust fragility curve associated with the damage threshold <inline-formula><mml:math id="M381" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, together with all the sample fragilities and the equivalent lognormal fragility parameters.</p></caption>
          <?xmltex \igopts{width=483.69685pt}?><graphic xlink:href="https://nhess.copernicus.org/articles/23/909/2023/nhess-23-909-2023-f06.png"/>

        </fig>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T5" specific-use="star"><?xmltex \currentcnt{5}?><label>Table 5</label><caption><p id="d1e9781">The equivalent lognormal parameters and the epistemic
uncertainty in the RF assessment for all the building classes, damage
thresholds, and model classes <inline-formula><mml:math id="M382" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> to <inline-formula><mml:math id="M383" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="12">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="center"/>
     <oasis:colspec colnum="3" colname="col3" align="center"/>
     <oasis:colspec colnum="4" colname="col4" align="center"/>
     <oasis:colspec colnum="5" colname="col5" align="center"/>
     <oasis:colspec colnum="6" colname="col6" align="center" colsep="1"/>
     <oasis:colspec colnum="7" colname="col7" align="center"/>
     <oasis:colspec colnum="8" colname="col8" align="center"/>
     <oasis:colspec colnum="9" colname="col9" align="center" colsep="1"/>
     <oasis:colspec colnum="10" colname="col10" align="center"/>
     <oasis:colspec colnum="11" colname="col11" align="center"/>
     <oasis:colspec colnum="12" colname="col12" align="center"/>
     <oasis:thead>
       <oasis:row>

         <oasis:entry colname="col1"/>

         <oasis:entry colname="col2">Building  class</oasis:entry>

         <oasis:entry colname="col3">Damage level</oasis:entry>

         <oasis:entry rowsep="1" namest="col4" nameend="col6" colsep="1">Model 1 (<inline-formula><mml:math id="M384" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>) </oasis:entry>

         <oasis:entry rowsep="1" namest="col7" nameend="col9" colsep="1">Model 2 (<inline-formula><mml:math id="M385" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>) </oasis:entry>

         <oasis:entry rowsep="1" namest="col10" nameend="col12">Model 3 (<inline-formula><mml:math id="M386" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>) </oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col1"/>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"/>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M387" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col5"><inline-formula><mml:math id="M388" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M389" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi mathvariant="normal">UF</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7"><inline-formula><mml:math id="M390" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col8"><inline-formula><mml:math id="M391" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col9"><inline-formula><mml:math id="M392" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi mathvariant="normal">UF</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col10"><inline-formula><mml:math id="M393" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col11"><inline-formula><mml:math id="M394" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M395" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi mathvariant="normal">UF</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col1"/>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"/>

         <oasis:entry colname="col4">(m)</oasis:entry>

         <oasis:entry colname="col5"/>

         <oasis:entry colname="col6"/>

         <oasis:entry colname="col7">(m)</oasis:entry>

         <oasis:entry colname="col8"/>

         <oasis:entry colname="col9"/>

         <oasis:entry colname="col10">(m)</oasis:entry>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>

         <?xmltex \rotentry?><oasis:entry rowsep="1" colname="col1" morerows="7"><inline-formula><mml:math id="M396" display="inline"><mml:mtable class="array" columnalign="center"><mml:mtr><mml:mtd><mml:mtext>South Pacific tsunami</mml:mtext></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mtext>2009</mml:mtext></mml:mtd></mml:mtr></mml:mtable></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col2">1</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M397" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">0.29</oasis:entry>

         <oasis:entry colname="col5">0.40</oasis:entry>

         <oasis:entry colname="col6">0.20</oasis:entry>

         <oasis:entry colname="col7">0.30</oasis:entry>

         <oasis:entry colname="col8">0.46</oasis:entry>

         <oasis:entry colname="col9">0.22</oasis:entry>

         <oasis:entry colname="col10">0.33</oasis:entry>

         <oasis:entry colname="col11">0.51</oasis:entry>

         <oasis:entry colname="col12">0.22</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M398" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">0.43</oasis:entry>

         <oasis:entry colname="col5">0.35</oasis:entry>

         <oasis:entry colname="col6">0.15</oasis:entry>

         <oasis:entry colname="col7">0.46</oasis:entry>

         <oasis:entry colname="col8">0.37</oasis:entry>

         <oasis:entry colname="col9">0.15</oasis:entry>

         <oasis:entry colname="col10">0.50</oasis:entry>

         <oasis:entry colname="col11">0.40</oasis:entry>

         <oasis:entry colname="col12">0.15</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M399" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">1.28</oasis:entry>

         <oasis:entry colname="col5">0.35</oasis:entry>

         <oasis:entry colname="col6">0.08</oasis:entry>

         <oasis:entry colname="col7">1.28</oasis:entry>

         <oasis:entry colname="col8">0.35</oasis:entry>

         <oasis:entry colname="col9">0.07</oasis:entry>

         <oasis:entry colname="col10">1.37</oasis:entry>

         <oasis:entry colname="col11">0.37</oasis:entry>

         <oasis:entry colname="col12">0.07</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M400" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">4</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">1.80</oasis:entry>

         <oasis:entry colname="col5">0.45</oasis:entry>

         <oasis:entry colname="col6">0.07</oasis:entry>

         <oasis:entry colname="col7">1.81</oasis:entry>

         <oasis:entry colname="col8">0.42</oasis:entry>

         <oasis:entry colname="col9">0.07</oasis:entry>

         <oasis:entry colname="col10">1.89</oasis:entry>

         <oasis:entry colname="col11">0.37</oasis:entry>

         <oasis:entry colname="col12">0.06</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M401" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">5</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">2.49</oasis:entry>

         <oasis:entry colname="col5">0.47</oasis:entry>

         <oasis:entry colname="col6">0.07</oasis:entry>

         <oasis:entry colname="col7">2.48</oasis:entry>

         <oasis:entry colname="col8">0.47</oasis:entry>

         <oasis:entry colname="col9">0.07</oasis:entry>

         <oasis:entry colname="col10">2.50</oasis:entry>

         <oasis:entry colname="col11">0.35</oasis:entry>

         <oasis:entry colname="col12">0.06</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2">2</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M402" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">0.64</oasis:entry>

         <oasis:entry colname="col5">1.08</oasis:entry>

         <oasis:entry colname="col6">0.58</oasis:entry>

         <oasis:entry colname="col7">0.63</oasis:entry>

         <oasis:entry colname="col8">1.20</oasis:entry>

         <oasis:entry colname="col9">0.64</oasis:entry>

         <oasis:entry colname="col10">0.63</oasis:entry>

         <oasis:entry colname="col11">1.26</oasis:entry>

         <oasis:entry colname="col12">0.53</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M403" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">4</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">0.73</oasis:entry>

         <oasis:entry colname="col5">1.01</oasis:entry>

         <oasis:entry colname="col6">0.48</oasis:entry>

         <oasis:entry colname="col7">0.75</oasis:entry>

         <oasis:entry colname="col8">1.01</oasis:entry>

         <oasis:entry colname="col9">0.46</oasis:entry>

         <oasis:entry colname="col10">0.84</oasis:entry>

         <oasis:entry colname="col11">0.98</oasis:entry>

         <oasis:entry colname="col12">0.35</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M404" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">5</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">1.52</oasis:entry>

         <oasis:entry colname="col5">0.25</oasis:entry>

         <oasis:entry colname="col6">0.08</oasis:entry>

         <oasis:entry colname="col7">1.54</oasis:entry>

         <oasis:entry colname="col8">0.26</oasis:entry>

         <oasis:entry colname="col9">0.08</oasis:entry>

         <oasis:entry colname="col10">1.61</oasis:entry>

         <oasis:entry colname="col11">0.23</oasis:entry>

         <oasis:entry colname="col12">0.07</oasis:entry>

       </oasis:row>
       <oasis:row>

         <?xmltex \rotentry?><oasis:entry colname="col1" morerows="5"><inline-formula><mml:math id="M405" display="inline"><mml:mtable class="array" columnalign="center"><mml:mtr><mml:mtd><mml:mtext>Sulawesi–Palu</mml:mtext></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mtext>tsunami 2018</mml:mtext></mml:mtd></mml:mtr></mml:mtable></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col2">1</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M406" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">0.25</oasis:entry>

         <oasis:entry colname="col5">0.39</oasis:entry>

         <oasis:entry colname="col6">0.15</oasis:entry>

         <oasis:entry colname="col7">0.26</oasis:entry>

         <oasis:entry colname="col8">0.43</oasis:entry>

         <oasis:entry colname="col9">0.15</oasis:entry>

         <oasis:entry colname="col10">0.27</oasis:entry>

         <oasis:entry colname="col11">0.56</oasis:entry>

         <oasis:entry colname="col12">0.18</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M407" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">1.24</oasis:entry>

         <oasis:entry colname="col5">0.57</oasis:entry>

         <oasis:entry colname="col6">0.06</oasis:entry>

         <oasis:entry colname="col7">1.24</oasis:entry>

         <oasis:entry colname="col8">0.59</oasis:entry>

         <oasis:entry colname="col9">0.07</oasis:entry>

         <oasis:entry colname="col10">1.31</oasis:entry>

         <oasis:entry colname="col11">0.58</oasis:entry>

         <oasis:entry colname="col12">0.06</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2">2</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M408" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">0.39</oasis:entry>

         <oasis:entry colname="col5">0.44</oasis:entry>

         <oasis:entry colname="col6">0.20</oasis:entry>

         <oasis:entry colname="col7">0.38</oasis:entry>

         <oasis:entry colname="col8">0.45</oasis:entry>

         <oasis:entry colname="col9">0.19</oasis:entry>

         <oasis:entry colname="col10">0.43</oasis:entry>

         <oasis:entry colname="col11">0.43</oasis:entry>

         <oasis:entry colname="col12">0.17</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M409" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">1.60</oasis:entry>

         <oasis:entry colname="col5">0.31</oasis:entry>

         <oasis:entry colname="col6">0.11</oasis:entry>

         <oasis:entry colname="col7">1.59</oasis:entry>

         <oasis:entry colname="col8">0.32</oasis:entry>

         <oasis:entry colname="col9">0.12</oasis:entry>

         <oasis:entry colname="col10">1.65</oasis:entry>

         <oasis:entry colname="col11">0.28</oasis:entry>

         <oasis:entry colname="col12">0.11</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2">3</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M410" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">0.74</oasis:entry>

         <oasis:entry colname="col5">1.01</oasis:entry>

         <oasis:entry colname="col6">0.34</oasis:entry>

         <oasis:entry colname="col7">0.71</oasis:entry>

         <oasis:entry colname="col8">1.03</oasis:entry>

         <oasis:entry colname="col9">0.38</oasis:entry>

         <oasis:entry colname="col10">0.81</oasis:entry>

         <oasis:entry colname="col11">0.85</oasis:entry>

         <oasis:entry colname="col12">0.29</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M411" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">1.16</oasis:entry>

         <oasis:entry colname="col5">0.98</oasis:entry>

         <oasis:entry colname="col6">0.39</oasis:entry>

         <oasis:entry colname="col7">1.20</oasis:entry>

         <oasis:entry colname="col8">1.10</oasis:entry>

         <oasis:entry colname="col9">0.43</oasis:entry>

         <oasis:entry colname="col10">1.29</oasis:entry>

         <oasis:entry colname="col11">0.95</oasis:entry>

         <oasis:entry colname="col12">0.31</oasis:entry>

       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

</sec>
<sec id="Ch1.S3.SS7">
  <label>3.7</label><title>Model selection</title>
      <p id="d1e10751">With reference to Eq. (12), the <italic>log-evidence</italic> <inline-formula><mml:math id="M412" display="inline"><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mfenced close="]" open="["><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mi mathvariant="normal">|</mml:mi><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> can be estimated by subtracting Term 2 from Term 1. Term 1 denotes the posterior mean of the log likelihood, and Term 2 is the relative entropy between the prior and the posterior. Within the BMCS method, these two terms are readily computable.</p>
      <p id="d1e10782">Given the samples generated from the joint posterior PDFs <inline-formula><mml:math id="M413" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, Term 1 (the average data fit) can be seen as the expected value of the log likelihood over the vector of fragility parameters <inline-formula><mml:math id="M414" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> given the model <inline-formula><mml:math id="M415" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, i.e.
<inline-formula><mml:math id="M416" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">E</mml:mi><mml:mrow><mml:mfenced close="|" open=""><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mi mathvariant="normal">|</mml:mi><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>. Term 2
(the relative entropy) is calculated as the expected value of information gain or entropy between the two PDFs posterior and prior over the vector <inline-formula><mml:math id="M417" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula> given the model <inline-formula><mml:math id="M418" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, i.e. <inline-formula><mml:math id="M419" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">E</mml:mi><mml:mrow><mml:mfenced close="|" open=""><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="bold">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mfenced close=")" open="("><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mi mathvariant="normal">|</mml:mi><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mfenced open="/" close=""><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mi mathvariant="normal">|</mml:mi><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>. It is noted that based on Jensen's inequality, the mean information gain (relative entropy) of the posterior compared to the prior is always non-negative (see e.g. Jalayer et al., 2012; Ebrahimian and Jalayer, 2021). Hence, Term 2 should always be positive. Herein, <inline-formula><mml:math id="M420" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mi mathvariant="normal">|</mml:mi><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is constructed by an adaptive kernel density function (see Eq. E5, Appendix E) as the weighted sum (average) of Gaussian PDFs centred among the samples <inline-formula><mml:math id="M421" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> given model <inline-formula><mml:math id="M422" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M423" display="inline"><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula>). The prior <inline-formula><mml:math id="M424" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mi mathvariant="normal">|</mml:mi><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> is a multivariate normal PDF,
respectively, with the mean and covariance described previously for each
model (see Eq. D1 in Appendix D). Table 6 shows the results for model
class selection for all five building classes considered. The last column
illustrates the posterior probability (weight) of the model <inline-formula><mml:math id="M425" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mi mathvariant="normal">|</mml:mi><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> according to Eq. (10) assuming that the prior <inline-formula><mml:math id="M426" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mn mathvariant="normal">1</mml:mn><mml:mn mathvariant="normal">3</mml:mn></mml:mfrac></mml:mstyle></mml:mrow></mml:math></inline-formula> (where
<inline-formula><mml:math id="M427" display="inline"><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula>). The best model for each building class is shown in bold.</p>
      <p id="d1e11109">For instance, for Class 1 (masonry residential) for the South Pacific tsunami,
model class <inline-formula><mml:math id="M428" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> (using a complementary log–log “cloglog”
transformation of <inline-formula><mml:math id="M429" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> to the linear logarithmic space, see Eq. 5) is preferred, since it has an overall larger difference between data fit and mean information gain, which leads to a higher log-evidence. The
posterior weights (last column of Table 6, see also Eq. 10) of 6 %,
11 % and 83 % are stabilised through different runs of the BMCS method. It should be noted that in Figs. 2 to 6 we reported directly the fragility results for the “best” fragility model
class<?pagebreak page917?> (i.e. the one that maximises log evidence) identified based on the
procedure described here.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T6" specific-use="star"><?xmltex \currentcnt{6}?><label>Table 6</label><caption><p id="d1e11141">Bayesian model class selection results for empirical
fragility models. The best model for each building class is shown in bold.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="7">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="center"/>
     <oasis:colspec colnum="3" colname="col3" align="center"/>
     <oasis:colspec colnum="4" colname="col4" align="right"/>
     <oasis:colspec colnum="5" colname="col5" align="right"/>
     <oasis:colspec colnum="6" colname="col6" align="right"/>
     <oasis:colspec colnum="7" colname="col7" align="center"/>
     <oasis:thead>
       <oasis:row>

