Coptis chinensis(Huanglian) is a commonly used traditional Chinese medicine(TCM) herb and alkaloids are the most important chemical constituents in it. In the present study, an isocratic reverse phase high performance...Coptis chinensis(Huanglian) is a commonly used traditional Chinese medicine(TCM) herb and alkaloids are the most important chemical constituents in it. In the present study, an isocratic reverse phase high performance liquid chromatography(RP-HPLC) method allowing the separation of six alkaloids in Huanglian was for the first time developed under the quality by design(Qb D) principles. First, five chromatographic parameters were identified to construct a Plackett-Burman experimental design. The critical resolution, analysis time, and peak width were responses modeled by multivariate linear regression. The results showed that the percentage of acetonitrile, concentration of sodium dodecyl sulfate, and concentration of potassium phosphate monobasic were statistically significant parameters(P < 0.05). Then, the Box-Behnken experimental design was applied to further evaluate the interactions between the three parameters on selected responses. Full quadratic models were built and used to establish the analytical design space. Moreover, the reliability of design space was estimated by the Bayesian posterior predictive distribution. The optimal separation was predicted at 40% acetonitrile, 1.7 g·m L-1of sodium dodecyl sulfate and 0.03 mol·m L-1 of potassium phosphate monobasic. Finally, the accuracy profile methodology was used to validate the established HPLC method. The results demonstrated that the Qb D concept could be efficiently used to develop a robust RP-HPLC analytical method for Huanglian.展开更多
In order to accurately predict and control the aging process of dams, new information should be collected continuously to renew the quantitative evaluation of dam safety levels. Owing to the complex structural charact...In order to accurately predict and control the aging process of dams, new information should be collected continuously to renew the quantitative evaluation of dam safety levels. Owing to the complex structural characteristics of dams, it is quite difficult to predict the time-varying factors affecting their safety levels. It is not feasible to employ dynamic reliability indices to evaluate the actual safety levels of dams. Based on the relevant regulations for dam safety classification in China, a dynamic probability description of dam safety levels was developed. Using the Bayesian approach and effective information mining, as well as real-time information, this study achieved more rational evaluation and prediction of dam safety levels. With the Bayesian expression of discrete stochastic variables, the a priori probabilities of the dam safety levels determined by experts were combined wfth the likelihood probability of the real-time check information, and the probability information for the evaluation of dam safety levels was renewed. The probability index was then applied to dam rehabilitation decision-making. This method helps reduce the difficulty and uncertainty of the evaluation of dam safety levels and complies with the current safe decision-making regulations for dams in China. It also enhances the application of current risk analysis methods for dam safety levels.展开更多
Soil-water characteristic curve (SWCC) is significant to estimate the site-specific unsaturated soil properties (such as unsaturated shear strength and coefficient of permeability) for geotechnical analyses involving ...Soil-water characteristic curve (SWCC) is significant to estimate the site-specific unsaturated soil properties (such as unsaturated shear strength and coefficient of permeability) for geotechnical analyses involving unsaturated soils. Determining SWCC can be achieved by fitting data points obtained according to the prescribed experimental scheme, which is specified by the number of measuring points and their corresponding values of the control variable. The number of measuring points is limited since direct measurement of SWCC is often costly and time-consuming. Based on the limited number of measuring points, the estimated SWCC is unavoidably associated with uncertainties, which depends on measurement data obtained from the prescribed experimental scheme. Therefore, it is essential to plan the experimental scheme so as to reduce the uncertainty in the estimated SWCC. This study presented a Bayesian approach, called OBEDO, for probabilistic experimental design optimization of measuring SWCC based on the prior knowledge and information of testing apparatus. The uncertainty in estimated SWCC is quantified and the optimal experimental scheme with the maximum expected utility is determined by Subset Simulation optimization (SSO) in candidate experimental scheme space. The proposed approach is illustrated using an experimental design example given prior knowledge and the information of testing apparatus and is verified based on a set of real loess SWCC data, which were used to generate random experimental schemes to mimic the arbitrary arrangement of measuring points during SWCC testing in practice. Results show that the arbitrary arrangement of measuring points of SWCC testing is hardly superior to the optimal scheme obtained from OBEDO in terms of the expected utility. The proposed OBEDO approach provides a rational tool to optimize the arrangement of measuring points of SWCC test so as to obtain SWCC measurement data with relatively high expected utility for uncertainty reduction.展开更多
