KSCE Journal of Civil Engineering (0000) 00(0):1-9 Highway Engineering

Copyright ⓒ2015 Korean Society of Civil Engineers

DOI 10.1007/s12205-015-0375-3 pISSN 1226-7988, eISSN 1976-3808
www.springer.com/12205
TECHNICAL NOTE

Performance Evaluation of Advanced Pavement Materials

by Bayesian Markov Mixture Hazard Model
Daeseok Han*, Kiyoyuki Kaito**, Kiyoshi Kobayashi***, and Kazuya Aoki****
Received July 10, 2014/Revised May 6, 2015/Accepted May 8, 2015/Published Online Online June 10, 2015

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Abstract

Optimized maintenance and management strategies are often emphasized in infrastructure management. Although such
strategies serve to facilitate decision making, it is important to recognize that revolutions in asset management can come from
improvements to hardware performance rather than managerial techniques. Underlying the managerial solutions, this study
focused on the utility of various pavement materials and a special layer to support a performance-oriented asset management plan.
This study compared the life expectancy and uncertainties of Stone Mastic Asphalt (SMA), Polymer Modified Asphalt (PMA),
Rut-resistant Asphalt (RRA), Porous Asphalt (PA), and conventional hot-mix asphalt (HMA), which are widely introduced in
field maintenance works. Problems associated with insufficient data due to short elapsed time and insufficient time-series
performance data were mitigated by employing an advanced statistical method, the Markov mixture hazard model applying
hierarchical Bayesian estimation. Empirical studies were conducted using historical performance data covering a period of 5 years
(2002-2007) from 150 special monitoring sections in the K-Network. The results provide useful information for developing
improved specifications for maintenance design and performance-based contracts that may lead to radical reform of infrastructure
asset management. The Markov mixture hazard model with hierarchical Bayesian estimation is also a powerful tool for solving
critical limitations in the post-evaluation of short-term projects.
Keywords: pavement asset management, pavement materials, deterioration process, markov mixture hazard model, hierarchical
bayesian estimation method
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1. Introduction
Studies in asset management have tended to focus on managerial
solutions that generally apply optimal maintenance timing,
preventive maintenance, and budget optimization. These managerial
approaches are, of course, essential issues of asset management
for achieving goals with accountability. However, it is important
to recognize that revolutions in infrastructure management can
come from improvement of pavement performance, underlying
those managerial solutions. Their relationship is, figuratively
speaking, sea’s wave and depth. The methods for improving the
pavement performance can be classified into two: 1) introduction
of very strong pavement material, and 2) optimization of main-
tenance design (e.g., pavement thickness). This study focused on
the first alternative based on field experience.
Over the past two decades, various advanced pavement materials
have been developed and used in practice. However, road
agencies have some doubts as to whether the life span is actually
longer. Although laboratory experiments confirm their superiority
(Brown and Cooley, 1999; Brown and Manglorkar, 1993; NAPA,
1999; Han, 2006), there are many known and unknown variables
in the real world that can affect the deterioration process. Since it
is difficult for laboratory experiments to fully cover the variety of
co-factors, it is necessary to carry out post-evaluation with
empirical data. However, post-evaluation is not simple because
performance data is generally insufficient for trials that are
usually carried out at the project level. Moreover, the period for
data accumulation must be long enough given the relatively long
life span of the pavement. Thus, decision making is delayed until
the data is successfully accumulated even though decision
makers and road agencies want to see the trial results as soon as
possible, because additional and uncertain investments in the
trials must be continued until completion of the post-evaluations.
As an alternative, this study employed the Markov mixture
hazard model with hierarchical Bayesian estimation (Kaito et al.,
2012). The deterioration process in the model is described by a
Markov transition process under discrete states, and a Markov
Transition Probabilities (MTP) matrix is composed by aggregation

*Member, Senior Researcher, Highway and Transportation Research Institute, Korea Institute of Civil Engineering and Building Technology, Goyang
411-712, Korea (Corresponding Author, E-mail: hds2892@gmail.com)
**Associate Professor, Dept. of Civil Engineering, Osaka University, Osaka 565-0871, Japan (E-mail: kaito@ga.eng.osaka-u.ac.jp)
***Professor, Dept. of Urban Management, Kyoto University, Kyoto 606-8501, Japan (E-mail: kobayashi.kiyoshi.6n@kyoto-u.ac.jp)
****Manager, Research & Development Center, PASCO Corporation, Tokyo 153-0043, Japan (E-mail: kiakzo@pasco.co.jp)