         <oasis:entry colname="col1"/>

         <oasis:entry colname="col2">Building</oasis:entry>

         <oasis:entry colname="col3">Model</oasis:entry>

         <oasis:entry colname="col4">Term 1: Average</oasis:entry>

         <oasis:entry colname="col5">Term 2: Information</oasis:entry>

         <oasis:entry colname="col6">Log-evidence</oasis:entry>

         <oasis:entry colname="col7">Posterior probability</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col1"/>

         <oasis:entry colname="col2">class</oasis:entry>

         <oasis:entry colname="col3">class</oasis:entry>

         <oasis:entry colname="col4">data fit</oasis:entry>

         <oasis:entry colname="col5">gain</oasis:entry>

         <oasis:entry colname="col6"/>

         <oasis:entry colname="col7">of the model</oasis:entry>

       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>

         <?xmltex \rotentry?><oasis:entry rowsep="1" colname="col1" morerows="5"><inline-formula><mml:math id="M430" display="inline"><mml:mtable class="array" columnalign="center"><mml:mtr><mml:mtd><mml:mtext>South Pacific</mml:mtext></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mtext>tsunami 2009</mml:mtext></mml:mtd></mml:mtr></mml:mtable></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col2">1</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M431" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M432" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">124.4561</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col5">23.6853</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M433" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">148.1414</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">0.055</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M434" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M435" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">123.4659</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col5">23.9566</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M436" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">147.4224</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">0.113</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M437" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M438" display="inline"><mml:mo mathvariant="bold">-</mml:mo></mml:math></inline-formula><bold>120.6454</bold></oasis:entry>

         <oasis:entry colname="col5"><bold>24.7810</bold></oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M439" display="inline"><mml:mo mathvariant="bold">-</mml:mo></mml:math></inline-formula><bold>145.4264</bold></oasis:entry>

         <oasis:entry colname="col7"><bold>0.832</bold></oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2">2</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M440" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M441" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">20.4791</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col5">9.7549</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M442" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">30.2340</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">0.315</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M443" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M444" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">19.9106</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col5">10.4660</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M445" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">30.3766</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">0.273</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M446" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M447" display="inline"><mml:mo mathvariant="bold">-</mml:mo></mml:math></inline-formula><bold>19.7565</bold></oasis:entry>

         <oasis:entry colname="col5"><bold>10.2117</bold></oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M448" display="inline"><mml:mo mathvariant="bold">-</mml:mo></mml:math></inline-formula><bold>29.9682</bold></oasis:entry>

         <oasis:entry colname="col7"><bold>0.411</bold></oasis:entry>

       </oasis:row>
       <oasis:row>

         <?xmltex \rotentry?><oasis:entry colname="col1" morerows="8"><inline-formula><mml:math id="M449" display="inline"><mml:mtable class="array" columnalign="center"><mml:mtr><mml:mtd><mml:mtext>Sulawesi–Palu tsunami</mml:mtext></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mtext>2018</mml:mtext></mml:mtd></mml:mtr></mml:mtable></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col2">1</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M450" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M451" display="inline"><mml:mo mathvariant="bold">-</mml:mo></mml:math></inline-formula><bold>161.9565</bold></oasis:entry>

         <oasis:entry colname="col5"><bold>9.5690</bold></oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M452" display="inline"><mml:mo mathvariant="bold">-</mml:mo></mml:math></inline-formula><bold>171.5255</bold></oasis:entry>

         <oasis:entry colname="col7"><bold>0.445</bold></oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M453" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M454" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">161.2320</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col5">10.5660</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M455" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">171.7979</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">0.339</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M456" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M457" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">161.8821</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col5">10.3673</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M458" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">172.2494</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">0.216</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2">2</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M459" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M460" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">23.3696</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col5">6.8292</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M461" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">30.1987</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">0.213</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M462" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M463" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">22.7429</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col5">7.2697</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M464" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">30.0126</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">0.257</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M465" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M466" display="inline"><mml:mo mathvariant="bold">-</mml:mo></mml:math></inline-formula><bold>22.4307</bold></oasis:entry>

         <oasis:entry colname="col5"><bold>6.8551</bold></oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M467" display="inline"><mml:mo mathvariant="bold">-</mml:mo></mml:math></inline-formula><bold>29.2858</bold></oasis:entry>

         <oasis:entry colname="col7"><bold>0.531</bold></oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2">3</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M468" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M469" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">15.8034</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col5">4.2741</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M470" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">20.0775</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">0.210</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M471" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M472" display="inline"><mml:mo mathvariant="bold">-</mml:mo></mml:math></inline-formula><bold>15.1575</bold></oasis:entry>

         <oasis:entry colname="col5"><bold>3.9226</bold></oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M473" display="inline"><mml:mo mathvariant="bold">-</mml:mo></mml:math></inline-formula><bold>19.0802</bold></oasis:entry>

         <oasis:entry colname="col7"><bold>0.570</bold></oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M474" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M475" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">14.6294</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col5">5.4015</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M476" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">20.0309</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">0.220</oasis:entry>

       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

</sec>
<sec id="Ch1.S3.SS8">
  <label>3.8</label><?xmltex \opttitle{The ``basic'' (MLE-\textit{Basic}) method: fitting data to one damage state at a time}?><title>The “basic” (MLE-<italic>Basic</italic>) method: fitting data to one damage state at a time</title>
      <p id="d1e11958">In the basic method (see Sect. 2.2), the fragility <inline-formula><mml:math id="M477" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mfenced close="|" open=""><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is obtained by using a generalised linear
regression model according to Eq. (5) with logit, probit or
cloglog link function fitted to the damage data (<inline-formula><mml:math id="M478" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> where <inline-formula><mml:math id="M479" display="inline"><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula>). With reference to the MLE method described previously, the vector
<inline-formula><mml:math id="M480" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> herein is the IM associated with all damage data (and not partial, as in the hierarchical fragility method described in Sect. 3.3), and <inline-formula><mml:math id="M481" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">y</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the column vector of one-to-one probability assignment to the IM data in <inline-formula><mml:math id="M482" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, with zero (<inline-formula><mml:math id="M483" display="inline"><mml:mrow><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>) assigned to those data with an observed damage threshold <inline-formula><mml:math id="M484" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and one (<inline-formula><mml:math id="M485" display="inline"><mml:mrow><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>) to those with <inline-formula><mml:math id="M486" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. Thus, for the empirical fragility associated with the damage threshold <inline-formula><mml:math id="M487" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, and based on the model <inline-formula><mml:math id="M488" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, there are two model parameters to be defined, namely <inline-formula><mml:math id="M489" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi mathvariant="normal">MLE</mml:mi><mml:mtext>-</mml:mtext><mml:mi>B</mml:mi><mml:mi>a</mml:mi><mml:mi>s</mml:mi><mml:mi>i</mml:mi><mml:mi>c</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:msub><mml:mfenced close="}" open="{"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:mfenced><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. As noted previously, there might be conditions (depending on the quantity of the observed damage data) where a part of the fragility of damage threshold <inline-formula><mml:math id="M490" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> lies below the fragility of the higher damage level <inline-formula><mml:math id="M491" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, indicating that <inline-formula><mml:math id="M492" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mfenced open="" close="|"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo><mml:mo>&lt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>.</mml:mo></mml:mrow></mml:math></inline-formula> This is due to the fact that in the traditional method there is no explicit requirement to satisfy <inline-formula><mml:math id="M493" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mfenced open="" close="|"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> as compared to the proposed method. The MLE of model parameters <inline-formula><mml:math id="M494" display="inline"><mml:mrow><mml:mfenced open="{" close="}"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> for the damage levels <inline-formula><mml:math id="M495" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M496" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mo>:</mml:mo><mml:mi>N</mml:mi></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> associated with the building classes in Table 3 are presented in Table 7.</p>

<?xmltex \floatpos{p}?><table-wrap id="Ch1.T7" specific-use="star"><?xmltex \currentcnt{7}?><label>Table 7</label><caption><p id="d1e12305">The Model parameters <inline-formula><mml:math id="M497" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi mathvariant="normal">MLE</mml:mi><mml:mtext>-</mml:mtext><mml:mi>B</mml:mi><mml:mi>a</mml:mi><mml:mi>s</mml:mi><mml:mi>i</mml:mi><mml:mi>c</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>.</p></caption><oasis:table frame="topbot"><?xmltex \begin{scaleboxenv}{.98}[.98]?><oasis:tgroup cols="13">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="center"/>
     <oasis:colspec colnum="3" colname="col3" align="center"/>
     <oasis:colspec colnum="4" colname="col4" align="center"/>
     <oasis:colspec colnum="5" colname="col5" align="center" colsep="1"/>
     <oasis:colspec colnum="6" colname="col6" align="right"/>
     <oasis:colspec colnum="7" colname="col7" align="center" colsep="1"/>
     <oasis:colspec colnum="8" colname="col8" align="right"/>
     <oasis:colspec colnum="9" colname="col9" align="center" colsep="1"/>
     <oasis:colspec colnum="10" colname="col10" align="right"/>
     <oasis:colspec colnum="11" colname="col11" align="center" colsep="1"/>
     <oasis:colspec colnum="12" colname="col12" align="center"/>
     <oasis:colspec colnum="13" colname="col13" align="center"/>
     <oasis:thead>
       <oasis:row>

         <oasis:entry colname="col1"/>

         <oasis:entry colname="col2">Building class</oasis:entry>

         <oasis:entry colname="col3">Model class</oasis:entry>

         <oasis:entry rowsep="1" namest="col4" nameend="col5" colsep="1"><inline-formula><mml:math id="M498" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry rowsep="1" namest="col6" nameend="col7" align="center" colsep="1"><inline-formula><mml:math id="M499" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry rowsep="1" namest="col8" nameend="col9" align="center" colsep="1"><inline-formula><mml:math id="M500" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry rowsep="1" namest="col10" nameend="col11" align="center" colsep="1"><inline-formula><mml:math id="M501" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">4</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry rowsep="1" namest="col12" nameend="col13"><inline-formula><mml:math id="M502" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">5</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col1"/>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"/>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M503" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col5"><inline-formula><mml:math id="M504" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M505" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7"><inline-formula><mml:math id="M506" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col8"><inline-formula><mml:math id="M507" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col9"><inline-formula><mml:math id="M508" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col10"><inline-formula><mml:math id="M509" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col11"><inline-formula><mml:math id="M510" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M511" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col13"><inline-formula><mml:math id="M512" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>

         <?xmltex \rotentry?><oasis:entry rowsep="1" colname="col1" morerows="5"><inline-formula><mml:math id="M513" display="inline"><mml:mtable class="array" columnalign="left"><mml:mtr><mml:mtd><mml:mtext>South Pacific</mml:mtext></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mtext>tsunami 2009</mml:mtext></mml:mtd></mml:mtr></mml:mtable></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col2">1</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M514" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">5.242</oasis:entry>

         <oasis:entry colname="col5">4.190</oasis:entry>

         <oasis:entry colname="col6">3.655</oasis:entry>

         <oasis:entry colname="col7">4.556</oasis:entry>

         <oasis:entry colname="col8"><inline-formula><mml:math id="M515" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1.221</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col9">4.884</oasis:entry>

         <oasis:entry colname="col10"><inline-formula><mml:math id="M516" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2.666</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col11">4.213</oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M517" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">4.271</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col13">4.652</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M518" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">2.742</oasis:entry>

         <oasis:entry colname="col5">2.190</oasis:entry>

         <oasis:entry colname="col6">1.946</oasis:entry>

         <oasis:entry colname="col7">2.486</oasis:entry>

         <oasis:entry colname="col8"><inline-formula><mml:math id="M519" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.695</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col9">2.846</oasis:entry>

