Bayesian statistical process control for Phase I count type data

Count data, most often modeled by a Poisson distribution, are common in statistical process control. They are traditionally monitored by frequentist c or u charts, by cumulative sum and by exponentially weighted moving average charts. These charts all assume that the in‐control true mean is known, a common fiction that is addressed by gathering a large Phase I sample and using it to estimate the mean. “Self‐starting” proposals that ameliorate the need for a large Phase I sample have also appeared. All these methods are frequentist, ie, they allow only retrospective inference during Phase I, and they have no coherent way to incorporate less‐than‐perfect prior information about the in‐control mean. In this paper, we introduce a Bayesian procedure that can incorporate prior information, allow online inference, and should be particularly attractive for short‐run settings where large Phase I calibration exercises are impossible or unreasonable.     

Bayesian planning of step‐stress accelerated degradation tests under various optimality criteria

Step‐stress accelerated degradation testing (SSADT) has become a common approach to predicting lifetime for highly reliable products that are unlikely to fail in a reasonable time under use conditions or even elevated stress conditions. In literature, the planning of SSADT has been widely investigated for stochastic degradation processes, such as Wiener processes and gamma processes. In this paper, we model the optimal SSADT planning problem from a Bayesian perspective and optimize test plans by determining both stress levels and the allocation of inspections. Large‐sample approximation is used to derive the asymptotic Bayesian utility functions under 3 planning criteria. A revisited LED lamp example is presented to illustrate our method. The comparison with optimal plans from previous studies demonstrates the necessity of considering the stress levels and inspection allocations simultaneously.     

Statistical inference for coherent systems with Weibull distributed component lifetimes under complete and incomplete information

Point estimators for the parameters of the component lifetime distribution in coherent systems are evolved assuming to be independently and identically Weibull distributed component lifetimes. We study both complete and incomplete information under continuous monitoring of the essential component lifetimes. First, we prove that the maximum likelihood estimator (MLE) under complete information based on progressively Type‐II censored system lifetimes uniquely exists and we present two approaches to compute the estimates. Furthermore, we consider an ad hoc estimator, a max‐probability plan estimator and the MLE for the parameters under incomplete information. In order to compute the MLEs, we consider a direct maximization of the likelihood and an EM‐algorithm–type approach, respectively. In all cases, we illustrate the results by simulations of the five‐component bridge system and the 10‐component parallel system, respectively.     

Degradation modeling of 2 fatigue‐crack growth characteristics based on inverse Gaussian processes: A case study

Most modern products that are highly reliable are complex in their inner and outer structures. This situation indicates quality characterization by the interaction of multiple performance characteristics, which motivates the utilization of robust reliability models to obtain robust estimates. It is paramount to obtaining substantial information about a product's life cycle; therefore, when multiple performance characteristics are dependent, it is important to find models that address the joint distribution of performance degradation of such. In this paper, a reliability model for products with 2 fatigue‐crack growth characteristics related to 2 degradation processes is developed. The proposed model considers the dependence among degradation processes by using copula functions considering the marginal degradation processes as inverse Gaussian processes. The statistical inference is performed by using a Bayesian approach to estimate the parameters of the joint bivariate model. A time‐scale transformation is considered to assure monotone paths of the degradation trajectories. The comparison results of the reliability analysis, under both dependent and independent assumptions, are reported with the implementation of the proposed modeling in a case study, which consists of the crack propagation data of 2 terminals of an electronic device.     

Research on Flood Loss Distribution and Catastrophe Bond Pricing Based on Bayesian Inference

Taking flood catastrophe risk in China as the research background, aiming at the characteristics of flood loss ``low frequency and high loss', Bayesian inference method is used to fit the loss distribution, and Bayesian inference is used to obtain the loss frequency distribution and loss quota distribution of flood in China. On this basis, Monte Carlo simulation method is used to calculate the probability distribution of annual flood loss in China under different trigger conditions, and then CAPM is used to study the pricing of flood catastrophe bonds in China. It is concluded that under different trigger conditions, as the trigger value increases gradually, the corresponding trigger is triggered. Comparing the three types of bonds, it can be found that the price of bonds decreases with the decrease of principal guarantee ratio and the increase of principal loss ratio, that is, the investment risk is directly proportional to the return, which provides reference for issuing flood catastrophe bonds in China.     