−1−
 Daeseok Han, Kiyoyuki Kaito, Kiyoshi Kobayashi, and Kazuya Aoki
of hazard rates attained from multi-state exponential hazard
functions (Tsuda et al., 2006). An important characteristic is the
introduction of heterogeneity factors to describe the heterogeneous
deterioration process of various sample groups based upon the
benchmarking process. This methodology, applying the
benchmark with heterogeneity factors, is protected by the Patent
Law in Japan (Patent ID 5064259). In addition, the Markov
Chain Monte-Carlo (MCMC) method is employed instead of the
classic processes (e.g., Maximum Likelihood Estimation (MLE)).
MCMC guarantees much smoother convergence under relaxed
conditions, and has remarkable benefits in practical asset
management by solving the chronic problems of insufficient
sample data, over-dispersion of samples, unstable or imperfect
convergence (i.e., attained from the local maximum), and
awkward analysis procedures. These benefits are very desirable,
especially in this research, since insufficient samples have to be
divided into many groups once again. Hereinafter, the model is
referred to as the hierarchical Bayesian Markov Mixture Hazard
(HBM) model for simplicity.
In this study, we carried out post-evaluation on the performance
of Stone Mastic Asphalt (SMA), Polymer Modified Asphalt
(PMA), Rut-resistant Asphalt (RRA), Porous Asphalt (PA), and
Conventional Hot-mix Asphalt (HMA), which were specially
introduced to field maintenance works. As the post-evaluation, life
expectancy and uncertainties (statistical interval) were compared.
Empirical studies were conducted using historical performance data
covering a period of 5 years (2002-2007) from 150 special
monitoring sections in the K-Network in Korea. The results
provide useful information whereby the road agencies have a wide
array of choices in developing analysis alternatives to find a
better management strategy. In addition, the information can be
referenced in performance-based contracts for road maintenance.
The Markov mixture hazard model with hierarchical Bayesian
estimation is a powerful tool for solving critical limitations in the
post-evaluation of short-term projects.
2. Description of Markov Mixture Hazard Model
with Hierarchical Bayesian Estimation
This section briefly summarizes the HBM model developed
based upon former research, the Markov hazard model (Tsuda et
al., 2006), Bayesian Markov hazard model (Kobayashi et al.,
2012a), and mixture hazard model (Obama et al., 2008). A
comprehensive understanding of the Markov process, the
multistate exponential hazard model, local mixing mechanism,
and MCMC simulation is required for Bayesian estimation, as
well as Geweke’s diagnostic for the convergence process. Since
it is not possible to describe all the models in detail here, we
recommend referring to the listed references.
2.1 Markov Process with Multistate Exponential Hazard
Model
Description of the HBM model starts with the Markov process.
Inspection data on pavement condition indices, such as cracks,
−2−
ruts and International Roughness Index (IRI) is usually expressed
with continuous numbers. In the Markov process, it is converted
into the discrete condition state i ( i = 1, …, J ) . Here, the state i = 1
represents the best condition, and i = J is applied for the
absorbing state, which requires maintenance work. The duration
from state i to J is the life expectancy. Basically, the Markov
chain model treats the transition probabilities πij between two
time points τA and τB. Its interval is denoted by z ( z = τB – τ A ) .
Based on the definitions, the MTP matrix Π and its elements πij
are expressed by
Prob[h( τ B ) = j h ( τ A ) = i ] = π ij (1)
π 11 … π 1J
Π= M O M (2)
0 … π JJ
Accordingly, preconditions π ij ≥ 0 and ∑ Jj = 1 π ij = 1 are required
to satisfy the axioms of probability. Since the model does not
consider repairs, π ji = 0 ( i > j ) and π JJ = 1 become additional
preconditions.
Meanwhile, Tsuda et al. (2006) suggested an estimation
methodology for the MTP matrix by using a multistate exponential
hazard model. The introduction of the hazard model solved
several limitations in the practical application of the conventional
Markov chain model (i.e., non-parametric method). First, it satisfies
the time adjustment condition Π( nZ ) = { Π( Z ) } n by normalizing
the transition probabilities as a unit interval. Put simply, it does
not require time-synchronization of z among the sample data
sets. In addition, the sample dropping problem, in which there is
a smaller sample size at the worst condition, is also mitigated.
Last, it facilitates the introduction of explanatory variables that
affect the transition process. This model framework is the root of
the HBM model.
2.2 Description of the Markov Mixture Hazard Model
Pavement groups k ( k = 1, …, K ) having different characteristics
or individual members sk ( s = 1, …, Sk) in each group may have
different deterioration processes. To consider such inhomogeneous
sampling population, the HBM model introduces the heterogeneity
factor εk to express different hazard rates at the condition state
i ( i = 1, …, J – 1 ) . Therefore, the mixture mechanism for hazard
rates is expressed by a multiplicative form of the basic (benchmark)
process and heterogeneity factor ε k :
sk sk k
λi = λ̃i ε (3)
( i = 1, …, J – 1 ; s = 1, …, S; k = 1, …, K )
sk
where λ̃i is the hazard rate of a section that results in a benchmark
process, and ε k describes the heterogeneous deterioration process
of sample group k. Here, εk is always non-negative ( 0 < εk < ∞ )
because it is the relative rate of the benchmark deterioration
speed at εk = 1 . That is, the higher the value of εk , the faster the
deterioration speed. Although the hazard rates of all ratings
within a group have the same value of heterogeneity factor
k s
ε ( ≠ ε ) , each section sk has a different deterioration process by
k
KSCE Journal of Civil Engineering
 Performance Evaluation of Advanced Pavement Materials by Bayesian Markov Mixture Hazard Model