         <oasis:entry colname="col10"><inline-formula><mml:math id="M520" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1.506</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col11">2.425</oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M521" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2.293</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col13">2.515</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M522" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">2.079</oasis:entry>

         <oasis:entry colname="col5">2.011</oasis:entry>

         <oasis:entry colname="col6">1.347</oasis:entry>

         <oasis:entry colname="col7">2.361</oasis:entry>

         <oasis:entry colname="col8"><inline-formula><mml:math id="M523" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1.319</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col9">3.139</oasis:entry>

         <oasis:entry colname="col10"><inline-formula><mml:math id="M524" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2.389</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col11">3.009</oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M525" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">3.919</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col13">3.806</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2">2</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M526" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"/>

         <oasis:entry colname="col5"/>

         <oasis:entry colname="col6"/>

         <oasis:entry colname="col7"/>

         <oasis:entry colname="col8">1.127</oasis:entry>

         <oasis:entry colname="col9">1.512</oasis:entry>

         <oasis:entry colname="col10">0.813</oasis:entry>

         <oasis:entry colname="col11">1.392</oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M527" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2.931</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col13">6.055</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M528" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"/>

         <oasis:entry colname="col5"/>

         <oasis:entry colname="col6"/>

         <oasis:entry colname="col7"/>

         <oasis:entry colname="col8">0.657</oasis:entry>

         <oasis:entry colname="col9">0.909</oasis:entry>

         <oasis:entry colname="col10">0.472</oasis:entry>

         <oasis:entry colname="col11">0.873</oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M529" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1.747</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col13">3.597</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M530" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"/>

         <oasis:entry colname="col5"/>

         <oasis:entry colname="col6"/>

         <oasis:entry colname="col7"/>

         <oasis:entry colname="col8">0.251</oasis:entry>

         <oasis:entry colname="col9">0.862</oasis:entry>

         <oasis:entry colname="col10">0.051</oasis:entry>

         <oasis:entry colname="col11">0.914</oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M531" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2.416</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col13">3.922</oasis:entry>

       </oasis:row>
       <oasis:row>

         <?xmltex \rotentry?><oasis:entry colname="col1" morerows="8">South Pacific tsunami 2009</oasis:entry>

         <oasis:entry colname="col2">1</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M532" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">6.059</oasis:entry>

         <oasis:entry colname="col5">4.355</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M533" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.638</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">2.948</oasis:entry>

         <oasis:entry colname="col8"/>

         <oasis:entry colname="col9"/>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M534" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">3.264</oasis:entry>

         <oasis:entry colname="col5">2.340</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M535" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.375</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">1.728</oasis:entry>

         <oasis:entry colname="col8"/>

         <oasis:entry colname="col9"/>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M536" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">2.498</oasis:entry>

         <oasis:entry colname="col5">2.088</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M537" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.918</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">2.088</oasis:entry>

         <oasis:entry colname="col8"/>

         <oasis:entry colname="col9"/>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2">2</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M538" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">3.556</oasis:entry>

         <oasis:entry colname="col5">3.672</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M539" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2.500</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">5.160</oasis:entry>

         <oasis:entry colname="col8"/>

         <oasis:entry colname="col9"/>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M540" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">2.077</oasis:entry>

         <oasis:entry colname="col5">2.144</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M541" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1.465</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">3.039</oasis:entry>

         <oasis:entry colname="col8"/>

         <oasis:entry colname="col9"/>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M542" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">1.664</oasis:entry>

         <oasis:entry colname="col5">2.239</oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M543" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2.473</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">4.268</oasis:entry>

         <oasis:entry colname="col8"/>

         <oasis:entry colname="col9"/>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2">3</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M544" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"/>

         <oasis:entry colname="col5"/>

         <oasis:entry colname="col6">0.466</oasis:entry>

         <oasis:entry colname="col7">1.375</oasis:entry>

         <oasis:entry colname="col8"><inline-formula><mml:math id="M545" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.501</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col9">1.843</oasis:entry>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M546" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"/>

         <oasis:entry colname="col5"/>

         <oasis:entry colname="col6">0.295</oasis:entry>

         <oasis:entry colname="col7">0.847</oasis:entry>

         <oasis:entry colname="col8"><inline-formula><mml:math id="M547" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.286</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col9">1.141</oasis:entry>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M548" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4"/>

         <oasis:entry colname="col5"/>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M549" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.041</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7">1.068</oasis:entry>

         <oasis:entry colname="col8"><inline-formula><mml:math id="M550" display="inline"><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.787</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col9">1.565</oasis:entry>

         <oasis:entry colname="col10"/>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12"/>

         <oasis:entry colname="col13"/>

       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup><?xmltex \end{scaleboxenv}?></oasis:table></table-wrap>

      <?pagebreak page919?><p id="d1e13466">Figure 7 compares the fragility assessment obtained based on MLE-based
hierarchical fragility modelling (see also the MLE-based curves in Figs. 2b
to 6b) with the result of the fragility assessment by employing the
MLE-<italic>Basic</italic> method for the “best” model class <inline-formula><mml:math id="M551" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> <inline-formula><mml:math id="M552" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi>k</mml:mi><mml:mo>∈</mml:mo><mml:mfenced close="}" open="{"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:mfenced><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> identified according to the procedure outlined in the previous section. It is noted that the fragility functional form is
different between the two methods. MLE-based fragility assessment given
<inline-formula><mml:math id="M553" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> uses Eqs. (7) to (9) to construct a hierarchical fragility curve given that the conditional fragility term <inline-formula><mml:math id="M554" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mfenced open="|" close=""><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M555" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:mi>N</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> has one of the functional forms in Eq. (5). However, the fragility assessment using the
MLE-<italic>Basic</italic> method employs directly one of the expressions in Eq. (5)
(corresponding to <inline-formula><mml:math id="M556" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M557" display="inline"><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula>) to derive the fragility curve <inline-formula><mml:math id="M558" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mfenced close="" open="|"><mml:mrow><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> (based on the whole damage data) and <inline-formula><mml:math id="M559" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>:</mml:mo><mml:mi>N</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. This difference manifests itself in Fig. 7a (for brick masonry residential, Class 1, South Pacific tsunami) as the deviation between the two fragility models for higher damage thresholds <inline-formula><mml:math id="M560" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">4</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M561" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">5</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>. The deviations between the fragility curves are particularly noticeable at higher IM values (with exceedance probability <inline-formula><mml:math id="M562" display="inline"><mml:mrow><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">50</mml:mn></mml:mrow></mml:math></inline-formula> %); however, their medians are quite similar. In Fig. 7b for (timber residential buildings, Class 2, South Pacific tsunami) and 7e (light informal timber buildings, Class 3, Sulawesi–Palu tsunami), we can observe that fragility curves intersect in the case of the MLE-<italic>Basic</italic> fragility assessment. However, they do not intersect for hierarchical fragility curves. The intersection points of the consequent damage states <inline-formula><mml:math id="M563" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> with <inline-formula><mml:math id="M564" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> when using the MLE-<italic>Basic</italic> fragility estimation method are shown with colour stars on each figure.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F7" specific-use="star"><?xmltex \currentcnt{7}?><?xmltex \def\figurename{Figure}?><label>Figure 7</label><caption><p id="d1e13776">Comparison between the fragility assessment by
MLE-based hierarchical fragility modelling and MLE-<italic>Basic</italic> fragility assessment given <bold>(a)</bold> South Pacific 2009 tsunami, Class 1, <inline-formula><mml:math id="M565" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>; <bold>(b)</bold> South Pacific 2009 tsunami, Class 2, <inline-formula><mml:math id="M566" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>; <bold>(c)</bold> Sulawesi–Palu 2018 tsunami, Class 1,
<inline-formula><mml:math id="M567" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>; <bold>(d)</bold> Sulawesi–Palu 2018 tsunami Class 2, <inline-formula><mml:math id="M568" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>; and <bold>(e)</bold> Sulawesi–Palu 2018 tsunami Class 3, <inline-formula><mml:math id="M569" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>.</p></caption>
          <?xmltex \igopts{width=426.791339pt}?><graphic xlink:href="https://nhess.copernicus.org/articles/23/909/2023/nhess-23-909-2023-f07.png"/>

        </fig>

      <p id="d1e13859">Table 8 reports the fragility assessment parameters of the MLE and
MLE-<italic>Basic</italic> methods for the damage thresholds <inline-formula><mml:math id="M570" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> to
<inline-formula><mml:math id="M571" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="normal">index</mml:mi><mml:mo>(</mml:mo><mml:mi>N</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> with the equivalent lognormal parameters <inline-formula><mml:math id="M572" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M573" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> (explained in Sect. 2.5) for <inline-formula><mml:math id="M574" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> to <inline-formula><mml:math id="M575" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> for all five classes considered. The medians are almost identical among the four models while there are higher dispersion estimates for the MLE method derived by hierarchical fragility modelling.</p>

<?xmltex \floatpos{p}?><table-wrap id="Ch1.T8" specific-use="star"><?xmltex \currentcnt{8}?><label>Table 8</label><caption><p id="d1e13965">Comparison between fragility assessment based on MLE method (by hierarchical fragility modelling) and the MLE-<italic>Basic</italic> method for damage
thresholds <inline-formula><mml:math id="M576" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> to <inline-formula><mml:math id="M577" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi mathvariant="bold-italic">i</mml:mi><mml:mi mathvariant="bold-italic">n</mml:mi><mml:mi mathvariant="bold-italic">d</mml:mi><mml:mi mathvariant="bold-italic">e</mml:mi><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>(</mml:mo><mml:mi>N</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="15">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="center"/>
     <oasis:colspec colnum="3" colname="col3" align="center"/>
     <oasis:colspec colnum="4" colname="col4" align="center"/>
     <oasis:colspec colnum="5" colname="col5" align="center" colsep="1"/>
     <oasis:colspec colnum="6" colname="col6" align="center"/>
     <oasis:colspec colnum="7" colname="col7" align="center" colsep="1"/>
     <oasis:colspec colnum="8" colname="col8" align="center"/>
     <oasis:colspec colnum="9" colname="col9" align="center" colsep="1"/>
     <oasis:colspec colnum="10" colname="col10" align="center"/>
     <oasis:colspec colnum="11" colname="col11" align="center" colsep="1"/>
     <oasis:colspec colnum="12" colname="col12" align="center"/>
     <oasis:colspec colnum="13" colname="col13" align="center" colsep="1"/>
     <oasis:colspec colnum="14" colname="col14" align="center"/>
     <oasis:colspec colnum="15" colname="col15" align="center"/>
     <oasis:thead>
       <oasis:row>

         <oasis:entry colname="col1">Tsunami</oasis:entry>

         <oasis:entry colname="col2">Class</oasis:entry>

         <oasis:entry colname="col3">Damage</oasis:entry>

         <oasis:entry namest="col4" nameend="col7" colsep="1">Model 1 </oasis:entry>

         <oasis:entry namest="col8" nameend="col11" colsep="1">Model 2 </oasis:entry>

         <oasis:entry namest="col12" nameend="col15">Model 3 </oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col1"/>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3">level</oasis:entry>

         <oasis:entry rowsep="1" namest="col4" nameend="col7" colsep="1">(<inline-formula><mml:math id="M578" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>) </oasis:entry>

         <oasis:entry rowsep="1" namest="col8" nameend="col11" colsep="1">(<inline-formula><mml:math id="M579" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>) </oasis:entry>

         <oasis:entry rowsep="1" namest="col12" nameend="col15">(<inline-formula><mml:math id="M580" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>) </oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col1"/>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"/>

         <oasis:entry namest="col4" nameend="col5" colsep="1">MLE  </oasis:entry>

         <oasis:entry namest="col6" nameend="col7" colsep="1">MLE-<italic>Basic</italic></oasis:entry>

         <oasis:entry namest="col8" nameend="col9" colsep="1">MLE  </oasis:entry>

         <oasis:entry namest="col10" nameend="col11" colsep="1">MLE-<italic>Basic</italic></oasis:entry>

         <oasis:entry namest="col12" nameend="col13" colsep="1">MLE  </oasis:entry>

         <oasis:entry namest="col14" nameend="col15">MLE-<italic>Basic</italic></oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col1"/>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"/>

         <oasis:entry rowsep="1" namest="col4" nameend="col5" colsep="1">method </oasis:entry>

         <oasis:entry rowsep="1" namest="col6" nameend="col7" colsep="1">method </oasis:entry>

         <oasis:entry rowsep="1" namest="col8" nameend="col9" colsep="1">method </oasis:entry>

         <oasis:entry rowsep="1" namest="col10" nameend="col11" colsep="1">method </oasis:entry>

         <oasis:entry rowsep="1" namest="col12" nameend="col13" colsep="1">method </oasis:entry>

         <oasis:entry rowsep="1" namest="col14" nameend="col15">method </oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col1"/>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"/>

         <oasis:entry colname="col4"><inline-formula><mml:math id="M581" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col5"><inline-formula><mml:math id="M582" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col6"><inline-formula><mml:math id="M583" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col7"><inline-formula><mml:math id="M584" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col8"><inline-formula><mml:math id="M585" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col9"><inline-formula><mml:math id="M586" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col10"><inline-formula><mml:math id="M587" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col11"><inline-formula><mml:math id="M588" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col12"><inline-formula><mml:math id="M589" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col13"><inline-formula><mml:math id="M590" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col14"><inline-formula><mml:math id="M591" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">η</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col15"><inline-formula><mml:math id="M592" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">IM</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col1"/>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"/>