Hydrocracking is a catalytic reaction process in the petroleum refineries for converting the higher boiling temperature residue of crude oil into a lighter fraction of hydrocarbons such as gasoline and diesel. In this...Hydrocracking is a catalytic reaction process in the petroleum refineries for converting the higher boiling temperature residue of crude oil into a lighter fraction of hydrocarbons such as gasoline and diesel. In this study, a modified continuous lumping kinetic approach is applied to model the hydro-cracking of vacuum gas oil. The model is modified to take into consideration the reactor temperature on the reaction yield distribution. The model is calibrated by maximizing the likelihood function between the modeled and measured data at four different reactor temperatures. Bayesian approach parameter estimation is also applied to obtain the confidence interval of model parameters by considering the uncertainty associated with the measured errors and the model structural errors. Then Monte Carlo simulation is applied to the posterior range of the model parameters to obtain the 95% confidence interval of the model outputs for each individual fraction of the hydrocracking products. A good agreement is observed between the output of the calibrated model and the measured data points. The Bayesian approach based on the Markov Chain Monte Carlo simulation is shown to be efficient to quantify the uncertainty associated with the parameter values of the continuous lumping model.展开更多
Left-turn movements at signalized intersections pose significant safety risks to drivers and raise efficiency concerns for traffic operations in urban networks.Restricting left-turn movements at selected locations has...Left-turn movements at signalized intersections pose significant safety risks to drivers and raise efficiency concerns for traffic operations in urban networks.Restricting left-turn movements at selected locations has been shown to be effective at improving operational efficiency and mitigating safety concerns.However,determining optimal locations to restrict left-turns is a complex combinatorial optimization problem that is compounded by the lack of analytical forms for the objective function and constraints,as well as poten-tial interdependencies among the decision variables.Following the common solution para-digm for this type of optimization problems,this paper presents a novel Bayesian approach that utilizes dictionary-based embeddings,and is tailored for high-dimensional combina-torial(or even mixed)spaces.Simulation studies conducted using the Aimsun software under perfect or imperfect grid networks demonstrate that the presented method can con-sistently find promising left-turn restriction configurations that outperform the all-or-nothing strategies(to restrict all or none left-turn movements at all intersections),as well as the population based incremental learning algorithm.In addition,the presented method often does so with less simulation cost,thus showcasing its potential for efficient solution of more general traffic optimization problems.展开更多
The state-of-the-art technology in the field of vehicle automation will lead to a mixed traffic environment in the coming years,where connected and automated vehicles have to interact with human-driven vehicles.In thi...The state-of-the-art technology in the field of vehicle automation will lead to a mixed traffic environment in the coming years,where connected and automated vehicles have to interact with human-driven vehicles.In this context,it is necessary to have intention prediction models with the capability of forecasting how the traffic scenario is going to evolve with respect to the physical state of vehicles,the possible maneuvers and the interactions between traffic participants within the seconds to come.This article presents a Bayesian approach for vehicle intention forecasting,utilizing a game-theoretic framework in the form of a Mixed Strategy Nash Equilibrium(MSNE)as a prior estimate to model the reciprocal influence between traffic participants.The likelihood is then computed based on the Kullback-Leibler divergence.The game is modeled as a static nonzero-sum polymatrix game with individual preferences,a well known strategic game.Finding the MSNE for these games is in the PPAD∩PLS complexity class,with polynomial-time tractability.The approach shows good results in simulations in the long term horizon(10s),with its computational complexity allowing for online applications.展开更多
The performance of adaptive array beamform-ing algorithms substantially degrades in practice because of a slight mismatch between actual and presumed array res-ponses to the desired signal.A novel robust adaptive beam...The performance of adaptive array beamform-ing algorithms substantially degrades in practice because of a slight mismatch between actual and presumed array res-ponses to the desired signal.A novel robust adaptive beam-forming algorithm based on Bayesian approach is therefore proposed.The algorithm responds to the current envi-ronment by estimating the direction of arrival(DOA)of the actual signal from observations.Computational com-plexity of the proposed algorithm can thus be reduced com-pared with other algorithms since the recursive method is used to obtain inverse matrix.In addition,it has strong robustness to the uncertainty of actual signal DOA and makes the mean output array signal-to-interference-plus-noise ratio(SINR)consistently approach the optimum.Simulation results show that the proposed algorithm is bet-ter in performance than conventional adaptive beamform-ing algorithms.展开更多