sk sk
λ̃i . Depending on the characteristics of the road groups, problem, the estimation method of λ̃i must be changed to a function
s
heterogeneity factor εk can be in the form of a function or a of covariates x and unknown parameters βi = ( βi, 1, …, βi, M ) ,
k

stochastic variable. Here, it was assumed that εk is drawn from the where m ( m = 1, …, M ) is the number of explanatory variables.
gamma distribution εk ∼ G ( α, γ ) . Thus, the function f ( εk ; α , γ ) is The form is given by
given by sk s s
λ̃i = f ( x k :βi′ ) = exp ( x k :βi′ ) (11)
k
ε
- ( ε ) exp⎛ – ----⎞
k 1 k α–1
f ( ε : α, γ ) = ---------------- (4) Briefly, the elements of the MTP matrix π ij are estimated
α
γ Γ(α ) ⎝ γ⎠ s s s s k
using dataset ξ = ( δ , x , z ) that can be obtained from inspection
k k k

s
where α and γ are parameters of the gamma distribution, and
k
data. δ is a dummy variable, which is 1 when the condition
Γ ( . ) is the Cumulative Distribution Function (CDF). In addition, state h ( τkA ) = i and h ( τkA ) = j , and otherwise is 0. The symbol ' in
the average and variance f ( ε k ; α, γ ) can be obtained by αγ and Eq. (11) indicates transposition. By using the obtained hazard
2 s k
αγ , respectively. That is, the Probability Density Function functions λ̃i ( i = 1, …, J – 1 ) , the life expectancy LE of each
(PDF) of the gamma distribution at αγ = 1 and αγ2 = 1 ⁄ φ is condition state i is defined by the mean of the survival function
s
given by Ri ( yi ) (Lancaster, 1990).
k

φ
k φ k φ–1 k s ∞ s s ∞ sk s s 1
G ( ε :φ ) = ----------- ( ε ) exp( –φε ) (5) LE i k = ∫ R i( yi k ) dyi k = ∫ exp ( –λ̃i yi k )dyi k = -----s- (12a)
Γ( φ) 0 0
λ̃i
k

sk
Using ε k , the survival (or reliable) probability R i( yi ) , which J–1
sk sk
means the life expectancy of an individual section is longer than
sk
LEiJ = ∑ LEi (12b)
yi , is i=1

sk s k k sk That is, the life expectancy from i to J can be easily defined by

Ri ( yi ) = exp ( –λ̃i ε yi ) (6)
the sum of life expectancies, and the deterioration curve can be
where the bar [ ] indicates the measurable value. Eq. (6) is used attained by their relation.
for a similar form of the multistate exponential hazard model that
expresses possible deterioration paths classified into πii , π i, i + 1 , 2.3 Hierarchical Bayesian Estimation
π ij and π iJ for the unit interval z.
sk k sk k sk 2.3.1 Bayesian Theorem and Model Parameters
π ii ( z :ε ) = exp( –λ̃i ε z ) (7)
Bayes’ theorem (Bayes and Price, 1763) was proposed
j j–1 sk around 250 years ago. Although most people know that it is
s k λ̃m sk k s
π ij( z k :ε ) = ∑ ∏ ----------------exp
sk sk
( –λ̃i ε z k ) used to calculate conditional probabilities, it is only recently
s = i m = i λ̃m – λ̃s
(8) that its widespread application was made possible by the
j sk sk k sk
s
= ∑ ψ ( λ̃ )exp ( –λ̃ ε z ) development of the MCMC method that solves the problems
ij i i
s=i on calculation of the normalizing constant, and the relationship
sk between the prior and posterior distribution. Many references
s s j–1 k λ̃m
where ψ ij ( λ̃i ) = Πm = i ----------------
s s
( i = 1 , … , J – 1 ; j = i + 1 , …, J ; k = 1 emphasize the benefits of Bayesian estimation for resolving
k k
λ̃m – λ̃s the problems of 1) insufficient data, 2) convergence to a
J
, …, K) . Following the precondition ∑ j = 1 πij = 1 , the π iJ are global maximum, and 3) complexity in numerical calculation
easily estimated by (Train, 2009). The HBM model has another advantage in that
sk k j–1 sk k its parameters can be obtained at one time without the
π iJ ( z :ε ) = 1 – ∑ s = i π ij ( z :ε ) (9)
stepwise processes, which is a remarkable benefit compared
Suppose a case in which the parameter εk is drawn from the with the conventional mixture hazard model applying the
gamma distribution by using Eq. (5). Here, the probability of MLE (Obama et al., 2008).
s s
deterioration paths π̃ ii( z ) , and π̃ ij( z ) is given by
k k
Bayes’ theorem deals with the relationship between the
prior and posterior distribution, or inverse probability. In
sk ∞ s k k k
π̃ ii(ij) ( z ) = ∫0 π ii(ij)( z :ε )G( ε :φ ) dε
k
(10) Bayesian statistics, the posterior distribution of parameter θ is
estimated by using the likelihood function, which is defined
sk
The probability π̃ ii( z ) indicates the average Markov transition by the prior distribution of parameters and observed data ξ.
s
probability for a unit interval z considering the probability that k
That is, π ( θ|ξ ) is proportional to likelihood L ( θ|ξ ) and prior
s
life expectancy at condition state i is longer than yi . Accordingly, k
distribution π(θ).
s
π̃ ij( z ) expresses a probability in which the condition changes
k