         <oasis:entry colname="col4">(m)</oasis:entry>

         <oasis:entry colname="col5"/>

         <oasis:entry colname="col6">(m)</oasis:entry>

         <oasis:entry colname="col7"/>

         <oasis:entry colname="col8">(m)</oasis:entry>

         <oasis:entry colname="col9"/>

         <oasis:entry colname="col10">(m)</oasis:entry>

         <oasis:entry colname="col11"/>

         <oasis:entry colname="col12">(m)</oasis:entry>

         <oasis:entry colname="col13"/>

         <oasis:entry colname="col14">(m)</oasis:entry>

         <oasis:entry colname="col15"/>

       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>

         <?xmltex \rotentry?><oasis:entry rowsep="1" colname="col1" morerows="7">South Pacific 2009</oasis:entry>

         <oasis:entry colname="col2">1</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M593" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">0.29</oasis:entry>

         <oasis:entry colname="col5">0.40</oasis:entry>

         <oasis:entry colname="col6">0.29</oasis:entry>

         <oasis:entry colname="col7">0.40</oasis:entry>

         <oasis:entry colname="col8">0.29</oasis:entry>

         <oasis:entry colname="col9">0.46</oasis:entry>

         <oasis:entry colname="col10">0.29</oasis:entry>

         <oasis:entry colname="col11">0.46</oasis:entry>

         <oasis:entry colname="col12">0.30</oasis:entry>

         <oasis:entry colname="col13">0.59</oasis:entry>

         <oasis:entry colname="col14">0.30</oasis:entry>

         <oasis:entry colname="col15">0.59</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M594" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">0.43</oasis:entry>

         <oasis:entry colname="col5">0.35</oasis:entry>

         <oasis:entry colname="col6">0.45</oasis:entry>

         <oasis:entry colname="col7">0.37</oasis:entry>

         <oasis:entry colname="col8">0.45</oasis:entry>

         <oasis:entry colname="col9">0.38</oasis:entry>

         <oasis:entry colname="col10">0.46</oasis:entry>

         <oasis:entry colname="col11">0.40</oasis:entry>

         <oasis:entry colname="col12">0.47</oasis:entry>

         <oasis:entry colname="col13">0.44</oasis:entry>

         <oasis:entry colname="col14">0.48</oasis:entry>

         <oasis:entry colname="col15">0.50</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M595" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">1.28</oasis:entry>

         <oasis:entry colname="col5">0.34</oasis:entry>

         <oasis:entry colname="col6">1.28</oasis:entry>

         <oasis:entry colname="col7">0.34</oasis:entry>

         <oasis:entry colname="col8">1.27</oasis:entry>

         <oasis:entry colname="col9">0.35</oasis:entry>

         <oasis:entry colname="col10">1.28</oasis:entry>

         <oasis:entry colname="col11">0.35</oasis:entry>

         <oasis:entry colname="col12">1.34</oasis:entry>

         <oasis:entry colname="col13">0.38</oasis:entry>

         <oasis:entry colname="col14">1.35</oasis:entry>

         <oasis:entry colname="col15">0.38</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M596" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">4</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">1.82</oasis:entry>

         <oasis:entry colname="col5">0.43</oasis:entry>

         <oasis:entry colname="col6">1.88</oasis:entry>

         <oasis:entry colname="col7">0.40</oasis:entry>

         <oasis:entry colname="col8">1.82</oasis:entry>

         <oasis:entry colname="col9">0.42</oasis:entry>

         <oasis:entry colname="col10">1.86</oasis:entry>

         <oasis:entry colname="col11">0.41</oasis:entry>

         <oasis:entry colname="col12">1.88</oasis:entry>

         <oasis:entry colname="col13">0.38</oasis:entry>

         <oasis:entry colname="col14">1.96</oasis:entry>

         <oasis:entry colname="col15">0.39</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M597" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">5</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">2.50</oasis:entry>

         <oasis:entry colname="col5">0.46</oasis:entry>

         <oasis:entry colname="col6">2.50</oasis:entry>

         <oasis:entry colname="col7">0.36</oasis:entry>

         <oasis:entry colname="col8">2.47</oasis:entry>

         <oasis:entry colname="col9">0.44</oasis:entry>

         <oasis:entry colname="col10">2.49</oasis:entry>

         <oasis:entry colname="col11">0.40</oasis:entry>

         <oasis:entry colname="col12">2.49</oasis:entry>

         <oasis:entry colname="col13">0.34</oasis:entry>

         <oasis:entry colname="col14">2.54</oasis:entry>

         <oasis:entry colname="col15">0.31</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2">2</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M598" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">0.47</oasis:entry>

         <oasis:entry colname="col5">1.10</oasis:entry>

         <oasis:entry colname="col6">0.47</oasis:entry>

         <oasis:entry colname="col7">1.10</oasis:entry>

         <oasis:entry colname="col8">0.49</oasis:entry>

         <oasis:entry colname="col9">1.10</oasis:entry>

         <oasis:entry colname="col10">0.49</oasis:entry>

         <oasis:entry colname="col11">1.10</oasis:entry>

         <oasis:entry colname="col12">0.49</oasis:entry>

         <oasis:entry colname="col13">1.37</oasis:entry>

         <oasis:entry colname="col14">0.49</oasis:entry>

         <oasis:entry colname="col15">1.37</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M599" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">4</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">0.56</oasis:entry>

         <oasis:entry colname="col5">1.12</oasis:entry>

         <oasis:entry colname="col6">0.56</oasis:entry>

         <oasis:entry colname="col7">1.20</oasis:entry>

         <oasis:entry colname="col8">0.59</oasis:entry>

         <oasis:entry colname="col9">1.11</oasis:entry>

         <oasis:entry colname="col10">0.58</oasis:entry>

         <oasis:entry colname="col11">1.15</oasis:entry>

         <oasis:entry colname="col12">0.62</oasis:entry>

         <oasis:entry colname="col13">1.25</oasis:entry>

         <oasis:entry colname="col14">0.63</oasis:entry>

         <oasis:entry colname="col15">1.29</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M600" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">5</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">1.54</oasis:entry>

         <oasis:entry colname="col5">0.30</oasis:entry>

         <oasis:entry colname="col6">1.62</oasis:entry>

         <oasis:entry colname="col7">0.28</oasis:entry>

         <oasis:entry colname="col8">1.55</oasis:entry>

         <oasis:entry colname="col9">0.30</oasis:entry>

         <oasis:entry colname="col10">1.63</oasis:entry>

         <oasis:entry colname="col11">0.28</oasis:entry>

         <oasis:entry colname="col12">1.58</oasis:entry>

         <oasis:entry colname="col13">0.28</oasis:entry>

         <oasis:entry colname="col14">1.69</oasis:entry>

         <oasis:entry colname="col15">0.30</oasis:entry>

       </oasis:row>
       <oasis:row>

         <?xmltex \rotentry?><oasis:entry colname="col1" morerows="5">Sulawesi–Palu 2018</oasis:entry>

         <oasis:entry colname="col2">1</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M601" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">0.25</oasis:entry>

         <oasis:entry colname="col5">0.38</oasis:entry>

         <oasis:entry colname="col6">0.25</oasis:entry>

         <oasis:entry colname="col7">0.38</oasis:entry>

         <oasis:entry colname="col8">0.25</oasis:entry>

         <oasis:entry colname="col9">0.43</oasis:entry>

         <oasis:entry colname="col10">0.25</oasis:entry>

         <oasis:entry colname="col11">0.43</oasis:entry>

         <oasis:entry colname="col12">0.25</oasis:entry>

         <oasis:entry colname="col13">0.57</oasis:entry>

         <oasis:entry colname="col14">0.25</oasis:entry>

         <oasis:entry colname="col15">0.57</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M602" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">1.24</oasis:entry>

         <oasis:entry colname="col5">0.57</oasis:entry>

         <oasis:entry colname="col6">1.24</oasis:entry>

         <oasis:entry colname="col7">0.57</oasis:entry>

         <oasis:entry colname="col8">1.24</oasis:entry>

         <oasis:entry colname="col9">0.58</oasis:entry>

         <oasis:entry colname="col10">1.24</oasis:entry>

         <oasis:entry colname="col11">0.58</oasis:entry>

         <oasis:entry colname="col12">1.30</oasis:entry>

         <oasis:entry colname="col13">0.57</oasis:entry>

         <oasis:entry colname="col14">1.30</oasis:entry>

         <oasis:entry colname="col15">0.57</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2">2</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M603" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">0.38</oasis:entry>

         <oasis:entry colname="col5">0.45</oasis:entry>

         <oasis:entry colname="col6">0.38</oasis:entry>

         <oasis:entry colname="col7">0.45</oasis:entry>

         <oasis:entry colname="col8">0.38</oasis:entry>

         <oasis:entry colname="col9">0.47</oasis:entry>

         <oasis:entry colname="col10">0.38</oasis:entry>

         <oasis:entry colname="col11">0.47</oasis:entry>

         <oasis:entry colname="col12">0.40</oasis:entry>

         <oasis:entry colname="col13">0.53</oasis:entry>

         <oasis:entry colname="col14">0.40</oasis:entry>

         <oasis:entry colname="col15">0.53</oasis:entry>

       </oasis:row>
       <oasis:row rowsep="1">

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M604" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">1.63</oasis:entry>

         <oasis:entry colname="col5">0.32</oasis:entry>

         <oasis:entry colname="col6">1.62</oasis:entry>

         <oasis:entry colname="col7">0.32</oasis:entry>

         <oasis:entry colname="col8">1.62</oasis:entry>

         <oasis:entry colname="col9">0.33</oasis:entry>

         <oasis:entry colname="col10">1.62</oasis:entry>

         <oasis:entry colname="col11">0.33</oasis:entry>

         <oasis:entry colname="col12">1.64</oasis:entry>

         <oasis:entry colname="col13">0.28</oasis:entry>

         <oasis:entry colname="col14">1.64</oasis:entry>

         <oasis:entry colname="col15">0.28</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2">3</oasis:entry>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M605" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">0.71</oasis:entry>

         <oasis:entry colname="col5">1.21</oasis:entry>

         <oasis:entry colname="col6">0.71</oasis:entry>

         <oasis:entry colname="col7">1.21</oasis:entry>

         <oasis:entry colname="col8">0.71</oasis:entry>

         <oasis:entry colname="col9">1.18</oasis:entry>

         <oasis:entry colname="col10">0.71</oasis:entry>

         <oasis:entry colname="col11">1.18</oasis:entry>

         <oasis:entry colname="col12">0.74</oasis:entry>

         <oasis:entry colname="col13">1.11</oasis:entry>

         <oasis:entry colname="col14">0.74</oasis:entry>

         <oasis:entry colname="col15">1.11</oasis:entry>

       </oasis:row>
       <oasis:row>

         <oasis:entry colname="col2"/>

         <oasis:entry colname="col3"><inline-formula><mml:math id="M606" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>