Abundant test data are required in assessment of weapon performance. When weapon test data are insufficient, Bayesian analyses in small sample circumstance should be considered and the test data should be provided by ...Abundant test data are required in assessment of weapon performance. When weapon test data are insufficient, Bayesian analyses in small sample circumstance should be considered and the test data should be provided by simulations. The several Bayesian approaches are discussed and some limitations are founded. An improvement is put forward after limitations of Bayesian approaches available are analyzed and the improved approach is applied to assessment of some new weapon performance.展开更多
输入信号的方向向量出现偏差时,最小均方误差算法会出现收敛速度慢、输出性能下降、不稳定等问题.本文针对这些问题,对传统LMS(least mean squares)算法进行了改进,提出了基于Bayesian方法的鲁棒约束LMS算法.该算法利用信号的先验信息...输入信号的方向向量出现偏差时,最小均方误差算法会出现收敛速度慢、输出性能下降、不稳定等问题.本文针对这些问题,对传统LMS(least mean squares)算法进行了改进,提出了基于Bayesian方法的鲁棒约束LMS算法.该算法利用信号的先验信息对实际信号方向向量进行估计,有效地抑制了方向向量偏差的影响,并提高了系统的鲁棒性.阵列输出的信干噪比得到了改善,更加接近最优值.仿真实验验证了该算法的有效性和可行性.展开更多
New armament systems are subjected to the method for dealing with multi-stage system reliability-growth statistical problems of diverse population in order to improve reliability before starting mass production. Aimin...New armament systems are subjected to the method for dealing with multi-stage system reliability-growth statistical problems of diverse population in order to improve reliability before starting mass production. Aiming at the test process which is high expense and small sample-size in the development of complex system, the specific methods are studied on how to process the statistical information of Bayesian reliability growth regarding diverse populations. Firstly, according to the characteristics of reliability growth during product development, the Bayesian method is used to integrate the testing information of multi-stage and the order relations of distribution parameters. And then a Gamma-Beta prior distribution is proposed based on non-homogeneous Poisson process（NHPP） corresponding to the reliability growth process. The posterior distribution of reliability parameters is obtained regarding different stages of product, and the reliability parameters are evaluated based on the posterior distribution. Finally, Bayesian approach proposed in this paper for multi-stage reliability growth test is applied to the test process which is small sample-size in the astronautics filed. The results of a numerical example show that the presented model can make use of the diverse information synthetically, and pave the way for the application of the Bayesian model for multi-stage reliability growth test evaluation with small sample-size. The method is useful for evaluating multi-stage system reliability and making reliability growth plan rationally.展开更多
This study proposed a new analytical approach to identify the excessive comovement of two markets as contagion.This goal is achieved by linking latent-factor and single-equation error correction models and evaluating ...This study proposed a new analytical approach to identify the excessive comovement of two markets as contagion.This goal is achieved by linking latent-factor and single-equation error correction models and evaluating the breaks in the short-and long-term relationships and correlatedness in the linked model.The results demonstrated that a short-term relationship representing the market speed ratio between two markets plays a key role in contagion dynamics.When a long-term relationship or correlatedness is broken(comovement change)due to a break in the short-term relationship(market speed ratio),contagion is highly likely and should be formally declared.Bayesian posterior probabilities were calculated to determine the cause.Furthermore,this study applied this analytical Bayesian approach to empirically test the contagion effects of the U.S.stock market during the global financial crisis between 2007 and 2009 using 22 developed equity markets.展开更多
A Bayesian method for estimating human error probability（HEP） is presented.The main idea of the method is incorporating human performance data into the HEP estimation process.By integrating human performance data an...A Bayesian method for estimating human error probability（HEP） is presented.The main idea of the method is incorporating human performance data into the HEP estimation process.By integrating human performance data and prior information about human performance together,a more accurate and specific HEP estimation can be achieved.For the time-unrelated task without rigorous time restriction,the HEP estimated by the common-used human reliability analysis（HRA） methods or expert judgments is collected as the source of prior information.And for the time-related task with rigorous time restriction,the human error is expressed as non-response making.Therefore,HEP is the time curve of non-response probability（NRP）.The prior information is collected from system safety and reliability specifications or by expert judgments.The（joint） posterior distribution of HEP or NRP-related parameter（s） is constructed after prior information has been collected.Based on the posterior distribution,the point or interval estimation of HEP/NRP is obtained.Two illustrative examples are introduced to demonstrate the practicality of the aforementioned approach.展开更多
