Imperfect repair in degradation processes: A Kijima‐type approach

We consider a Wiener process with linear drift for degradation modeling. Regularly, maintenance actions are carried out which produce a reduction of the degradation level. In this paper, we consider the influence of such maintenance actions to the further development of the degradation process and the resulting lifetime distribution. A connection between virtual age in Kijima‐type models and degradation level in the underlying degradation process is developed. Furthermore, estimators for the process parameters as well as for the degree of repair are developed.     

基于分组数据的Weibull分布的参数估计

介绍了一种对基于分组数据的Weibull分布进行参数估计的方法．所得估计具有良好的收敛性，同时模拟结果也表明这种方法的可行性．     

Estimating a survival function with incomplete cause-of-death data

We propose a random censorship model which permits uncertainty in the cause of death assessments for a subset of the subjects in a survival experiment. A nonparametric maximum likelihood approach and a “self-consistency” approach are considered. The solution sets corresponding to both approaches are found. They are infinite and identical. Only some of the solutions are consistent; i.e., the MLEs and self-consistent estimators are not consistent in general. Two estimates are thus proposed and their asymptotic properties are studied. It is shown that both estimates are strongly consistent and converge to Gaussian processes. The covariance structures of these Gaussian processes are derived.     

Estimating freeway traffic measures from mobile phone location data

The worldwide propagation of mobile phone and the rapid development of location technologies have provided the chance to monitor freeway traffic conditions without requiring extra infrastructure investment. Over the past decade, a number of research studies and operational tests have attempted to investigate the methods to estimate traffic measures using information from mobile phone. However, most of these works ignored the fact that each vehicle has more than one phone due to the rapid popularity of mobile phone. This paper considered the circumstance of multi-phones and proposed a relatively simplistic clustering technique to identify whether phones travel in the same vehicle. By using this technique, mobile phone data can be used to determine not only speed, but also vehicle counts by type, and therefore density. A complex simulation covering different traffic condition and location accuracy of mobile phone has been developed to evaluate the proposed approach. Simulation results indicate that location accuracy of mobile phone is a crucial factor to estimate accurate traffic measures in case of a given location frequency and the number of continuous location data. In addition, traffic demand and clustering method have a certain effect on the accuracy of traffic measures.     

Estimating an even spherical measure from its sine transform

To reconstruct an even Borel measure on the unit sphere from finitely many values of its sine transform a least square estimator is proposed. Applying results by Gardner, Kiderlen and Milanfar we estimate its rate of convergence and prove strong consistency. We close this paper by giving an estimator for the directional distribution of certain threedimensional stationary Poisson processes of convex cylinders which have applications in material science. When writing this paper the author was funded by the Marie-Curie Research Training Network “Phenomena in High-Dimensions” (MRTN-CT-2004-511953).     

Modified likelihood ratio test for homogeneity in normal mixtures with two samples

This paper investigates the modified likelihood ratio test（LRT） for homogeneity in normal mixtures of two samples with mixing proportions unknown. It is proved that the limit distribution of the modified likelihood ratio test is X^2（1）.     

Analysis of two-sample censored data using a semiparametric mixture model

In this article we study a semiparametric mixture model for the two-sample problem with right censored data. The model implies that the densities for the continuous outcomes are related by a parametric tilt but otherwise unspecified. It provides a useful alternative to the Cox （1972） proportional hazards model for the comparison of treatments based on right censored survival data. We propose an iterative algorithm for the semiparametric maximum likelihood estimates of the parametric and nonparametric components of the model. The performance of the proposed method is studied using simulation. We illustrate our method in an application to melanoma.     

Modified likelihood ratio test for homogeneity in bivariate normal mixtures with presence of a structural parameter

This paper investigates the asymptotic properties of the modified likelihood ratio statistic for testing homogeneity in bivariate normal mixture models with an unknown structural parameter. It is shown that the modified likelihood ratio statistic has χ22 null limiting distribution.     