         <oasis:entry colname="col4">1.38</oasis:entry>

         <oasis:entry colname="col5">1.10</oasis:entry>

         <oasis:entry colname="col6">1.31</oasis:entry>

         <oasis:entry colname="col7">0.91</oasis:entry>

         <oasis:entry colname="col8">1.36</oasis:entry>

         <oasis:entry colname="col9">1.02</oasis:entry>

         <oasis:entry colname="col10">1.29</oasis:entry>

         <oasis:entry colname="col11">0.88</oasis:entry>

         <oasis:entry colname="col12">1.32</oasis:entry>

         <oasis:entry colname="col13">0.84</oasis:entry>

         <oasis:entry colname="col14">1.31</oasis:entry>

         <oasis:entry colname="col15">0.76</oasis:entry>

       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

</sec>
</sec>
<sec id="Ch1.S4">
  <label>4</label><title>Discussion</title>
      <p id="d1e15243">The results outlined in this section show a fragility assessment for two different data sets corresponding to observed damaged in the aftermath of South Pacific and Sulawesi–Palu tsunami events. We have demonstrated the versatility of the proposed workflow and tool for hierarchical fragility assessment both for cases in which a large number of data points are available (e.g. Class 1, brick masonry residential, South
Pacific tsunami; Class 1, one-storey non-engineered masonry, Sulawesi–Palu
tsunami) and cases where very few data points are available (e.g. Class 2,
timber residential, South Pacific tsunami; Class 3, non-engineered light
timber, Sulawesi–Palu tsunami). Moreover, we demonstrated how<?pagebreak page920?> the proposed
workflow avoids crossing fragility curves (e.g. Class 2, timber residential, South Pacific tsunami; Class 3, non-engineered light timber, Sulawesi–Palu tsunami). The results illustrated for the five building classes demonstrate that the proposed workflow for hierarchical fragility assessment can be applied in cases in which data points are not available for all the damage levels within the damage scale.</p>
</sec>
<sec id="Ch1.S5" sec-type="conclusions">
  <label>5</label><title>Conclusion</title>
      <p id="d1e15255">An integrated procedure based on Bayesian model class selection (BMCS) for
empirical hierarchical fragility modelling for a class of buildings or
infrastructure is presented. This procedure is applicable to fragility
modelling for any type of hazard as long as the damage scale consists of
mutually exclusive and collectively exhaustive (MECE) damage states, and the
observed damage data points are independent. This simulation-based procedure
can (1) perform hierarchical fragility modelling for MECE damage states, (2) estimate the confidence interval for the resulting fragility curves, and (3) select the simplest model that fits the data best (i.e. maximises log
evidence) amongst a suite of candidate fragility models (herein, alternative
link functions for generalised linear regression are considered). The
proposed procedure is demonstrated for empirical fragility assessment based
on observed damage data to masonry residential (1 storey) and timber
residential buildings due to the 2009 South Pacific tsunami in American
Samoa and the Samoan Islands and non-engineered masonry buildings (1 and 2 storeys) and non-engineered light timber buildings due to the 2018
Sulawesi–Palu tsunami. It is observed that
<list list-type="bullet"><list-item>
      <p id="d1e15260">For each model class, the same set of simulation realisations is used to estimate the fragility parameters, the confidence band and the log evidence. The latter, which consists of two terms depicting the goodness of fit and the information gain between posterior distribution resulting from the observed data and the prior distribution, is used to compare the candidate fragility models to identify the model that maximises the evidence.</p></list-item><list-item>
      <p id="d1e15264">Hierarchical fragility assessment can be done also based the maximum likelihood estimation (MLE) and the available statistical toolboxes (e.g. MATLAB's generalised linear model). For each damage level, the reference domain should be the subset of data that exceeds the consecutive lower damage level, instead of taking the entire set of data points as reference domain. Note that the basic fragility estimation (“MLE-<italic>Basic</italic>”, non-hierarchical fragility model) fits the damage data for<?pagebreak page922?> each damage level at a time. In other words, the reference domain is set to all damage data.</p></list-item><list-item>
      <p id="d1e15271">The procedure is also applicable to cases in which observed data are available only for a subset of the damage levels within the damage scale. The number of fragility curves is going to be equal to the total number of damage levels for which data are available minus one. This means, in order to have at least one fragility curve, one needs to have data available for at least two damage levels.</p></list-item><list-item>
      <p id="d1e15275">Although the resulting fragility curves are not lognormal (strictly speaking), equivalent statistics work quite well in showing the fragility curves (median and logarithmic dispersion) and the corresponding epistemic uncertainty (logarithmic dispersion).</p></list-item><list-item>
      <?pagebreak page924?><p id="d1e15279">The proposed BMCS method and the one based on MLE lead to essentially the same set of parameter estimates for hierarchical fragility estimation. However, the latter does not readily lead to the confidence band and log evidence.</p></list-item><list-item>
      <p id="d1e15283">Using the basic method for fragility estimation (MLE-<italic>Basic</italic>) leads to results that are slightly different from the hierarchical fragility curves. The difference grows for higher damage levels. It is important to note that following the basic method MLE-<italic>Basic</italic> led to ill-conditioned results (i.e. fragility curves crossing) in some of the<?pagebreak page925?> cases (Class 2 for the South Pacific tsunami and Class 3 for the Sulawesi–Palu tsunami, both Timber constructions) studied in this work.</p></list-item></list></p>
      <p id="d1e15292">The major improvement offered by this method is in providing a tool that can
fit fragility curves to a set of hierarchical levels of damage or loss in an
ensemble manner. This method, which starts from prescribed fragility models
and explicitly ensures the hierarchical relation between the damage levels,
is very robust in cases where few data points are available and/or where
data are missing for some of the damage levels. This tool provides confidence
bands for the fragility curves and performs model selection among a set of
viable link functions for generalised regression. It is important to note that the
proposed method is in general applicable to hierarchical vulnerability
modelling for human or economic loss levels and to different types of
hazards if (1) the defined levels are mutually exclusive and collectively
exhaustive, and (2) a suitable intensity measure (IM) can be identified.</p>
</sec>

      
      </body>
    <back><app-group>

<app id="App1.Ch1.S1">
  <?xmltex \currentcnt{A}?><label>Appendix A</label><title>The derivation of Eq. (2)</title>
      <p id="d1e15306">The probability of being in damage state <inline-formula><mml:math id="M607" display="inline"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> for a given intensity measure IM can be estimated as follows:
          <disp-formula id="App1.Ch1.S1.E18" content-type="numbered"><label>A1</label><mml:math id="M608" display="block"><mml:mrow><mml:mtable rowspacing="4.267913pt 4.267913pt 4.267913pt 4.267913pt 4.267913pt 4.267913pt" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>P</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mo>=</mml:mo><mml:mi>P</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>⋅</mml:mo><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi>P</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:mover accent="true"><mml:mrow><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>⋅</mml:mo><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi>P</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:mover accent="true"><mml:mrow><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mo>+</mml:mo><mml:mover accent="true"><mml:mrow><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:munder><mml:munder class="underbrace"><mml:mrow><mml:mi>P</mml:mi><mml:mfenced close="]" open="["><mml:mrow><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>+</mml:mo><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext></mml:mrow></mml:mfenced></mml:mrow><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mrow><mml:mi mathvariant="normal">ME</mml:mi><mml:mo>≜</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo><mml:mo>+</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:munder></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mo>=</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
        where the upper-bar sign stands for the logical negation and is read as
“NOT”, and (<inline-formula><mml:math id="M609" display="inline"><mml:mo lspace="0mm">+</mml:mo></mml:math></inline-formula>) defines the logical sum and is read as “OR”. The above
derivation is based on the <italic>rule of sum</italic> in probability and considers the fact that the two statements <inline-formula><mml:math id="M610" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M611" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> are mutually exclusive (ME); thus, the probability of their logical sum is the sum of their probabilities.</p>
</app>

<app id="App1.Ch1.S2">
  <?xmltex \currentcnt{B}?><label>Appendix B</label><title>The derivation of Eq. (7)</title>
      <p id="d1e15815">The probability of being in damage state <inline-formula><mml:math id="M612" display="inline"><mml:mrow><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (where <inline-formula><mml:math id="M613" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mo>≥</mml:mo></mml:mrow></mml:math></inline-formula>1) given the intensity measure evaluated at the location of building <inline-formula><mml:math id="M614" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>, denoted as <inline-formula><mml:math id="M615" display="inline"><mml:mrow><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, based on Eq. (6) can be expanded in a recursive format as follows:
          <disp-formula id="App1.Ch1.S2.E19" content-type="numbered"><label>B1</label><mml:math id="M616" display="block"><mml:mrow><mml:mtable class="split" rowspacing="0.2ex 4.267913pt 4.267913pt 0.2ex 4.267913pt 4.267913pt" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:msub><mml:mi>S</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:munder><mml:munder class="underbrace"><mml:mrow><mml:mfenced open="[" close="]"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:munder></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>⋅</mml:mo><mml:mfenced open="[" close="]"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mfenced close=")" open="("><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mo>⋅</mml:mo><mml:mo mathsize="1.5em">[</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi>P</mml:mi><mml:mo mathsize="1.1em">(</mml:mo><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>⋅</mml:mo><mml:mfenced close=")" open="("><mml:mrow><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>j</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mo>+</mml:mo><mml:mi mathvariant="normal">⋯</mml:mi></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mo>+</mml:mo><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>)</mml:mo><mml:mo>⋅</mml:mo><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>)</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo mathsize="1.1em">)</mml:mo><mml:mo mathsize="1.5em">]</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><?xmltex \hack{\hbox\bgroup\fontsize{8.8}{8.8}\selectfont$\displaystyle}?><mml:mo>=</mml:mo><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mo>⋅</mml:mo><mml:mfenced open="[" close="]"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow><mml:mrow><mml:mi>j</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:munderover><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mo>⋅</mml:mo><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced><?xmltex \hack{$\egroup}?></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mo>⋅</mml:mo><mml:mfenced open="[" close="]"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow><mml:mrow><mml:mi>j</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:munderover><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mi>k</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mtext>IM</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr></mml:mtable><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
        where (<inline-formula><mml:math id="M617" display="inline"><mml:mo lspace="0mm">+</mml:mo></mml:math></inline-formula>) defines the logical sum and is read as “OR”. The above
derivation is based on the rule of sum in probability and considers the
fact that the recursive statements in the second term expressed generally as
<inline-formula><mml:math id="M618" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>)</mml:mo><mml:mo>⋅</mml:mo><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>≥</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M619" display="inline"><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>≤</mml:mo><mml:mi>k</mml:mi><mml:mo>≤</mml:mo><mml:mi>j</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>, are ME; hence, the probability of their logical sum is the sum of their probabilities. It is important to note that in case where <inline-formula><mml:math id="M620" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo></mml:mrow></mml:math></inline-formula>0, the above equation can be written as
          <disp-formula id="App1.Ch1.S2.E20" content-type="numbered"><label>B2</label><mml:math id="M621" display="block"><mml:mrow><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mtext>DS</mml:mtext><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mfenced open="(" close=")"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="italic">π</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mo>≜</mml:mo><mml:mi>P</mml:mi><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>&lt;</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:msub><mml:mtext>IM</mml:mtext><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula></p>
</app>

<app id="App1.Ch1.S3">
  <?xmltex \currentcnt{C}?><label>Appendix C</label><title>The derivation of log-evidence in Eq. (13)</title>
      <?pagebreak page926?><p id="d1e16458">From an information-based point of view, the logarithm of the evidence
(log-evidence), denoted as <inline-formula><mml:math id="M622" display="inline"><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mi mathvariant="normal">|</mml:mi><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>, can provide a quantitative measure of the amount of information as evidence of model <inline-formula><mml:math id="M623" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. Moreover, the posterior PDF <inline-formula><mml:math id="M624" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mi mathvariant="normal">|</mml:mi><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> (see Eq. 14) over the domain of the model parameters <inline-formula><mml:math id="M625" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">Ω</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> given the
<inline-formula><mml:math id="M626" display="inline"><mml:mi>k</mml:mi></mml:math></inline-formula>th model is equal to unity. Thus, <inline-formula><mml:math id="M627" display="inline"><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mi mathvariant="normal">|</mml:mi><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> can be written as follows:
          <disp-formula id="App1.Ch1.S3.E21" content-type="numbered"><label>C1</label><mml:math id="M628" display="block"><mml:mrow><mml:mtable class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mfenced close="]" open="["><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><mml:mo>=</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mfenced close="]" open="["><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>|</mml:mo><mml:mspace width="0.125em" linebreak="nobreak"/><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>⋅</mml:mo><mml:munder><mml:munder class="underbrace"><mml:mrow><mml:munder><mml:mo movablelimits="false">∫</mml:mo><mml:mrow><mml:mi mathvariant="normal">Ω</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:munder><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>|</mml:mo><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mrow><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1.0</mml:mn></mml:mrow></mml:munder></mml:mrow></mml:mtd></mml:mtr></mml:mtable><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
        Since the log-evidence is independent of <inline-formula><mml:math id="M629" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula>, we can bring it inside the integral and do some simple manipulation (also using
the relation in Eq. 11) as follows:
          <disp-formula id="App1.Ch1.S3.E22" content-type="numbered"><label>C2</label><mml:math id="M630" display="block"><mml:mrow><mml:mtable class="split" rowspacing="4.267913pt 4.267913pt 4.267913pt 0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><?xmltex \hack{\hbox\bgroup\fontsize{8.8}{8.8}\selectfont$\displaystyle}?><mml:mi>ln⁡</mml:mi><mml:mfenced close="]" open="["><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:munder><mml:mo movablelimits="false">∫</mml:mo><mml:mrow><mml:mi mathvariant="normal">Ω</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:munder><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi>ln⁡</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><mml:mo>⋅</mml:mo><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><?xmltex \hack{$\egroup}?></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><?xmltex \hack{\hbox\bgroup\fontsize{8.8}{8.8}\selectfont$\displaystyle}?><mml:mo>=</mml:mo><mml:munder><mml:mo movablelimits="false">∫</mml:mo><mml:mrow><mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub></mml:mrow></mml:munder><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mi>ln⁡</mml:mi><mml:mfenced close="]" open="["><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mo>⋅</mml:mo><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><?xmltex \hack{$\egroup}?></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><?xmltex \hack{\hbox\bgroup\fontsize{8.8}{8.8}\selectfont$\displaystyle}?><mml:mo>=</mml:mo><mml:munder><mml:mo movablelimits="false">∫</mml:mo><mml:mrow><mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub></mml:mrow></mml:munder><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi>ln⁡</mml:mi><mml:mfenced open="[" close="]"><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mfenced open="/" close=""><mml:mrow><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mo>⋅</mml:mo><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><?xmltex \hack{$\egroup}?></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:munder><mml:munder class="underbrace"><mml:mrow><mml:munder><mml:mo movablelimits="false">∫</mml:mo><mml:mrow><mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub></mml:mrow></mml:munder><mml:mi>ln⁡</mml:mi><mml:mfenced open="[" close="]"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><mml:mo>⋅</mml:mo><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mrow><mml:mi mathvariant="normal">Term</mml:mi><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:munder></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>-</mml:mo><mml:munder><mml:munder class="underbrace"><mml:mrow><mml:munder><mml:mo movablelimits="false">∫</mml:mo><mml:mrow><mml:msub><mml:mi mathvariant="normal">Ω</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub></mml:mrow></mml:munder><mml:mi>ln⁡</mml:mi><mml:mfenced open="[" close="]"><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mo>⋅</mml:mo><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">d</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mrow><mml:mi mathvariant="normal">Term</mml:mi><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:munder></mml:mrow></mml:mtd></mml:mtr></mml:mtable><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula></p>
</app>