玉米叶片重金属铅含量的SVD-ANFIS高光谱预测模型

重金属污染农作物后可通过食物链进入人体从而严重危害身体健康。如何快速准确地监测农作物中重金属含量已成为当今生态与粮食安全等领域的重要研究内容。常规的生化监测方法存在操作繁琐、过程长、具有破坏性等缺点,而高光谱遥感具有光谱分辨率高、信息量大、生化反演能力强、方便快捷、对监测对象无损伤等优势,因此利用高光谱遥感技术监测农作物中重金属含量已成为遥感领域的热点研究之一。以不同浓度Pb(NO₃)₂溶液胁迫下盆栽玉米植株为研究对象,基于不同铅离子(Pb2+)胁迫梯度下玉米叶片的反射光谱及其中Pb2+含量的测定数据,结合奇异值分解(SVD)理论和自适应模糊神经网络推理系统(ANFIS)结构,建立了一种Pb2+含量预测的SVD-ANFIS模型。首先对各胁迫梯度下玉米的老叶(O)、中叶(M)、新叶(N)三种叶片的反射光谱数据进行SVD处理,获取原始光谱信息的奇异值;然后选择O,M和N叶片对应的奇异值来寻求ANFIS结构的最佳输入组合,最终选定O-M（双输入）组合作为ANFIS结构的输入量,通过训练和学习获得最优模糊规则库后,ANFIS结构的输出量即为叶片中Pb2+含量,从而实现了SVD-ANFIS模型的预测性能。研究结果表明,该模型的输出误差值较小,精度较高,在模糊训练过程中隶属函数选为钟型函数时预测效果最佳。利用多参数的反向传播(BP)神经网络预测模型对SVD-ANFIS模型的预测优越性进行验证时,得到BP模型和SVD-ANFIS模型的决定系数(R2)分别为0.977 6和0.988 7,均方根误差(RMSE)分别为2.455 9和0.601 3,可见SVD-ANFIS模型的拟合度更高,预测效果更好。同时选取不同年份的Pb污染玉米叶片等光谱数据对SVD-ANFIS模型进行可行性检验,其R2和RMSE分别为0.986 4和0.887 4,说明SVD-ANFIS模型能较好的用于玉米叶片中Pb2+含量预测且具有较高的鲁棒性,可作为预测玉米叶片中重金属含量的一种方法。     

Bayes in the sky: Bayesian inference and model selection in cosmology

The application of Bayesian methods in cosmology and astrophysics has flourished over the past decade, spurred by data sets of increasing size and complexity. In many respects, Bayesian methods have proven to be vastly superior to more traditional statistical tools, offering the advantage of higher efficiency and of a consistent conceptual basis for dealing with the problem of induction in the presence of uncertainty. This trend is likely to continue in the future, when the way we collect, manipulate and analyse observations and compare them with theoretical models will assume an even more central role in cosmology.

This review is an introduction to Bayesian methods in cosmology and astrophysics and recent results in the field. I first present Bayesian probability theory and its conceptual underpinnings, Bayes' Theorem and the role of priors. I discuss the problem of parameter inference and its general solution, along with numerical techniques such as Monte Carlo Markov Chain methods. I then review the theory and application of Bayesian model comparison, discussing the notions of Bayesian evidence and effective model complexity, and how to compute and interpret those quantities. Recent developments in cosmological parameter extraction and Bayesian cosmological model building are summarised, highlighting the challenges that lie ahead.     

Modal Aggregation and the Theory of Paraconsistent Filters

This paper articulates the structure of a two species of weakly aggregative necessity in a common idiom, neighbourhood semantics, using the notion of a k-filter of propositions. A k-filter on a non-empty set I is a collection of subsets of I which (i) contains I, (ii) is closed under supersets on I, and (iii) contains ∪{X_i ≤ X_j : 0 ≤ i < j ≤ k} whenever it contains the subsets X₀,…, X_k. The mathematical content of the proof that weakly aggregative modal logic is complete relative to k-ary frame theory, the standard semantic idiom for weakly aggregative modal logic (see [1]) is presented in language-independent terms as a representation theorem for k-filters: every non-trivial k-filter is included in the union of ≤ k non-trivial filters. The elementary theory of k-filters is developed and then applied in the form of an ultrafilter extension result for k-ary frame theory. Mathematics Subject Classification: 03B45.     

Semiparametric random coefficient regression models

Linear regression models with random coefficients express the idea that each individual sampled may have a different linear response function. Technically speaking, random coefficient regression encompasses a rich variety of submodels. These include deconvolution or affine-mixture models as well as certain classical linear regression models that have heteroscedastic errors, or errors-in-variables, or random effects. This paper studies minimum distance estimates for the coefficient distributions in a general, semiparametric, random coefficient regression model. The analysis yields goodness-of-fit tests for the semiparametric model, prediction regions for future responses, and confidence regions for the distribution of the random coefficients.This research was supported in part by NSF Grant DMS 9001710.     

Stochastic Programming with Equilibrium Constraints

In this paper, we discuss here-and-now type stochastic programs with equilibrium constraints. We give a general formulation of such problems and study their basic properties such as measurability and continuity of the corresponding integrand functions. We discuss also the consistency and rate of convergence of sample average approximations of such stochastic problems