s π ( θ|ξ ) ∝ L ( θ|ξ )π ( θ ) (13)

from i to j ( j ≥ i + 2 ) during the interval z . k

In Eqs. (7)-(10), the multistate exponential hazard model with Since θ is a probabilistic variable and is subject to π ( θ ) , the
heterogeneity factor εk has been defined. However, it is impossible posterior probability density function π ( θ|ξ ) of unknown
to consider explanatory variables as it is. In order to solve the parameters θ is defined by the simplest form of Bayes’

Vol. 00, No. 0 / 000 0000 −3−

 Daeseok Han, Kiyoyuki Kaito, Kiyoshi Kobayashi, and Kazuya Aoki

theorem: π ( θ|ξ ) ∝ L ( θ|ξ )π ( θ ) , the posterior joint probability density function

L ( θ|ξ )π ( θ ) is given by
π ( θ|ξ ) = ------------------------------------ (14)
∫ ( θ|ξ )π ( θ ) dθ
L J–1 K
k
π ( θ|ξ ) ∝ L ( θ|ξ ) ∏ ∏ π ( βi)π ( ε :φ )π ( φ )
where L ( ξ ) = ∫ L ( θ|ξ )π ( θ ) dθ is the marginal probability, referred i = 1k = 1
to as the normalizing constant. Based on the above descriptions, Sk δ
sk

Bayesian procedures can be summarized into three steps: 1)

J –1 J
⎧ j m sk
K sk k s ⎫ ij
∝ ∏ ∏ ∏ ∏ ⎨ ∑ ψij ( θ̃i )exp ( –θ̃m ε z k ) ⎬
define the prior probability distribution π ( θ) , 2) define the i = 1 j = i k = 1 sk ⎩ m = i ⎭
(19)
likelihood function L ( θ|ξ ) by using newly obtained data ξ, and J–1
⎧ ⎫
⋅ ∏ exp ⎨ – 1
–1
3) modify the prior distribution π ( θ ) using Bayes’ rule, and --- ( βi – µ i)Σi ( βi – µ i)′ ⎬
⎩ 2 ⎭
update the posterior distribution π ( θ|ξ ) for parameters. That is, i=1

we can obtain unknown parameters θ as a posterior distribution φ

by a non-parametric approach.
First, the required parameters for this study are denoted as
θ = ( β, φ, ε ) , and the essential data is also denoted as
s
k s s
k s
ξ = ( δ , x , z ) for simplicity. Thus, the HBM model has to set
k k
another prior distribution for a hyper-parameter φ as distinguished
from the parameters of the model for the underlying analysis. It
is assumed to follow a gamma distribution at αγ = 1 and
2
αγ = 1 ⁄ φ , and then it calculates the conditional joint probability
density of each model parameter, respectively. This is the reason
why we use the term “hierarchical”. A basic form for θ is given
by
π ( θ ) = π ( β, φ, ε ) = π ( β )π ( ε:φ )π ( φ )
J –1 K
k (15)
= ∏ ∏ π ( βi )π ( ε :φ )π ( φ )
i = 1k = 1
2.3.2 Formulation of the Posterior Distribution
Recall that the posterior is the likelihood function times prior,
divided by the normalizing constant (see Eq. (14)). First, the
φ - ( ε k )φ – 1 exp ( –φεk )
⋅ ----------
Γ(φ )
2.3.3 Estimation of Joint Probability Density Function as
Posterior
In order to estimate the parameter θ = ( β, φ, ε ) , Eq. (19) needs
to be calculated. However, it is difficult to directly draw samples
from the posterior Joint Probability Density Function (JPDF).
For this reason, the Conditional Probability Density Function
(CPDF) was used for each parameter under the concept of Gibbs
sampling, which represents the MCMC method. However, the
Metropolis-Hastings (M-H) algorithm must be used because the
Gibbs sampling method is not suitable for directly drawing
samples from the posterior as it is. Therefore, the method for
obtaining the JPDF from the CPDF using a concept of the Gibbs
sampling algorithm needs to be examined. To conduct Gibbs
sampling, the JPDF of each parameter must be estimated by
using the hierarchical Markov hazard model. Suppose that the
unknown parameter vector subtracting βe ( i = 1, …, J – 1 ) from β
–e
i