<app id="App1.Ch1.S4">
  <?xmltex \currentcnt{D}?><label>Appendix D</label><title>Multivariate normal distribution and generating dependent
Gaussian variables</title>
      <p id="d1e17183">Let us assume that the vector of parameters for the <inline-formula><mml:math id="M631" display="inline"><mml:mi>k</mml:mi></mml:math></inline-formula>th model is set to
<inline-formula><mml:math id="M632" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula>; i.e. <inline-formula><mml:math id="M633" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. A multivariate normal PDF can be expressed as follows:
          <disp-formula id="App1.Ch1.S4.E23" content-type="numbered"><label>D1</label><mml:math id="M634" display="block"><mml:mrow><?xmltex \hack{\hbox\bgroup\fontsize{9.5}{9.5}\selectfont$\displaystyle}?><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:msqrt><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mi>n</mml:mi></mml:msup><mml:mfenced close="|" open="|"><mml:mi mathvariant="bold">S</mml:mi></mml:mfenced></mml:mrow></mml:msqrt></mml:mfrac></mml:mstyle><mml:mi>exp⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:mstyle><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">μ</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">S</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">μ</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><?xmltex \hack{$\egroup}?><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
        where <inline-formula><mml:math id="M635" display="inline"><mml:mi>n</mml:mi></mml:math></inline-formula> is the number of components (uncertain parameters) of vector
<inline-formula><mml:math id="M636" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>=</mml:mo><mml:mfenced close="}" open="{"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:mi>n</mml:mi></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>;
<inline-formula><mml:math id="M637" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">μ</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the vector of the mean value of <inline-formula><mml:math id="M638" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula>; and <inline-formula><mml:math id="M639" display="inline"><mml:mi mathvariant="bold">S</mml:mi></mml:math></inline-formula> is the covariance matrix. The positive definite matrix <inline-formula><mml:math id="M640" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">S</mml:mi><mml:mrow><mml:mi>n</mml:mi><mml:mo>×</mml:mo><mml:mi>n</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> can be factorised based on Cholesky decomposition as <inline-formula><mml:math id="M641" display="inline"><mml:mrow><mml:mi mathvariant="bold">S</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mtext mathvariant="bold">LL</mml:mtext><mml:mi>T</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M642" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">L</mml:mi><mml:mrow><mml:mi>n</mml:mi><mml:mo>×</mml:mo><mml:mi>n</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is a lower triangular matrix (i.e. for all <inline-formula><mml:math id="M643" display="inline"><mml:mrow><mml:mi>j</mml:mi><mml:mo>&gt;</mml:mo><mml:mi>i</mml:mi></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M644" display="inline"><mml:mrow><mml:msub><mml:mi>L</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> where <inline-formula><mml:math id="M645" display="inline"><mml:mrow><mml:msub><mml:mi>L</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> denotes the (<inline-formula><mml:math id="M646" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>, <inline-formula><mml:math id="M647" display="inline"><mml:mi>j</mml:mi></mml:math></inline-formula>)-entry of the matrix <inline-formula><mml:math id="M648" display="inline"><mml:mi mathvariant="bold">L</mml:mi></mml:math></inline-formula>). A Gaussian vector <inline-formula><mml:math id="M649" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>n</mml:mi><mml:mo>×</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> with mean <inline-formula><mml:math id="M650" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">μ</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and covariance <inline-formula><mml:math id="M651" display="inline"><mml:mi mathvariant="bold">S</mml:mi></mml:math></inline-formula> can be generated as follows:
          <disp-formula id="App1.Ch1.S4.E24" content-type="numbered"><label>D2</label><mml:math id="M652" display="block"><mml:mrow><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">μ</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub><mml:mo>+</mml:mo><mml:mi mathvariant="bold">LZ</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
        where <inline-formula><mml:math id="M653" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">Z</mml:mi><mml:mrow><mml:mi>n</mml:mi><mml:mo>×</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is a vector of standard Gaussian <inline-formula><mml:math id="M654" display="inline"><mml:mrow><mml:mi>i</mml:mi><mml:mo>.</mml:mo><mml:mi>i</mml:mi><mml:mo>.</mml:mo><mml:mi>d</mml:mi><mml:mo>.</mml:mo></mml:mrow></mml:math></inline-formula> random variables with zero mean <bold>0</bold><inline-formula><mml:math id="M655" display="inline"><mml:msub><mml:mi/><mml:mrow><mml:mi>n</mml:mi><mml:mo>×</mml:mo><mml:mi>n</mml:mi></mml:mrow></mml:msub></mml:math></inline-formula> and a covariance equal to the identity matrix <inline-formula><mml:math id="M656" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">I</mml:mi><mml:mrow><mml:mi>n</mml:mi><mml:mo>×</mml:mo><mml:mi>n</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>. To verify the properties of <inline-formula><mml:math id="M657" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula>, we know that with reference to Eq. (D2), it should have a mean equal to <inline-formula><mml:math id="M658" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">μ</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and a covariance matrix equal to <inline-formula><mml:math id="M659" display="inline"><mml:mi mathvariant="bold">S</mml:mi></mml:math></inline-formula>. The expectation of <inline-formula><mml:math id="M660" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula>, denoted as E<inline-formula><mml:math id="M661" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, can be estimated as
          <disp-formula id="App1.Ch1.S4.E25" content-type="numbered"><label>D3</label><mml:math id="M662" display="block"><mml:mrow><mml:mtext>E</mml:mtext><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mtext>E</mml:mtext><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">μ</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub><mml:mo>+</mml:mo><mml:mi mathvariant="bold">LZ</mml:mi></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:mtext>E</mml:mtext><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">μ</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>+</mml:mo><mml:mi mathvariant="bold">L</mml:mi><mml:munder><mml:munder class="underbrace"><mml:mrow><mml:mtext>E</mml:mtext><mml:mo>(</mml:mo><mml:mi mathvariant="bold">Z</mml:mi><mml:mo>)</mml:mo></mml:mrow><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mrow><mml:mo>=</mml:mo><mml:msub><mml:mn mathvariant="bold">0</mml:mn><mml:mrow><mml:mi>n</mml:mi><mml:mo>×</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:munder><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">μ</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
        The covariance matrix of <inline-formula><mml:math id="M663" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula> can be written as
          <disp-formula id="App1.Ch1.S4.E26" content-type="numbered"><label>D4</label><mml:math id="M664" display="block"><mml:mrow><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mtext>E</mml:mtext><mml:mfenced open="[" close="]"><mml:mrow><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">μ</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">μ</mml:mi><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mi>T</mml:mi></mml:msup></mml:mrow></mml:mfenced><mml:mo>=</mml:mo><mml:mtext>E</mml:mtext><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold">LZZ</mml:mi><mml:mi>T</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold">L</mml:mi><mml:mi>T</mml:mi></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mi mathvariant="bold">L</mml:mi><mml:mspace width="0.125em" linebreak="nobreak"/><mml:munder><mml:munder class="underbrace"><mml:mrow><mml:mtext>E</mml:mtext><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold">ZZ</mml:mi><mml:mi>T</mml:mi></mml:msup></mml:mrow></mml:mfenced></mml:mrow><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mrow><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="bold">I</mml:mi><mml:mrow><mml:mi>n</mml:mi><mml:mo>×</mml:mo><mml:mi>n</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:munder><mml:msup><mml:mi mathvariant="bold">L</mml:mi><mml:mi>T</mml:mi></mml:msup><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold">LL</mml:mi><mml:mi>T</mml:mi></mml:msup><mml:mo>=</mml:mo><mml:mi mathvariant="bold">S</mml:mi></mml:mrow></mml:mtd></mml:mtr></mml:mtable><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
        Thus, the vector <inline-formula><mml:math id="M665" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula> can be written according to Eq. (D2).</p>
</app>