基金supported by National Natural Science Foundation of China(No.81403112)Beijing Natural Science Foundation(No.7154217)+1 种基金Scientific Research Program of Beijing University of Chinese Medicine(No.2015-JYB-XS104)Special Program for Beijing Key Laboratory of Chinese Medicine Manufacturing Process Control and Quality Evaluation(No.Z151100001615065)
文摘Coptis chinensis(Huanglian) is a commonly used traditional Chinese medicine(TCM) herb and alkaloids are the most important chemical constituents in it. In the present study, an isocratic reverse phase high performance liquid chromatography(RP-HPLC) method allowing the separation of six alkaloids in Huanglian was for the first time developed under the quality by design(Qb D) principles. First, five chromatographic parameters were identified to construct a Plackett-Burman experimental design. The critical resolution, analysis time, and peak width were responses modeled by multivariate linear regression. The results showed that the percentage of acetonitrile, concentration of sodium dodecyl sulfate, and concentration of potassium phosphate monobasic were statistically significant parameters(P < 0.05). Then, the Box-Behnken experimental design was applied to further evaluate the interactions between the three parameters on selected responses. Full quadratic models were built and used to establish the analytical design space. Moreover, the reliability of design space was estimated by the Bayesian posterior predictive distribution. The optimal separation was predicted at 40% acetonitrile, 1.7 g·m L-1of sodium dodecyl sulfate and 0.03 mol·m L-1 of potassium phosphate monobasic. Finally, the accuracy profile methodology was used to validate the established HPLC method. The results demonstrated that the Qb D concept could be efficiently used to develop a robust RP-HPLC analytical method for Huanglian.
基金supported by the National Science and Technology Support Program of China (Program for the Eleventh Five-Year Plan, Grant No. 2006BAC14B03 and 2006BAC05B03)the National Natural Science Foundation of China (Grant No. 50679043)
文摘In order to accurately predict and control the aging process of dams, new information should be collected continuously to renew the quantitative evaluation of dam safety levels. Owing to the complex structural characteristics of dams, it is quite difficult to predict the time-varying factors affecting their safety levels. It is not feasible to employ dynamic reliability indices to evaluate the actual safety levels of dams. Based on the relevant regulations for dam safety classification in China, a dynamic probability description of dam safety levels was developed. Using the Bayesian approach and effective information mining, as well as real-time information, this study achieved more rational evaluation and prediction of dam safety levels. With the Bayesian expression of discrete stochastic variables, the a priori probabilities of the dam safety levels determined by experts were combined wfth the likelihood probability of the real-time check information, and the probability information for the evaluation of dam safety levels was renewed. The probability index was then applied to dam rehabilitation decision-making. This method helps reduce the difficulty and uncertainty of the evaluation of dam safety levels and complies with the current safe decision-making regulations for dams in China. It also enhances the application of current risk analysis methods for dam safety levels.
文摘Soil-water characteristic curve (SWCC) is significant to estimate the site-specific unsaturated soil properties (such as unsaturated shear strength and coefficient of permeability) for geotechnical analyses involving unsaturated soils. Determining SWCC can be achieved by fitting data points obtained according to the prescribed experimental scheme, which is specified by the number of measuring points and their corresponding values of the control variable. The number of measuring points is limited since direct measurement of SWCC is often costly and time-consuming. Based on the limited number of measuring points, the estimated SWCC is unavoidably associated with uncertainties, which depends on measurement data obtained from the prescribed experimental scheme. Therefore, it is essential to plan the experimental scheme so as to reduce the uncertainty in the estimated SWCC. This study presented a Bayesian approach, called OBEDO, for probabilistic experimental design optimization of measuring SWCC based on the prior knowledge and information of testing apparatus. The uncertainty in estimated SWCC is quantified and the optimal experimental scheme with the maximum expected utility is determined by Subset Simulation optimization (SSO) in candidate experimental scheme space. The proposed approach is illustrated using an experimental design example given prior knowledge and the information of testing apparatus and is verified based on a set of real loess SWCC data, which were used to generate random experimental schemes to mimic the arbitrary arrangement of measuring points during SWCC testing in practice. Results show that the arbitrary arrangement of measuring points of SWCC testing is hardly superior to the optimal scheme obtained from OBEDO in terms of the expected utility. The proposed OBEDO approach provides a rational tool to optimize the arrangement of measuring points of SWCC test so as to obtain SWCC measurement data with relatively high expected utility for uncertainty reduction.