is denoted by β . Similarly, subtracting εe ( k = 1, …, K ) from β

i

likelihood function that is subjected to θ = ( β1, …, βJ – 1, φ, ε1, …, εk ) –e

k

is denoted by ε . Based on Eq. (19), the CPDF of βe ,

k

should be defined. L ( θ|ξ ) is formulated as follows: –e

i

π ( βe |β , φ, ε, ξ ) , is given by
i
i

Sk s
J–1 J K δ ij
k
sk
sk sk
L ( θ|ξ ) = ∏ ∏ ∏ ∏ { π ij( z , x :β, φ, εk ) }
s s
⎧ skδij – δiei j m – 1 sk k sk ⎫δij
sk k k
J–1 J K
–ei
i = 1 j = i k = 1 sk π ( βei |β , φ, ε, ξ ) ∝ ∏ ∏ ∏ ∏ ⎨ θ̃ei ∑ ∏ –θ̃m ε z ⎬
s (16) e i = 1 j = ei k = 1 sk ⎩ m=i s=i ⎭
J–1 J K Sk
⎧ j m sk sk k s ⎫ ij
δ
k
(20)
= ∏ ∏ ∏ ∏ ⎨ ∑ ψij ( θ̃i )exp( –θ̃m ε z k ) ⎬ ⎧ 1 –1 ⎫
i = 1 j = i k = 1 sk ⎩ m = i ⎭ ⋅ exp⎨ – --- ( βei – µ ei )Σei ( βei – µ ei )′ ⎬
⎩ 2 ⎭
Next, the prior probability density function π ( θ ) for the sk
where δ ie is a dummy variable, which is 1 when the condition
unknown parameter θ = ( β, φ, ε ) should be defined. For the i
s
state of the inspection data h ( τ A ) = i of sample sk is equal to the k

parameter β, this study assumed that π ( β) follows the M-

prior condition state of the Gibbs sampling ei, and is 0 otherwise.
multidimensional normal distribution βi ∼ NM ( µ i, Σi ) to be derived
In the case of the CPDF for εe ,
as a function similar to the posterior probability density function, k

s
where µi is a vector of the expected value (average), and Σi is the Se
se ⎫δ ij
ek

⎧ j m sek
J–1 J se
π ( εek|β, φ, ε , ξ ) ∝ ∏ ∏ ∏ ⎨ ∑ ψij ⎛⎝ θ̃ ⎞⎠ exp ⎛⎝ –θ̃m εekz k⎞⎠ ⎬
–ek k
k
prior variance-covariance matrix that follows the M-multidi-
mensional normal distribution. In the case of ε k , the density i = 1 j = i se = 1 ⎩ m = i
k
⎭ (21)
function π ( εk ) follows the gamma distribution explained in Eq. ⋅ ( ε ek )
φ–1
exp ( –φεek )
(5). That is, it is drawn by the hierarchical process, π ( εk ) = π ( ε k :φ )
Based on the estimated β and ε, the CPDF of the hyper-
and π ( φ ) = h ( φ:α 0, γ 0 ) . That is,
parameter φ, π ( φ|β, ε, ξ ) , is formulated as follows:
k k
ε ∼ G ( α , γ ) = ε ∼ G ( φ, 1 ⁄ φ ) (17) K φ
φ ( k )φ – 1 exp ( –φεk ) ⋅ 1 φ
- φ 0 exp ⎛ –----0⎞ (22)
α –1
π ( φ|β, ε, ξ ) ∝ ∏ ----------
- ε -------------------
φ ∼ G ( α 0, γ0 ) (18) Γ ( φ ) α0 ⎝ γ0 ⎠
k=1 γ Γ (α ) 0 0

Following the above formulations with the relationship The CPDF for each parameter explained in Eqs. (20)-(22) is

−4− KSCE Journal of Civil Engineering

 Performance Evaluation of Advanced Pavement Materials by Bayesian Markov Mixture Hazard Model