<app id="App1.Ch1.S5">
  <?xmltex \currentcnt{E}?><label>Appendix E</label><title>Adaptive MCMC scheme</title>
<sec id="App1.Ch1.S5.SS1">
  <label>E1</label><title>MCMC procedure</title>
      <p id="d1e17865">The MCMC simulation scheme has a Markovian nature where the transition from the current state to a new state is done by using a conditional transition function that is conditioned on the current (last) state. Let us assume that the vector of parameters for the <inline-formula><mml:math id="M666" display="inline"><mml:mi>k</mml:mi></mml:math></inline-formula>th model is set to <inline-formula><mml:math id="M667" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula>; i.e. <inline-formula><mml:math id="M668" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. To generate <inline-formula><mml:math id="M669" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi>i</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>th sample <inline-formula><mml:math id="M670" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> from the current <inline-formula><mml:math id="M671" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th sample <inline-formula><mml:math id="M672" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> based on MH routine, the following procedure is adopted herein
<list list-type="bullet"><list-item>
      <p id="d1e17950">Simulate a <italic>candidate</italic> sample <inline-formula><mml:math id="M673" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> from a <italic>proposal</italic> distribution <inline-formula><mml:math id="M674" display="inline"><mml:mrow><mml:mi>q</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. It is important to note that there are no specific restrictions about the choice of <inline-formula><mml:math id="M675" display="inline"><mml:mrow><mml:mi>q</mml:mi><mml:mo>(</mml:mo><mml:mo>⋅</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> apart from the fact that it should be possible to calculate both <inline-formula><mml:math id="M676" display="inline"><mml:mrow><mml:mi>q</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M677" display="inline"><mml:mrow><mml:mi>q</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>.</p></list-item><list-item>
      <p id="d1e18065">Calculate the acceptance probability <inline-formula><mml:math id="M678" display="inline"><mml:mrow><mml:mo>min⁡</mml:mo><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi>r</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M679" display="inline"><mml:mi>r</mml:mi></mml:math></inline-formula> is defined as follows (it is to note that the following Eq. (E1) is written in the general format for brevity compared to Eq. (14) of the paper, and we have used <inline-formula><mml:math id="M680" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula> instead of <inline-formula><mml:math id="M681" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and dropped the conditioning on <inline-formula><mml:math id="M682" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>; hence, when we write the <inline-formula><mml:math id="M683" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th sample <inline-formula><mml:math id="M684" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> it is actually the <inline-formula><mml:math id="M685" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th sample drawn from <inline-formula><mml:math id="M686" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and “<inline-formula><mml:math id="M687" display="inline"><mml:mi>k</mml:mi></mml:math></inline-formula>” is dropped for brevity):<disp-formula id="App1.Ch1.S5.E27" content-type="numbered"><label>E1</label><mml:math id="M688" display="block"><mml:mrow><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:mi>r</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi></mml:mrow></mml:mfenced></mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi></mml:mrow></mml:mfenced></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>⋅</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>q</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>|</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:mfenced></mml:mrow><mml:mrow><mml:mi>q</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mfenced open="(" close=")"><mml:mrow><mml:munder><mml:munder class="underbrace"><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>|</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:mfenced></mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfrac></mml:mstyle><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mrow><mml:mi mathvariant="normal">likelihood</mml:mi><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mi mathvariant="normal">ratio</mml:mi></mml:mrow></mml:munder><mml:mo>⋅</mml:mo><mml:munder><mml:munder class="underbrace"><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:mfenced></mml:mrow><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfrac></mml:mstyle><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mrow><mml:mi mathvariant="normal">prior</mml:mi><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mi mathvariant="normal">ratio</mml:mi></mml:mrow></mml:munder></mml:mrow></mml:mfenced><mml:mo>⋅</mml:mo><mml:munder><mml:munder class="underbrace"><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>q</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>|</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:mfenced></mml:mrow><mml:mrow><mml:mi>q</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfrac></mml:mstyle><mml:mo mathvariant="normal">︸</mml:mo></mml:munder><mml:mrow><mml:mi mathvariant="normal">proposal</mml:mi><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mi mathvariant="normal">ratio</mml:mi></mml:mrow></mml:munder></mml:mrow></mml:mtd></mml:mtr></mml:mtable><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula></p></list-item><list-item>
      <p id="d1e18382">Generate <inline-formula><mml:math id="M689" display="inline"><mml:mi>u</mml:mi></mml:math></inline-formula> from a uniform distribution between <inline-formula><mml:math id="M690" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M691" display="inline"><mml:mrow><mml:mi>u</mml:mi><mml:mo>∼</mml:mo></mml:mrow></mml:math></inline-formula> uniform <inline-formula><mml:math id="M692" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>.</p></list-item><list-item>
      <p id="d1e18435">If <inline-formula><mml:math id="M693" display="inline"><mml:mrow><mml:mi>u</mml:mi><mml:mo>≤</mml:mo><mml:mo>min⁡</mml:mo><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi>r</mml:mi><mml:mo>)</mml:mo><mml:mo>→</mml:mo></mml:mrow></mml:math></inline-formula> set <inline-formula><mml:math id="M694" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> (<italic>accept</italic> the <italic>candidate</italic> state to be taken as the <italic>next</italic> state of the Markov chain); else set <inline-formula><mml:math id="M695" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (the <italic>current</italic> state is taken as the <italic>next</italic> state).</p></list-item></list>
Estimating the likelihood in the arithmetic scale based on Eq. (E1) may
encounter instability as <inline-formula><mml:math id="M696" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> may become very small; thus, the likelihood ratio becomes indeterminate. To avoid this numerical instability, it is desirable to substitute the likelihood ratio in Eq. (E1) with <inline-formula><mml:math id="M697" display="inline"><mml:mrow><mml:mi>exp⁡</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>ln⁡</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi>p</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>|</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><mml:mo>-</mml:mo><mml:mi>ln⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi>p</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> if the ratio becomes indeterminate or zero.</p>
      <p id="d1e18589">With reference to Eq. (E1), samples from the posterior can be drawn
based on MH algorithm without any need to define the normalising <inline-formula><mml:math id="M698" display="inline"><mml:mrow><mml:msup><mml:mi>C</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>
coefficient according to Eq. (14).<?pagebreak page927?> Equation (E1) always accepts a
candidate if the new proposal is more likely under the target posterior
distribution than the old state. Therefore, the sampler will move towards
the regions of the state space where the target posterior function has high
density.</p>
      <p id="d1e18606">The choice of the proposal distribution <inline-formula><mml:math id="M699" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula> is very important. The ratio
<inline-formula><mml:math id="M700" display="inline"><mml:mrow><mml:mi>q</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>|</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>)</mml:mo><mml:mo>/</mml:mo><mml:mi>q</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> corrects for any asymmetries in the proposal distribution. Intuitively, if <inline-formula><mml:math id="M701" display="inline"><mml:mrow><mml:mi>q</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, the candidate state is always accepted (with <inline-formula><mml:math id="M702" display="inline"><mml:mrow><mml:mi>r</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>); thus, the closer <inline-formula><mml:math id="M703" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula> is to the target posterior PDF, the better the acceptance rate and the faster the convergence. This is not a trivial task as information about the important region <inline-formula><mml:math id="M704" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is not available. If the proposal distribution <inline-formula><mml:math id="M705" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula> is <italic>non-adaptive</italic>, it means that the information of the current sample <inline-formula><mml:math id="M706" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is not used to explore the important region of the target posterior distribution <inline-formula><mml:math id="M707" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>; thus, we can say that <inline-formula><mml:math id="M708" display="inline"><mml:mrow><mml:mi>q</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>|</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>q</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. Therefore, it is more desirable to choose an <italic>adaptive</italic> proposal distribution which depends on the current sample (Beck and Au, 2002). Having the proposal PDF <inline-formula><mml:math id="M709" display="inline"><mml:mi>q</mml:mi></mml:math></inline-formula> centred around
the current sample renders the MH algorithm like a local random walk that
adaptively leads to the generation of the target PDF. However, if the Markov
chain starts from a point that is not close to the region of the significant
probability density of <inline-formula><mml:math id="M710" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, the chance of generating a candidate state <inline-formula><mml:math id="M711" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> will become extremely small (and we will face high rejection of candidate samples). Therefore, most of the samples will be repeated. To solve this problem, Beck and Au (2002) introduce a sequence of PDFs that bridge the gap between the
prior PDF and the target posterior PDF. This issue will be further explored
hereafter under the adaptive MCMC. Finally, it can mathematically be shown
that (see Beck and Au, 2002) if the current sample <inline-formula><mml:math id="M712" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>
is distributed as <inline-formula><mml:math id="M713" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mo>⋅</mml:mo><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, the next sample <inline-formula><mml:math id="M714" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>i</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is also distributed as <inline-formula><mml:math id="M715" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mo>⋅</mml:mo><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>.</p>
</sec>
<sec id="App1.Ch1.S5.SS2">
  <label>E2</label><title>Adaptive Metropolis–Hastings algorithm (adaptive MCMC)</title>
      <p id="d1e18929">The adaptive MH algorithm (Beck and Au, 2002) introduces a sequence of
intermediate candidate evolutionary PDF's that resemble more and more the
target PDF. Let <inline-formula><mml:math id="M716" display="inline"><mml:mrow><mml:mfenced open="{" close="}"><mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>p</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>p</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">chain</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> be the sequence (chain) of PDFs leading to <inline-formula><mml:math id="M717" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi>p</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">chain</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M718" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">chain</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the number
of chains and each chain contains <inline-formula><mml:math id="M719" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> samples (as indicated
subsequently). The following adaptive simulation-based procedure is
employed:</p>
      <p id="d1e19018"><italic>Step 1.</italic> Simulate <inline-formula><mml:math id="M720" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> samples <inline-formula><mml:math id="M721" display="inline"><mml:mrow><mml:msup><mml:mfenced close="}" open="{"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>, where the superscript (1) denotes the first simulation level or the first chain (nc <inline-formula><mml:math id="M722" display="inline"><mml:mrow><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>, where nc denotes the chain number/simulation level), with the target PDF <inline-formula><mml:math id="M723" display="inline"><mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> as the first sequence of samples. Instead of accepting or rejecting a proposal for <inline-formula><mml:math id="M724" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula> involving all its components simultaneously (called <italic>block-wise</italic> updating scheme), it might be computationally simpler and more efficient for the first chain to make proposals for individual components of <inline-formula><mml:math id="M725" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula> one at a time (called <italic>component-wise</italic> updating approach). In the <italic>block-wise</italic> updating, the proposal distribution has the same dimension as the target distribution. For instance, if the model parameters involve <inline-formula><mml:math id="M726" display="inline"><mml:mi>n</mml:mi></mml:math></inline-formula> uncertain parameters (e.g. the vector of model parameters <inline-formula><mml:math id="M727" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>n</mml:mi><mml:mo>×</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> in this paper has <inline-formula><mml:math id="M728" display="inline"><mml:mrow><mml:mi>n</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>(</mml:mo><mml:mi>N</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> variables for each of the three models <inline-formula><mml:math id="M729" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M730" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>, and <inline-formula><mml:math id="M731" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>), we design an <inline-formula><mml:math id="M732" display="inline"><mml:mi>n</mml:mi></mml:math></inline-formula>-dimensional proposal
distribution and either accept or reject the candidate state (with all <inline-formula><mml:math id="M733" display="inline"><mml:mi>n</mml:mi></mml:math></inline-formula>
variables) as a block. The block-wise updating approach can be associated
with high rejection rates. This may cause problem when we want to generate
the first sequence of samples (first chain). Therefore, we have utilised the
more stable component-wise updating for the first chain. We start from the
first variable and generate a candidate state based on a proposal
distribution for this individual component and finally accept or reject it
based on MH algorithm. Note that in this stage we have varied the current
component and kept the other variables in vector <inline-formula><mml:math id="M734" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula> constant. Then, we move to the next components one by one and do the same
procedure while taking into account the previous (updated) components.
Therefore, what happens in the current step is conditional on the updated
parameters in the previous steps.</p>
      <p id="d1e19223"><italic>Step 2.</italic> Construct a kernel density function <inline-formula><mml:math id="M735" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">κ</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> as
the weighted sum (average) of <inline-formula><mml:math id="M736" display="inline"><mml:mi>n</mml:mi></mml:math></inline-formula>-dimensional Gaussian PDFs centred among the samples <inline-formula><mml:math id="M737" display="inline"><mml:mrow><mml:msup><mml:mfenced close="}" open="{"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>, with the covariance matrix <inline-formula><mml:math id="M738" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold">S</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> of the samples <inline-formula><mml:math id="M739" display="inline"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msubsup></mml:mrow></mml:math></inline-formula> and the weights associated to each sample as <inline-formula><mml:math id="M740" display="inline"><mml:mrow><mml:msub><mml:mi>w</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M741" display="inline"><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> as follows (see Ang et al., 1992; Au and Beck, 1999):
            <disp-formula id="App1.Ch1.S5.E28" content-type="numbered"><label>E2</label><mml:math id="M742" display="block"><mml:mrow><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:msup><mml:mi mathvariant="italic">κ</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msup><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">seed</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">seed</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msubsup><mml:mi>w</mml:mi><mml:mi>i</mml:mi><mml:mi>n</mml:mi></mml:msubsup><mml:msqrt><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mi>n</mml:mi></mml:msup><mml:mfenced open="|" close="|"><mml:mrow><mml:msup><mml:mi mathvariant="bold">S</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:msqrt></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><?xmltex \hack{\hbox\bgroup\fontsize{9}{9}\selectfont$\displaystyle}?><mml:mo>⋅</mml:mo><mml:mi>exp⁡</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:msubsup><mml:mi>w</mml:mi><mml:mi>i</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:mfrac></mml:mstyle><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>-</mml:mo><mml:msubsup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msubsup></mml:mrow></mml:mfenced><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold">S</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>-</mml:mo><mml:msubsup><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msubsup></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><?xmltex \hack{$\egroup}?></mml:mrow></mml:mtd></mml:mtr></mml:mtable><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          The kernel density <inline-formula><mml:math id="M743" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">κ</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> constructed in Eq. (E2) approximates <inline-formula><mml:math id="M744" display="inline"><mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>. The kernel function <inline-formula><mml:math id="M745" display="inline"><mml:mi mathvariant="italic">κ</mml:mi></mml:math></inline-formula> can be viewed as a PDF consisting of bumps at <inline-formula><mml:math id="M746" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, where width <inline-formula><mml:math id="M747" display="inline"><mml:mrow><mml:msub><mml:mi>w</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> controls the common size of the bumps. Therefore, a large value of <inline-formula><mml:math id="M748" display="inline"><mml:mrow><mml:msub><mml:mi>w</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> tends to over-smooth the kernel density, while a small value may cause noise-shaped bumps. In view of this, <inline-formula><mml:math id="M749" display="inline"><mml:mrow><mml:msub><mml:mi>w</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> can be assumed to have a fixed width (<inline-formula><mml:math id="M750" display="inline"><mml:mrow><mml:mo>=</mml:mo><mml:mi>w</mml:mi></mml:mrow></mml:math></inline-formula>), or alternatively the <italic>adaptive kernel</italic> estimate can be employed (Ang et al., 1992; Au and
Beck, 1999) that is defined for each sample <inline-formula><mml:math id="M751" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>,
<inline-formula><mml:math id="M752" display="inline"><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. The adaptive kernel has better convergence and smoothing
properties over the fixed-width kernel estimate. The fixed width <inline-formula><mml:math id="M753" display="inline"><mml:mi>w</mml:mi></mml:math></inline-formula> is
estimated as follows (Epanechnikov, 1969):
            <disp-formula id="App1.Ch1.S5.E29" content-type="numbered"><label>E3</label><mml:math id="M754" display="block"><mml:mrow><mml:mi>w</mml:mi><mml:mo>=</mml:mo><mml:msup><mml:mfenced open="(" close=")"><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">4</mml:mn><mml:mrow><mml:mo>(</mml:mo><mml:mi>n</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>)</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">dist</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mstyle scriptlevel="+1"><mml:mfrac><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:mi>n</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:mfrac></mml:mstyle></mml:msup><mml:mspace linebreak="nobreak" width="0.125em"/><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M755" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">dist</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the number of samples <inline-formula><mml:math id="M756" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">dist</mml:mi></mml:msub><mml:mo>≤</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. For one-dimensional problems (<inline-formula><mml:math id="M757" display="inline"><mml:mrow><mml:mi>n</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>), this leads to the well-known fixed-width value of <inline-formula><mml:math id="M758" display="inline"><mml:mrow><mml:msup><mml:mfenced close="]" open="["><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">4</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">3</mml:mn><mml:mo>)</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">seed</mml:mi></mml:msub></mml:mrow></mml:mfenced><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">5</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>. In the adaptive kernel method, the
idea is to vary the shape of each bump so that a<?pagebreak page928?> larger width (flatter bump)
is used in regions of lower probability density. Following the general
strategy used in the past (see Ang et al., 1992; Au and Beck, 1999), the
adaptive band width <inline-formula><mml:math id="M759" display="inline"><mml:mrow><mml:msub><mml:mi>w</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> for the <inline-formula><mml:math id="M760" display="inline"><mml:mi>i</mml:mi></mml:math></inline-formula>th sample <inline-formula><mml:math id="M761" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> can be written as <inline-formula><mml:math id="M762" display="inline"><mml:mrow><mml:msub><mml:mi>w</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi>w</mml:mi><mml:msub><mml:mi mathvariant="italic">λ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, where the local bandwidth factor <inline-formula><mml:math id="M763" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">λ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> can be estimated as follows:
            <disp-formula id="App1.Ch1.S5.E30" content-type="numbered"><label>E4</label><mml:math id="M764" display="block"><mml:mrow><mml:msub><mml:mi mathvariant="italic">λ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:msup><mml:mfenced open="(" close=")"><mml:mrow><mml:mi mathvariant="italic">κ</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mfenced open="/" close=""><mml:mrow><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:munderover><mml:mo movablelimits="false">∏</mml:mo><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">seed</mml:mi></mml:msub></mml:mrow></mml:munderover><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mi mathvariant="italic">κ</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced><mml:mstyle scriptlevel="+1"><mml:mfrac><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">seed</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mi mathvariant="italic">ω</mml:mi></mml:mrow></mml:msup><mml:mspace width="0.125em" linebreak="nobreak"/><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M765" display="inline"><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>≤</mml:mo><mml:mi mathvariant="italic">ω</mml:mi><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">1.0</mml:mn></mml:mrow></mml:math></inline-formula> is the sensitivity factor, and <inline-formula><mml:math id="M766" display="inline"><mml:mrow><mml:mi mathvariant="italic">κ</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is calculated based on Eq. (E2) where
<inline-formula><mml:math id="M767" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, with the choice of fixed-width <inline-formula><mml:math id="M768" display="inline"><mml:mi>w</mml:mi></mml:math></inline-formula> in Eq. (E3). The denominator in Eq. (E4) is a geometric mean of the kernel estimator at all <inline-formula><mml:math id="M769" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> points. The value of <inline-formula><mml:math id="M770" display="inline"><mml:mrow><mml:mi mathvariant="italic">ω</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.50</mml:mn></mml:mrow></mml:math></inline-formula> is employed herein as also suggested by other research endeavours (Abramson, 1982; Ang et al., 1992; Au and Beck, 1999). It is numerically more stable to estimate the denominator in Eq. (E4) as <inline-formula><mml:math id="M771" display="inline"><mml:mrow><mml:msubsup><mml:mo>∏</mml:mo><mml:mrow><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">seed</mml:mi></mml:msub></mml:mrow></mml:msubsup><mml:mfenced open="[" close="]"><mml:mrow><mml:mi mathvariant="italic">κ</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:msup><mml:mo>)</mml:mo><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">seed</mml:mi></mml:msub></mml:mrow></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>.<?xmltex \hack{\vspace*{2mm}}?></p>
      <p id="d1e20057"><italic>Step 3.</italic> Simulate <inline-formula><mml:math id="M772" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> Markov chain samples <inline-formula><mml:math id="M773" display="inline"><mml:mrow><mml:msup><mml:mfenced open="{" close="}"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> with the target PDF <inline-formula><mml:math id="M774" display="inline"><mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> as the second simulation level (nc <inline-formula><mml:math id="M775" display="inline"><mml:mrow><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula>). We use <inline-formula><mml:math id="M776" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">κ</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> as the proposal distribution <inline-formula><mml:math id="M777" display="inline"><mml:mrow><mml:mi>q</mml:mi><mml:mo>(</mml:mo><mml:mo>⋅</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> in Eq. (E1) in this stage to generate the second chain of samples. To generally simulate sample <inline-formula><mml:math id="M778" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula> from the kernel <inline-formula><mml:math id="M779" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">κ</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mtext>nc</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> (where nc <inline-formula><mml:math id="M780" display="inline"><mml:mrow><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">chain</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>), we generate a discrete random index from the vector <inline-formula><mml:math id="M781" display="inline"><mml:mrow><mml:mo>[</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula> with the corresponding weights <inline-formula><mml:math id="M782" display="inline"><mml:mrow><mml:mfenced open="[" close="]"><mml:mrow><mml:msub><mml:mi>w</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>w</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="normal">⋯</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>w</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">seed</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> using an inverse
transformation sampling; if index <inline-formula><mml:math id="M783" display="inline"><mml:mrow><mml:mo>=</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:math></inline-formula>, then generate <inline-formula><mml:math id="M784" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula> from
the Gaussian PDF <inline-formula><mml:math id="M785" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">κ</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, where
            <disp-formula id="App1.Ch1.S5.E31" content-type="numbered"><label>E5</label><mml:math id="M786" display="block"><mml:mrow><mml:mtable rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="italic">κ</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:mo>(</mml:mo><mml:mi>w</mml:mi><mml:msub><mml:mi mathvariant="italic">λ</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:msup><mml:mo>)</mml:mo><mml:mi>n</mml:mi></mml:msup><mml:msqrt><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mi>n</mml:mi></mml:msup><mml:mfenced open="|" close="|"><mml:mrow><mml:msup><mml:mi mathvariant="bold">S</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mtext>nc</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:mfenced></mml:mrow></mml:msqrt></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><?xmltex \hack{\hbox\bgroup\fontsize{9.5}{9.5}\selectfont$\displaystyle}?><mml:mo>⋅</mml:mo><mml:mi>exp⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:mo>(</mml:mo><mml:mi>w</mml:mi><mml:msub><mml:mi mathvariant="italic">λ</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msup><mml:mi mathvariant="bold">S</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mtext>nc</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:mfenced><?xmltex \hack{$\egroup}?></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:msqrt><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mi mathvariant="italic">π</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mi>n</mml:mi></mml:msup><mml:mfenced open="|" close="|"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">S</mml:mi><mml:mi>j</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mtext>nc</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:msubsup></mml:mrow></mml:mfenced></mml:mrow></mml:msqrt></mml:mfrac></mml:mstyle></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>⋅</mml:mo><mml:mi>exp⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:mstyle><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:msup><mml:mo>)</mml:mo><mml:mi mathvariant="normal">T</mml:mi></mml:msup><mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">S</mml:mi><mml:mi>j</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mtext>nc</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:msubsup></mml:mrow></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mfenced close=")" open="("><mml:mrow><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr></mml:mtable><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M787" display="inline"><mml:mrow><mml:msubsup><mml:mi mathvariant="bold">S</mml:mi><mml:mi>j</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mtext>nc</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:msubsup><mml:mo>=</mml:mo><mml:msubsup><mml:mi>w</mml:mi><mml:mi>j</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup><mml:msup><mml:mi mathvariant="bold">S</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mtext>nc</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>,
where <inline-formula><mml:math id="M788" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold">S</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mtext>nc</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> is the covariance matrix of the samples
<inline-formula><mml:math id="M789" display="inline"><mml:mrow><mml:msup><mml:mfenced close="}" open="{"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mrow><mml:mo>(</mml:mo><mml:mtext>nc</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>. Appendix D shows how a sample <inline-formula><mml:math id="M790" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula> can be drawn from the Gaussian PDF <inline-formula><mml:math id="M791" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">κ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. From this sequence on, the MCMC updating is done in a block-wise manner as we generate a candidate <inline-formula><mml:math id="M792" display="inline"><mml:mi mathvariant="bold-italic">θ</mml:mi></mml:math></inline-formula> and accept/reject it as a block. The second chain of samples <inline-formula><mml:math id="M793" display="inline"><mml:mrow><mml:msup><mml:mfenced close="}" open="{"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> are then used to construct the kernel density <inline-formula><mml:math id="M794" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">κ</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> based on Eq. (E2).</p>
      <p id="d1e20737"><?xmltex \hack{\newpage}?><italic>Step 4.</italic> In general, <inline-formula><mml:math id="M795" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">κ</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mtext>nc</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> is used as the proposal distribution in order to move from the ncth simulation level
(which approximates <inline-formula><mml:math id="M796" display="inline"><mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:mtext>nc</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula>) into (<inline-formula><mml:math id="M797" display="inline"><mml:mrow><mml:mtext>nc</mml:mtext><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>)th chain (with target PDF <inline-formula><mml:math id="M798" display="inline"><mml:mrow><mml:msub><mml:mi>p</mml:mi><mml:mrow><mml:mtext>nc</mml:mtext><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>). This will continue until the <inline-formula><mml:math id="M799" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">chain</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>th simulation level where Markov chain samples are simulated for the target updated <inline-formula><mml:math id="M800" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mo>|</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi>p</mml:mi><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">chain</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>.</p>
</sec>
</app>