Learning patient-specific parameters for a diffuse interface glioblastoma model from neuroimaging data

Parameters in mathematical models for glioblastoma multiforme (GBM) tumour growth are highly patient specific. Here, we aim to estimate parameters in a Cahn–Hilliard type diffuse interface model in an optimised way using model order reduction (MOR) based on proper orthogonal decomposition (POD). Based on snapshots derived from finite element simulations for the full-order model (FOM), we use POD for dimension reduction and solve the parameter estimation for the reduced-order model (ROM). Neuroimaging data are used to define the highly inhomogeneous diffusion tensors as well as to define a target functional in a patient-specific manner. The ROM heavily relies on the discrete empirical interpolation method, which has to be appropriately adapted in order to deal with the highly nonlinear and degenerate parabolic partial differential equations. A feature of the approach is that we iterate between full order solvers with new parameters to compute a POD basis function and sensitivity-based parameter estimation for the ROM problems. The algorithm is applied using neuroimaging data for two clinical test cases, and we can demonstrate that the reduced-order approach drastically decreases the computational effort.     

The inverse estimation of kinetic parameters of composite materials without using DSC data

Determining the kinetic parameters of a chemical model of the curing process in polymer composites plays an important role in the design of proper cure conditions. The employment of data obtained from the differential scanning calorimetry (DSC) is the main method to estimate the parameters. In this paper, the kinetic parameters are estimated utilizing an inverse heat transfer algorithm and the temperature obtained from a one-dimensional model of cure process without resorting to DSC. The six constants of the Kamal and Sourour model are estimated simultaneously for a composite material by using the Levenberg-Marquardt algorithm. The results of this study agree well with those obtained by experimental methods. Russian translation published in Mekhanika Kompozitnykh Materialov, Vol. 44, No. 4, pp. 547–558, July–August, 2008.     

Third-order asymptomic properties of a class of test statistics under a local alternative

Suppose that {X_i; I = 1, 2, …,} is a sequence of p-dimensional random vectors forming a stochastic process. Let p_n, θ(X_n), X_n ^np, be the probability density function of X_n = (X₁, …, X_n) depending on θ Θ, where Θ is an open set of ¹. We consider to test a simple hypothesis H : θ = θ₀ against the alternative A : θ ≠ θ₀. For this testing problem we introduce a class of tests , which contains the likelihood ratio, Wald, modified Wald, and Rao tests as special cases. Then we derive the third-order asymptotic expansion of the distribution of T under a sequence of local alternatives. Using this result we elucidate various third-order asymptotic properties of T (e.g., Bartlett's adjustments, third-order asymptotically most powerful properties). Our results are very general, and can be applied to the i.i.d. case, multivariate analysis, and time series analysis. Two concrete examples will be given. One is a Gaussian ARMA process (dependent case), and the other is a nonlinear regression model (non-identically distributed case).     

An optimal burn‐in policy based on a degradation model

Burn‐in tests help manufacturers detect defective items and remove them before being sold to customers. In a competitive marketplace, cost is a major consideration and not employing a burn‐in test may result in higher and needless expenses. With this in mind, we consider degradation‐based burn‐in tests in which the degradation path follows a Wiener process and weak items are identified when the process crosses a piecewise linear function. We also study linear functions as a special case of such a piecewise linear barrier. Within this setup, we apply a cost model to determine the optimal burn‐in test. Finally, we discuss an illustrative example using GaAs laser degradation data and present an optimal burn‐in test for it.     

基于混合患病兄弟对IBD数据的连锁分析

患病兄弟对(affected sib-pair,ASP)设计在遗传统计中有着广泛的应用,这种设计针对的是完全兄弟对(full-sib),而在实际问题中,被抽样的患病兄弟对中常会混有一定数目的半兄弟对(half-sib).论文对这种基于IBD信息的混有半兄弟对NASP(称为mixed affected sib-pair,...     

Weibull 分布基于恒加试验尺度参数估计

对 Weibull 分布场合恒加寿命试验的参数估计进行了讨论,在现有参数估计的基础上作了进一步改进,从而使改进后的参数估计更优.     

