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A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that combines conditional simulation techniques with nonparametric estimations of the trend and the variability. The nonparametric local linear estimator, considering a bandwidth matrix selected by a method that takes the spatial dependence into account, is used to estimate the trend. The variability is modeled estimating the conditional variance and the variogram from corrected residuals to avoid the biasses. The proposed method allows to obtain estimates of the conditional exceedance risk in non-observed spatial locations. The performance of the approach is analyzed by simulation and illustrated with the application to a real data set of precipitations in the USA.Supplementary materials accompanying this paper appear on-line. [ABSTRACT FROM AUTHOR]

The multi-state flow network (MSFN) serves as a fundamental framework for real-life network-structured systems and various applications. The system reliability of the MSFN, denoted as Rd, is defined as the probability of successfully transmitting at least d units of demand from a source to a terminal. Current analytical algorithms are characterized by their computational complexity, specifically falling into the NP-hard problem to evaluate exact system reliability. Moreover, existing analytical algorithms for calculating Rd are basically designed for predetermined values of d. This limitation hinders the ability of decision-makers to flexibly choose the most appropriate based on the specific characteristics of the given scenarios or applications. This means that these methods are incapable of simultaneously calculating system reliability for various demand levels. Therefore, this paper develops a simulation-based algorithm to estimate system reliability for all possible demand levels simultaneously such that we can eliminate the need to rely on repeat procedures for each specified d. An experimental investigation was carried out on a benchmark network and a practical network to validate the effectiveness and performance of the proposed algorithm. [ABSTRACT FROM AUTHOR]