used for the estimation of JPDF by using the Gibbs sampling. parametric approach, where θ(n) = ( β(n), φ(n), ε( n) ) . First, the samples
should be separated by two sequences, a burn-in period
2.3.4 Drawing Samples from Conditional Probability Den- ( n = 1, …, n ) and a sampling period ( n = n + 1, …, n ) , and then
sity Function (CPDF) only the sample parameters for estimation of the expected value
Since drawing samples from the CPDF explained in Eqs. (20)- and its diagnostic should be used. The parameter sample set from
(22) is impossible, the M-H algorithm was applied. More n + 1 to n is denoted as M. At this point, the joint probability
–e ( n – 1)
precisely, random work M-H is applied for π ( β(en) |β ,φ
(n – 1 )
, i
i
density function J ( θ ) of parameters θ is estimated by
( n – 1)
ε , ξ ) , while independent M-H is required for sampling from (n)
(n) (n) ( n – 1 ) –e ( n – 1) ( n ) ( n) ( n ) #( θ ≤ θ, n ∈ M )
π ( εe |β , φ
k
,ε k
, ξ ) and π ( φ |β , ε , ξ ) , where n ( n = 1, J ( θ ) = -------------------------------------------- (25)
n–n
…, n, n + 1, …, n ) indicates the number of iterations or samples.
The part of n ( n = 1, …, n ) means burn-in samples required to reach where the numerator # ( θ(n) ≤ θ, n ∈ M ) represents the sum of
convergence to a maximum, and the other part of n ( n + 1, …, n ) is samples satisfying θ(n) ≤ θ, n ∈ M . In addition, the expectation
used for parameter samples. In brief, each parameter of β, φ, ε vector ξ̃ ( θ ) and the variance-covariance matrix Σ̃( β) of the
is estimated by using the average of the parameter samples posterior distribution of parameter θi are expressed by the
n ( n + 1, … , n ) . following equations:
For further clarification, the M-H algorithm is briefly explained. ( n)
⎛ n θ(i n) n
θK θ ⎞ ′
The M-H algorithm, which was initially developed by Metropolis et ξ̃ ( θ) = ( ξ̃ ( θ1 ), …, ξ ( θKθ ))′ = ⎜ ∑ ---------- , …, ∑ ---------- ⎟ (26a)
al. (1953) and generated by Hastings (1970), uses an approximate ⎝n = n + 1n – n n = n+ 1
n – n⎠
distribution (proposal distribution or jumping distribution) for
⎛ 2 ⎞
sampling, and reduces differences from the target distributions. ⎜ σ̃ ( θ1) … σ̃ ( θ1θKθ ) ⎟
With a sufficiently large number of iterations, the Markov chain Σ̃( β ) = ⎜ M O M
⎟ (26b)
⎜ ⎟
continues its random work near convergence. In summary, the ⎜ 2 ⎟
⎝ σ̃ ( θ θ
Kθ 1 ) … σ̃ ( θ )
Kθ ⎠
M-H algorithm operates as follows: 1) define any initial value of
(n)
parameter vector θ (0), 2) draw a candidate value using θ̃ = (n ) 2
(n – 1) (n) 2 2
n
( θ k – ζ ( θk ) )
θ + ε ∼ N ( 0, σ ) , where ε describes a stride of the random σ̃ ( θK ) = θ ∑ --------------------------------
θ
-θ
(26c)
n = n+1
n–n
walks drawn from the normal distribution, 3) apply the updating rule
(n)
by comparing π ( θ̃ ) and π ( θ(n – 1 )) with the following conditions: ( n) (n)
n
[{ θ k – ζ̃( θ k ) } { θ s – ζ̃i ( θs ) } ]
(n) (n – 1) (n) (n)
θ̃ ( θK , θs ) =
θ θ ∑ -----------------------------------------------------------------------
θ θ θ θ
- (26d)
⎧ π ( θ̃ ) > π ( θ ), θ = θ̃ n = n+1
n–n
(n) ⎪
θ =⎨ ( n – 1 ) ⎧ R ≤ r,
(n)
θ = θ̃
(n) (23)
(n)
⎪ π ( θ̃ ) ≤ π ( θ ), ⎨ where θK = M ( J – 1 ) + K + 1 . The confidence interval at the
θ
α α
⎩ ⎩ otherwise, θ(n) = β(n – 1) 100 ( 1 – 2α ) % confidence level can be defined as θk < θk < θ k , θ
θ θ

using the sample order statistic given by

(n)
where r = π ( θ̃ ) ⁄ π ( θ(n – 1) ) , and R is a standard uniform from
(n ) ( n* )
R ∼ U [0, 1) , and 4) perform a sufficiently large number of α ⎧ #( θ k ≤ θ k , n ∈ M ) ⎫
θ k = arg max ⎨ -------------------------------------------------
θ e
- ≤ α⎬ (27a)
iterations from Step 2 to Step 5, until sequence θ( n) enters a e
⎩ n–n ⎭
stationary condition, and finally 5) cut burn-in samples and take
the average of sample parameters ( n + 1, …, n ) . Put simply, the (n) ( n** )
α ⎧ #( θ k ≥ θ k , n ∈ M ) ⎫
main issue of the M-H algorithm is calculating the probability of θ k = arg min ⎨ ---------------------------------------------------
e
e e
- ≤ α⎬ (27b)
⎩ n–n ⎭
move α = min ( r, 1 ) and accepting a candidate point with the
probability α. Hastings (1970) generated Metropolis’s algorithm
(n) The MCMC method does not include any procedures for
by using an arbitrary transition probability function q ( θ̃ |θ(n – 1) )
n–1 (n) checking whether the posteriors are attained from the stationary
= Prob ( θ → θ̃ ) , and setting the acceptance probability for a
condition (i.e., convergence). To solve this problem, many different
candidate point as (Koop et al., 2007):
statistical methods have been suggested, such as those by Gelman
(n) (n – 1) ⎛ π ( θ̃(n) |ξ )q ( θ̃ (n) |θ (n – 1 )) ⎞ and Rubin (1992), Geweke (1992), Raftery and Lewis (1992),
α ( θ̃ |θ ) = min ⎜ ------------------------------------------------------
( n – 1)
-, 1⎟ (24)
( n – 1) ( n ) Heidelberg and Welch (1983) and Zellner and Min (1995). Among
⎝ π ( θ̃ |ξ )q ( θ |θ̃ ) ⎠
others, this study adopted Geweke’s criteria, which is often used for
This is the Metropolis-Hastings algorithm. Assuming that the convergence diagnostics in MCMC simulations (Kaito et al., 2012;
(n) (n)
proposal distribution is symmetric, i.e., q ( θ̃ |θ ( n – 1) )= q ( θ (n – 1) |θ̃ ) , Kobayashi et al., 2012b) to avoid controversy over its reliability.
recovers the original Metropolis’s algorithm.
3. Post-evaluation of Pavement Materials
2.3.5 Expected Values of the Posteriors
In the MCMC method for the Bayesian estimation, the The road agency of the K-Network has empirically implemented
expected values of parameter π ( θ|ξ ) are obtained by a non- the new type materials and layer into the field for different