文摘Hydrocracking is a catalytic reaction process in the petroleum refineries for converting the higher boiling temperature residue of crude oil into a lighter fraction of hydrocarbons such as gasoline and diesel. In this study, a modified continuous lumping kinetic approach is applied to model the hydro-cracking of vacuum gas oil. The model is modified to take into consideration the reactor temperature on the reaction yield distribution. The model is calibrated by maximizing the likelihood function between the modeled and measured data at four different reactor temperatures. Bayesian approach parameter estimation is also applied to obtain the confidence interval of model parameters by considering the uncertainty associated with the measured errors and the model structural errors. Then Monte Carlo simulation is applied to the posterior range of the model parameters to obtain the 95% confidence interval of the model outputs for each individual fraction of the hydrocracking products. A good agreement is observed between the output of the calibrated model and the measured data points. The Bayesian approach based on the Markov Chain Monte Carlo simulation is shown to be efficient to quantify the uncertainty associated with the parameter values of the continuous lumping model.
文摘Left-turn movements at signalized intersections pose significant safety risks to drivers and raise efficiency concerns for traffic operations in urban networks.Restricting left-turn movements at selected locations has been shown to be effective at improving operational efficiency and mitigating safety concerns.However,determining optimal locations to restrict left-turns is a complex combinatorial optimization problem that is compounded by the lack of analytical forms for the objective function and constraints,as well as poten-tial interdependencies among the decision variables.Following the common solution para-digm for this type of optimization problems,this paper presents a novel Bayesian approach that utilizes dictionary-based embeddings,and is tailored for high-dimensional combina-torial(or even mixed)spaces.Simulation studies conducted using the Aimsun software under perfect or imperfect grid networks demonstrate that the presented method can con-sistently find promising left-turn restriction configurations that outperform the all-or-nothing strategies(to restrict all or none left-turn movements at all intersections),as well as the population based incremental learning algorithm.In addition,the presented method often does so with less simulation cost,thus showcasing its potential for efficient solution of more general traffic optimization problems.
文摘The state-of-the-art technology in the field of vehicle automation will lead to a mixed traffic environment in the coming years,where connected and automated vehicles have to interact with human-driven vehicles.In this context,it is necessary to have intention prediction models with the capability of forecasting how the traffic scenario is going to evolve with respect to the physical state of vehicles,the possible maneuvers and the interactions between traffic participants within the seconds to come.This article presents a Bayesian approach for vehicle intention forecasting,utilizing a game-theoretic framework in the form of a Mixed Strategy Nash Equilibrium(MSNE)as a prior estimate to model the reciprocal influence between traffic participants.The likelihood is then computed based on the Kullback-Leibler divergence.The game is modeled as a static nonzero-sum polymatrix game with individual preferences,a well known strategic game.Finding the MSNE for these games is in the PPAD∩PLS complexity class,with polynomial-time tractability.The approach shows good results in simulations in the long term horizon(10s),with its computational complexity allowing for online applications.
基金was supported by the Specialized Research Fund for the Doctoral Program of Higher Education(No.20050145019)Directive Plan of Science Research from the Bureau of Education of Hebei Province(No.Z 2004103).
文摘The performance of adaptive array beamform-ing algorithms substantially degrades in practice because of a slight mismatch between actual and presumed array res-ponses to the desired signal.A novel robust adaptive beam-forming algorithm based on Bayesian approach is therefore proposed.The algorithm responds to the current envi-ronment by estimating the direction of arrival(DOA)of the actual signal from observations.Computational com-plexity of the proposed algorithm can thus be reduced com-pared with other algorithms since the recursive method is used to obtain inverse matrix.In addition,it has strong robustness to the uncertainty of actual signal DOA and makes the mean output array signal-to-interference-plus-noise ratio(SINR)consistently approach the optimum.Simulation results show that the proposed algorithm is bet-ter in performance than conventional adaptive beamform-ing algorithms.