Efficiency comparison between mean and log-rank tests for recurrent event time data

Recurrent event time data are common in biomedical follow-up studies, in which a study subject may experience repeated occurrences of an event of interest. In this paper, we evaluate two popular nonparametric tests for recurrent event time data in terms of their relative efficiency. One is the log-rank test for classical survival data and the other a more recently developed nonparametric test based on comparing mean recurrent rates. We show analytically that, somewhat surprisingly, the log-rank test that only makes use of time to the first occurrence could be more efficient than the test for mean occurrence rates that makes use of all available recurrence times, provided that subject-to-subject variation of recurrence times is large. Explicit formula are derived for asymptotic relative efficiencies under the frailty model. The findings are demonstrated via extensive simulations. This work was supported by US National Science Foundation (Grant No. DMS-0504269)     

Maximum likelihood estimation for single server queues from waiting time data

Maximum likelihood estimators for the parameters of a GI/G/1 queue are derived based on the information on waiting times {W _t },t=1,...,n, ofn successive customers. The consistency and asymptotic normality of the estimators are established. A simulation study of the M/M/1 and M/E _k /1 queues is presented.     

Effciency comparison between mean and log-rank tests for recurrent event time data

Recurrent event time data are common in biomedical follow-up studies, in which a study subject may experience repeated occurrences of an event of interest. In this paper, we evaluate two popular nonparametric tests for recurrent event time data in terms of their relative effciency. One is the log-rank test for classical survival data and the other a more recently developed nonparametric test based on comparing mean recurrent rates. We show analytically that, somewhat surprisingly, the log-rank test that onl...     

Identification of temperature‐dependent thermophysical properties in a partial differential equation subject to extra final measurement data

We consider an inverse problem for estimating the two coefficient functions c and k in a parabolic type partial differential equation c(u)u_t = ?[k(u)u_x]/?x with the aid of the measurements of u at two different times. The first‐ and second‐order one‐step group preserving schemes are developed. Solving the resultant algebraic equations with a closed‐form, we can estimate the unknown temperature‐dependent thermal conductivity and heat capacity. The new methods possess threefold advantages: they do not require any a priori information on the functional forms of thermal conductivity and heat capacity; no initial guesses are required; and no iterations are required. Numerical examples are examined to show that the new approaches have high accuracy and efficiency, even there are rare measured data. When the measured temperatures are polluted by uniform or normal random noise, the estimated results are also good. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Data analysis for accelerated life tests via Weibull-gamma frailty regression models

In this article, we study data analysis methods for accelerated life test (ALT) with blocking. Unlike the previous assumption of normal distribution for random block effects, we advocate the use of Weibull regression model with gamma random effects for making statistical inference of ALT data. To estimate the unknown parameters in the proposed model, maximum likelihood estimation and Bayesian estimation methods are provided. We illustrate the proposed methods using real data examples and simulation examples. Numerical results suggest that distribution of random effects has minimal impact on the estimation of fixed effects in the Weibull regression models. Furthermore, to demonstrate the advantage of our proposed model, we also provide methods to compare ALT plans and thus identify the optimal ALT plans.     

Construction of kinetic models for metabolic reaction networks: Lessons learned in analysing short-term stimulus response data

Construction of dynamic models of large-scale metabolic networks is one of the central issues in the engineering of living cells. However, construction of such models is often hampered by a number of challenges, for example, data availability, compartmentalization and parameter identification coupled with design of in vivo perturbations. As a solution to the latter, short-term perturbation experiments are proposed and are proven to be a useful experimental method to obtain insights into the in vivo kinetic properties of the metabolic pathways.

The aim of this work is to construct a kinetic model using the available experimental data obtained by short-term perturbation experiments, where the steady state of a glucose-limited anaerobic chemostat culture of Saccharomyces cerevisiae was perturbed. In constructing the model, we first determined the steady-state flux distribution using the data before the glucose pulse and the known stoichiometry. For the rate expressions, we used approximative linlog kinetics, which allows the enzyme–metabolite kinetic interactions to be represented by an elasticity matrix. We performed a priori model reduction based on timescale analysis and parameter identifiability analysis allowing the information content of the experimental data to be assessed. The final values of the elasticities are estimated by fitting the model to the available short-term kinetic response data.

The final model consists of 16 metabolites and 14 reactions. With 25 parameters, the model adequately describes the short-term response of the cells to the glucose perturbation, pointing to the fact that the assumed kinetic interactions in the model are sufficient to account for the observed response.