<app id="App1.Ch1.S6">
  <?xmltex \currentcnt{F}?><label>Appendix F</label><title>MCMC samples for each model</title>
      <p id="d1e20849">The adaptive MCMC procedure for drawing samples from the model parameters
from the joint posterior PDF <inline-formula><mml:math id="M801" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mi mathvariant="normal">|</mml:mi><mml:mi mathvariant="bold-italic">D</mml:mi><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is carried out by considering <inline-formula><mml:math id="M802" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">chain</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">6</mml:mn></mml:mrow></mml:math></inline-formula> chains (simulation levels) and <inline-formula><mml:math id="M803" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2000</mml:mn></mml:mrow></mml:math></inline-formula> samples per each chain (see Appendix E). In the first simulation level (first chain, <inline-formula><mml:math id="M804" display="inline"><mml:mrow><mml:mtext>nc</mml:mtext><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>), for which a component-wise updating approach is employed (see
Appendix E, Step 1 for the description of component-wise and block-wise updating), the first 20 samples are not considered in order to reduce the initial transient effect of the Markov chain. The proposal distribution (see Eq. E1) for each component is assumed to be a normal distribution with a coefficient of variation COV <inline-formula><mml:math id="M805" display="inline"><mml:mrow><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0.30</mml:mn></mml:mrow></mml:math></inline-formula> herein. In addition, the prior ratio according to Eq. (E1) will become the ratio of two normal distributions for each component one at a time. In the next simulation levels (i.e. <inline-formula><mml:math id="M806" display="inline"><mml:mrow><mml:mtext>nc</mml:mtext><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>:</mml:mo><mml:mn mathvariant="normal">6</mml:mn></mml:mrow></mml:math></inline-formula>), the adaptive kernel estimate (Eq. E2) is employed; i.e. the MCMC updating is performed in a block-wise manner. There will be <inline-formula><mml:math id="M807" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> Markov chain samples generated within the each chain, denoted as <inline-formula><mml:math id="M808" display="inline"><mml:mrow><mml:msup><mml:mfenced close="}" open="{"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="normal">⋯</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mrow><mml:mo>(</mml:mo><mml:mtext>nc</mml:mtext><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>, where <inline-formula><mml:math id="M809" display="inline"><mml:mrow><mml:mtext>nc</mml:mtext><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>:</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi mathvariant="normal">chain</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">6</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. The <inline-formula><mml:math id="M810" display="inline"><mml:mrow><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> samples of the last chain (<inline-formula><mml:math id="M811" display="inline"><mml:mrow><mml:mtext>nc</mml:mtext><mml:mo>=</mml:mo><mml:mn mathvariant="normal">6</mml:mn></mml:mrow></mml:math></inline-formula>) will be used as the fragility model parameters, as discussed in Sect. 3.6. It is important to note that the likelihood <inline-formula><mml:math id="M812" display="inline"><mml:mrow><mml:mi>p</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mi mathvariant="normal">|</mml:mi><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> (used in calculating the acceptance probability within the MCMC procedure in Eq. E1) is estimated according to Eq. (13).</p>
      <p id="d1e21094">Figure F1 illustrates the histograms representing the drawn samples from the
joint posterior PDFs corresponding to the sampled model parameters <inline-formula><mml:math id="M813" display="inline"><mml:mrow><mml:msup><mml:mfenced open="{" close="}"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:mi mathvariant="normal">⋯</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mrow><mml:mi>k</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi>N</mml:mi><mml:mi>d</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mrow><mml:mo>(</mml:mo><mml:mn mathvariant="normal">6</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> corresponding to the brick masonry residential, Class 1 South Pacific tsunami classes <inline-formula><mml:math id="M814" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (<inline-formula><mml:math id="M815" display="inline"><mml:mrow><mml:mi>k</mml:mi><mml:mo>∈</mml:mo><mml:mfenced close="}" open="{"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula>) shown
in Fig. 2. The marginal normal prior PDFs are also shown with
dashed orange-coloured lines. The statistics of the samples, mean and
confidence interval (CI) between 2nd and 98th percentiles for the posterior of model parameters <inline-formula><mml:math id="M816" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> are shown on the figures associated to each parameter. It is expected to have the mean values of the marginal posterior samples close to and comparable with those obtained by the MLE in Table 4.</p>

      <?xmltex \floatpos{h!}?><fig id="App1.Ch1.S6.F8"><?xmltex \currentcnt{F1}?><?xmltex \def\figurename{Figure}?><label>Figure F1</label><caption><p id="d1e21200">Distribution of the fragility model parameters <inline-formula><mml:math id="M817" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">θ</mml:mi><mml:mi>k</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mfenced close="]" open="["><mml:mrow><mml:msub><mml:mfenced open="{" close="}"><mml:mrow><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">α</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:mfenced><mml:mi>k</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:mi>j</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>:</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:mfenced></mml:mrow></mml:math></inline-formula> based on model class <inline-formula><mml:math id="M818" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="double-struck">M</mml:mi><mml:mi>k</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> (where <inline-formula><mml:math id="M819" display="inline"><mml:mrow><mml:mi>k</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>:</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula>) for Class 1, brick masonry residential, South Pacific tsunami, by employing an adaptive MCMC procedure including samples drawn from the joint posterior PDF with their statistics (mean and COV) and the marginal normal priors (subfigures show the posterior statistics).</p></caption>
        <?xmltex \hack{\hsize\textwidth}?>
        <?xmltex \igopts{width=497.923228pt}?><graphic xlink:href="https://nhess.copernicus.org/articles/23/909/2023/nhess-23-909-2023-f08.png"/>

      </fig>

<?xmltex \hack{\newpage}?>
</app>
  </app-group><notes notes-type="codedataavailability"><title>Code and data availability</title>

      <p id="d1e21298">The code implementing the methodology and data used to produce the results in this article are available at the following URL:
<uri>https://github.com/eurotsunamirisk/computeFrag/tree/main/Code_ver2</uri> (last access: 30 November 2022; Ebrahimian and Jalayer, 2022).</p>
  </notes><notes notes-type="authorcontribution"><title>Author contributions</title>

      <p id="d1e21307">FJ designed and coordinated this research. HE performed the simulations and developed the fragility functions. KT cured the availability of codes and software on the European Tsunami Risk Service (ETRiS). BB provided precious insights on the damage data gathered for American Samoa and the Samoan Islands in the aftermath of the 2009 South Pacific tsunami (documented in Reese et al., 2011). All authors have contributed to the drafting of the paper. The first two authors contributed in an equal manner to the drafting of the paper.</p>
  </notes><notes notes-type="competinginterests"><title>Competing interests</title>

      <p id="d1e21313">The contact author has declared that none of the authors has any competing interests.</p>
  </notes><notes notes-type="disclaimer"><title>Disclaimer</title>

      <p id="d1e21319">Publisher’s note: Copernicus Publications remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.</p>
  </notes><notes notes-type="sistatement"><title>Special issue statement</title>

      <p id="d1e21325">This article is part of the special issue “Tsunamis: from source processes to coastal hazard and warning”. It is not associated with a conference.</p>
  </notes><?xmltex \hack{\newpage}?><?xmltex \hack{\vspace*{68mm}}?><ack><title>Acknowledgements</title><p id="d1e21333">The authors would like to acknowledge partial support from Horizon Europe
Project Geo-INQUIRE. Geo-INQUIRE is funded by the European Commission under
project no. 101058518 within the HORIZON-INFRA-2021-SERV-01 call. The
authors are grateful to the anonymous reviewer and Carmine Galasso
for their insightful and constructive comments.</p><p id="d1e21335">The authors gratefully acknowledge partial support by PRIN-2017 MATISSE (<italic>Methodologies for the AssessmenT of anthropogenic environmental hazard: Induced Seismicity by Sub-surface geo-resources Exploitation</italic>) project no. 20177EPPN2 funded by the Italian Ministry of Education and Research.</p></ack><notes notes-type="financialsupport"><title>Financial support</title>

      <p id="d1e21344">This research has been partially supported by PRIN-2017 MATISSE (<italic>Methodologies for the AssessmenT of anthropogenic environmental hazard: Induced Seismicity by Sub-surface geo-resources Exploitation</italic>) project no. 20177EPPN2 funded by the Italian Ministry of Education and Research.</p>
  </notes><notes notes-type="reviewstatement"><title>Review statement</title>

      <p id="d1e21353">This paper was edited by Animesh Gain and reviewed by Carmine Galasso and one anonymous referee.</p>
  </notes><ref-list>
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