文摘Abundant test data are required in assessment of weapon performance. When weapon test data are insufficient, Bayesian analyses in small sample circumstance should be considered and the test data should be provided by simulations. The several Bayesian approaches are discussed and some limitations are founded. An improvement is put forward after limitations of Bayesian approaches available are analyzed and the improved approach is applied to assessment of some new weapon performance.
文摘输入信号的方向向量出现偏差时,最小均方误差算法会出现收敛速度慢、输出性能下降、不稳定等问题.本文针对这些问题,对传统LMS(least mean squares)算法进行了改进,提出了基于Bayesian方法的鲁棒约束LMS算法.该算法利用信号的先验信息对实际信号方向向量进行估计,有效地抑制了方向向量偏差的影响,并提高了系统的鲁棒性.阵列输出的信干噪比得到了改善,更加接近最优值.仿真实验验证了该算法的有效性和可行性.
基金supported by Sustentation Program of National Ministries and Commissions of China (Grant No. 51319030302 and Grant No. 9140A19030506KG0166)
文摘New armament systems are subjected to the method for dealing with multi-stage system reliability-growth statistical problems of diverse population in order to improve reliability before starting mass production. Aiming at the test process which is high expense and small sample-size in the development of complex system, the specific methods are studied on how to process the statistical information of Bayesian reliability growth regarding diverse populations. Firstly, according to the characteristics of reliability growth during product development, the Bayesian method is used to integrate the testing information of multi-stage and the order relations of distribution parameters. And then a Gamma-Beta prior distribution is proposed based on non-homogeneous Poisson process（NHPP） corresponding to the reliability growth process. The posterior distribution of reliability parameters is obtained regarding different stages of product, and the reliability parameters are evaluated based on the posterior distribution. Finally, Bayesian approach proposed in this paper for multi-stage reliability growth test is applied to the test process which is small sample-size in the astronautics filed. The results of a numerical example show that the presented model can make use of the diverse information synthetically, and pave the way for the application of the Bayesian model for multi-stage reliability growth test evaluation with small sample-size. The method is useful for evaluating multi-stage system reliability and making reliability growth plan rationally.
基金HS Lee’s supported by Sejong University.TY Kim’s work was supported by a grant from the National Research Foundation of Korea(NRF-2019R1F1A1060152)。
文摘This study proposed a new analytical approach to identify the excessive comovement of two markets as contagion.This goal is achieved by linking latent-factor and single-equation error correction models and evaluating the breaks in the short-and long-term relationships and correlatedness in the linked model.The results demonstrated that a short-term relationship representing the market speed ratio between two markets plays a key role in contagion dynamics.When a long-term relationship or correlatedness is broken(comovement change)due to a break in the short-term relationship(market speed ratio),contagion is highly likely and should be formally declared.Bayesian posterior probabilities were calculated to determine the cause.Furthermore,this study applied this analytical Bayesian approach to empirically test the contagion effects of the U.S.stock market during the global financial crisis between 2007 and 2009 using 22 developed equity markets.
基金supported by the Specialized Research Fund for the Doctoral Program of Higher Education(20114307120032)the National Natural Science Foundation of China(71201167)
文摘A Bayesian method for estimating human error probability（HEP） is presented.The main idea of the method is incorporating human performance data into the HEP estimation process.By integrating human performance data and prior information about human performance together,a more accurate and specific HEP estimation can be achieved.For the time-unrelated task without rigorous time restriction,the HEP estimated by the common-used human reliability analysis（HRA） methods or expert judgments is collected as the source of prior information.And for the time-related task with rigorous time restriction,the human error is expressed as non-response making.Therefore,HEP is the time curve of non-response probability（NRP）.The prior information is collected from system safety and reliability specifications or by expert judgments.The（joint） posterior distribution of HEP or NRP-related parameter（s） is constructed after prior information has been collected.Based on the posterior distribution,the point or interval estimation of HEP/NRP is obtained.Two illustrative examples are introduced to demonstrate the practicality of the aforementioned approach.