Vol. 00, No. 0 / 000 0000 −5−

 Daeseok Han, Kiyoyuki Kaito, Kiyoshi Kobayashi, and Kazuya Aoki
Table 1. Standards for Grouping oF Samples
Group-A Group-B
(Benchmark) (Materials & design)
SMA
PMA
Special type materials
1 group RRA
(Without grouping) PA
Conventional HMA
HMA
(Recycled aggregate 25% mixed)
Note: All data samples applied 50-mm thickness for overlay
reasons since 1990s. However, since it has not been clear
whether the performance is actually better, the agencies have
initiated a follow-up survey to test the actual performance and
variance in quantitative terms. This section presents the results of
the empirical studies conducted with the HBM model.
3.1 Application Data and Processing
As a performance-oriented asset management approach, the K-
Network introduced various pavement materials: SMA, PMA,
RRA, and PA with conventional HMA. These categories are
subjected to the heterogeneity factor εk for grouping information.
Table 1 summarizes the grouping information applied for the
post evaluation.
The dataset includes surface condition and maintenance records
covering 5 years (2002-2007) obtained from 150 special monitoring
sections. The sections are widely distributed to country, and have
a different traffic load level from ESAL (Equivalent Single Axle
Loads) 66 to ESAL 13,980 (Mean 2,072 and Stdev. 2,410). The
traffic volume by vehicle types was obtained from Traffic
Monitoring System (TMS) that collect AADT information from
the K-network. The pavement condition indices (crack rutting
and IRI) were inspected by an automated inspection car called
PES (Pavement Evaluation Surveyor). To get a precise crack
rate, this study corrected irrelevant factors (e.g., joints, manholes)
through visual screening.
Although this study secured time-series condition data of the
three indices, we selected only crack for analysis considering the
empirical aspects of the K-network. First, the IRI is not used for
maintenance criteria since it has not often been matched with real
pavement conditions in the field. Although the IRI index
indicates a deteriorated condition, it was difficult to decide on
proper maintenance work. It is still ambiguous to use the IRI for
practical maintenance criteria. In the case of rutting, from field
experiences rutting is considered to be a minor index in
maintenance because the deformation is not so serious. Former
research aimed at the K-network also supports the fact that
rutting has the longest life expectancy (Kobayashi et al., 2010;
Han et al., 2014). Therefore, this study focused on the crack
deterioration of the materials which is considered to be the most
important deterioration index in the K-network.
The dataset appears to be huge; however, the sample scale is
not nearly enough for analysis because the samples should be
divided into many groups. Moreover, abnormal conditions that
−6−
Table 2. Rating Standard for Markov Chain
State Crack (%) Description
After construction or overlay: Difficult to see by
1 0.0–0.5
visual inspection
Moderate A: The most usual condition of road
2 0.5–5.0
pavement
Moderate B: Drivers can sometimes feel or see
3 5.0–10.0
deterioration
Moderate C: Drivers can easily feel or see
4 10.0–15.0
deterioration
Maintenance criteria: Need for rehabilitation
5 Over 15.0
level of maintenance
are inspected under better conditions without any maintenance
action have hampered the acquisition of sufficient samples.
Above all, uncertainty in the pavement deterioration process is
the biggest obstacle. The insufficient sample scale often causes a
problem in convergence, or results in an unrealistic deterioration
process. This is the reason why the mixture hazard model with
Bayesian estimation was employed for this study.
Crack (%) is expressed with continuous numbers. The condition
index has to be converted into discrete numbers for application
of the Markov process. This study applied a 5-rating system
( i = 1, …, J = 5 ) for compatibility with previous research (Han
and Do, 2012; Kobayashi et al., 2010). The rating standards used
are listed in Table 2.
Lastly, only ESAL was applied as an explanatory variable. In
fact, pavement strength as characterized by the Structural Number
of Pavement (SNP) can also be an explanatory variable. However,
the equation for calculating SNP in the AASHTO manual
(AASHTO, 1993; Odoki and Kerali, 2000) was not suitable for
post-evaluation because the default model coefficient for the
surface layer (0.35) cannot be represented for all the pavement
materials. Although the pavement strength is unknown, the
differences can be reflected by the life expectancies with
heterogeneity factors in this study.
3.2 Comparison of Pavement Performance by Pavement
Materials
This section compares the performance of the pavement
materials by focusing on the crack deterioration. Main parameters of
the HBM model are βi = ( βi, 0, …, βJ – 1, M ) , ( i = 1, …, 5; M = 1 ) for
the benchmark process representing all sample groups, and
heterogeneity factors ε k = ( k = 1, …, 5 ) to define the deterioration
characteristic of each sample group with the hyper-parameter φ.
Besides, the traffic load (ESAL), which is the covariate µ, has an
effect on the deterioration speed.
The total number of iterations of MCMC sampling was 60,000
times. Among the samples, the first 30,000 were considered
burn-in samples to be excluded, and the last 30,000 samples
were used for the parameter samples. All simulations in this
study used these settings.
In Tables 3 and 4, the deterioration processes can be easily
compared by referring to the heterogeneity factors εk with the
KSCE Journal of Civil Engineering
 Performance Evaluation of Advanced Pavement Materials by Bayesian Markov Mixture Hazard Model

