Acceleration of uncertainty updating in the description of transport processes in heterogeneous materials

The prediction of thermo-mechanical behaviour of heterogeneous materials such as heat and moisture transport is strongly influenced by the uncertainty in parameters. Such materials occur e.g., in historic buildings, and the durability assessment of these therefore needs a reliable and probabilistic simulation of transport processes, which is related to the suitable identification of material parameters. In order to include expert knowledge as well as experimental results, one can employ an updating procedure such as Bayesian inference. The classical probabilistic setting of the identification process in Bayes’ form requires the solution of a stochastic forward problem via computationally expensive sampling techniques, which makes the method almost impractical.     

IPO estimation of heaviness of the distribution beyond regularly varying tails

Abstract

We introduce a completely novel method for estimation of the parameter which governs the tail behavior of the cumulative distribution function of the observed random variable. We call it Inverse Probabilities for p-Outside values (IPO) estimation method. We show that this approach is applicable for wider class of distributions than the one with regularly varying tails. We demonstrate that IPO method is a valuable competitor to regularly varying tails based estimation methods. Some of the properties of the estimators are derived. The results are illustrated by a convenient simulation study.     

参数未知的多变量设置调整问题研究

针对存在起始设置偏差过程参数未知的多变量过程,考虑不同质量特性对总体的质量损失影响不同,研究了在调整费用恒定下的统计过程调整问题.基于过程的状态空间方程模型,利用贝叶斯方法对过程的未知参数和设置偏差进行估计,结合过程的费用结构给出了过程的调整策略.通过仿真与其他的调整策略进行了对比分析,仿真结果表明,提出的调整策略能够更为有效地减少过程的质量损失.     

随机估计和VDR检验

众所周知统计推断有三种理论:普遍承认的Neyman理论(频率学派),Bayes推断和信仰推断(Fiducial)。Bayes推断基于后验分布,由先验分布和样本分布求得。信仰推断是基于信仰分布(Confidence Distribution,简称CD),直接利用样本求得。两者推断方式一致,都是用分布函数作推断,称为分布推断。从分析传统的参数估计、假设检验特性来看,经典统计推断也可以视为分布推断。通常将置信上限看做置信度的函数。其反函数,即置信度是置信上界的函数,恰是分布函数,该分布恰是近年来引起许多学者兴趣的CD。在本文中,基于随机化估计(其分布是一CD)的概率密度函数,提出VDR检验。常见正态分布期望或方差的检验,多元正态分布期望的Hoteling检验等是其特例。VDR(vertical density representation)检验适合于多元分布参数检验,实现了非正态的多元线性变换分布族的参数检验。VDR构造的参数的置信域有最小Lebesgue测度。     

基于两阶段思想处理拒绝推断的信用评分模型

本文首先从数据缺失机制的角度分析了信用评分模型的开发和应用中所存在的样本偏差问题,提出了可以用拒绝推断来处理此类问题;然后在曾经被应用于拒绝推断问题处理的Heckman两阶段模型的基础上,提出了用拟似然两阶段模型和广义偏线性模型这两种新的两阶段方法来处理信用评分模型中的拒绝推断问题。经过实证分析发现,应用这两种方法可以得到很理想的结果。另外根据本文的研究,人行征信这类外部数据是拒绝推断最有效的方法,如果此类数据缺乏,则用拟似然两阶段模型和广义偏线性模型是比较有效的拒绝推断方法。     

岩石可爆性神经网络研究

应用人工神经网络系统理论，采用机器学习的方法，建立了岩石的可爆性指数与岩体的爆炸漏斗体积Ｖ、大块率Ｋ＿１、平均合格率Ｋ＿２、小块率Ｋ＿３和波阻抗Ｚ之间的非线性映射关系，并将其用神经网络、网络连接权值矩阵和节点阈值向量分布式表达出来。对于新的岩石，网络采用并行推理的方法预报出其可爆性。实践表明，神经网络方法科学、具有较强的非线性动态处理的能力。     

Probabilistic Inference with Polymerizing Biochemical Circuits

Probabilistic inference—the process of estimating the values of unobserved variables in probabilistic models—has been used to describe various cognitive phenomena related to learning and memory. While the study of biological realizations of inference has focused on animal nervous systems, single-celled organisms also show complex and potentially “predictive” behaviors in changing environments. Yet, it is unclear how the biochemical machinery found in cells might perform inference. Here, we show how inference in a simple Markov model can be approximately realized, in real-time, using polymerizing biochemical circuits. Our approach relies on assembling linear polymers that record the history of environmental changes, where the polymerization process produces molecular complexes that reflect posterior probabilities. We discuss the implications of realizing inference using biochemistry, and the potential of polymerization as a form of biological information-processing.     

The Paradox of Time in Dynamic Causal Systems

Recent work has shown that people use temporal information including order, delay, and variability to infer causality between events. In this study, we build on this work by investigating the role of time in dynamic systems, where causes take continuous values and also continually influence their effects. Recent studies of learning in these systems explored short interactions in a setting with rapidly evolving dynamics and modeled people as relying on simpler, resource-limited strategies to grapple with the stream of information. A natural question that arises from such an account is whether interacting with systems that unfold more slowly might reduce the systematic errors that result from these strategies. Paradoxically, we find that slowing the task indeed reduced the frequency of one type of error, albeit at the cost of increasing the overall error rate. To explain these results we posit that human learners analyze continuous dynamics into discrete events and use the observed relationships between events to draw conclusions about causal structure. We formalize this intuition in terms of a novel Causal Event Abstraction model and show that this model indeed captures the observed pattern of errors. We comment on the implications these results have for causal cognition.