Table 3. Estimated Model Parameters

Parameters Average traffic load (x1)
Heterogeneity factor (εk)
Ratings (Geweke’s Z-score) (normalized by (0.1])
β0 β1 Benchmark SMA PMA RRA PA HMA Benchmark SMA PMA RRA PA HMA
0.876 1.24
1
(0.026) (-0.0002)
1.001
2 - a)
(0.009)
0.14 0.22 0.10 0.24 0.09 0.14 1.00 0.61 0.73 1.22 0.67 1.05
0.293 0.703
3
(0.103) (-0.194)
0.838
4 -
(-0.013)
Note: a) The [−] indicates insignificant variables due to inverted relationship

Table 4. Hazard Functions and Life Expectancies

k k 1
Hazard functions λ̃i = ( β0 + β1 x 1 ) εk Life expectancy LE i = -----k
Ratings λ̃i
Bench- Bench-
SMA PMA RRA PA HMA SMA PMA RRA PA HMA
mark mark
1 0.495 0.334 0.344 0.687 0.311 0.523 2.022 2.993 2.903 1.455 3.215 1.912
2 0.368 0.224 0.269 0.448 0.247 0.387 2.72 4.467 3.713 2.231 4.048 2.581
3 1.477 0.954 1.051 1.94 0.956 1.559 0.677 1.048 0.951 0.516 1.046 0.641
4 2.312 1.408 1.694 2.819 1.554 2.436 0.433 0.71 0.59 0.355 0.644 0.41
Total life expectancy (years) 5.851 9.219 8.157 4.556 8.953 5.546
6.598~ 5.622~ 3.347~ 5.958~ 3.992~
Interval at 90% significance level -
16.289 12.646 7.551 14.442 8.459

benchmark process (i.e., εk = 1 ) of all samples. In brief, a

Fig. 1. (a) Comparison of Deterioration Processes by Pavement
Material (at Local Mean xk), (b) Comparison of Normalized
Deterioration Processes by Pavement Material (at global
mean x )
sample group having εk > 1 means fast deterioration speed, while
k
ε < 1 indicates better performance than the benchmark process.
Taking into consideration the different levels of traffic load of
each group, the life expectancy LEk can be calculated. Estimation
results for LEk are compared in Fig. 1.
In Fig. 1(a) and 1(b), the deterioration processes of each rating
are compared. Differences between the figures are derived from
the applied explanatory variables, which are global mean x , or
local mean xk, respectively. Thus, Fig. 1(a) shows the current
deterioration trends of group k at the corresponding traffic load
level. However, the comparison must be made under the same
level of traffic load in order to draw normalized results (see Fig.
1(b)). The advanced pavement materials, SMA, PMA, and PA
exhibit better performance than the conventional HMA, The
order of pavement performance against cracks can be ranked as
“SMA > PA > PMA > HMA > RRA”.
Figure 2 compares the distribution of the heterogeneity factors
(εk drawn from parameter samples obtained from the MCMC.
The results are very clearly presented in Fig. 3, by comparing
their intervals of life expectancy at the 90% confidence level.
Even though the SMA, PMA and PA group have longer life
expectancy, there is also a greater variance. In fact, all the
materials have severe variance. The difference between min-max
life expectancies was more than 2~3 times. The variance of life
expectancies is important information for understanding the
deterioration characteristics of the materials, and shows why the
stochastic approach is indispensable.

Vol. 00, No. 0 / 000 0000 −7−

 Daeseok Han, Kiyoyuki Kaito, Kiyoshi Kobayashi, and Kazuya Aoki
Fig. 2. Distributions of Heterogeneity Factor εk
Fig. 3. Comparison of Intervals of Life Expectancies at 90% Confi-
dence Level (at global mean x )
4. Conclusions
To support the implementation of performance-oriented asset
management, this study conducted a post-evaluation of the use of
advanced pavement materials. Problems arising from insufficient
data due to short elapsed time and insufficient project sections
were partially mitigated by employing a Markov mixture hazard
model applying hierarchical Bayesian estimation.
Based on the post-evaluation with special monitoring data, the
superiority of the advanced pavement materials against cracking was
proven (except for RRA). Their superiority can be ranked in
the following order: “SMA > PA > PMA > HMA > RRA”.
However, the reason why Rut-resistant Asphalt (RRA) was
ranked lowest is not known, and needs to be investigated in
further research. Additional performance evaluations on the
rutting and IRI, and long-term life cycle cost analysis are
highly recommended.
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