The probabilistic stability evolution analysis of reservoir bank slopes is a crucial aspect of risk assessment,with core challenges including the consideration of deformation mechanisms and accurate determination of m...The probabilistic stability evolution analysis of reservoir bank slopes is a crucial aspect of risk assessment,with core challenges including the consideration of deformation mechanisms and accurate determination of mechanical parameters.In this study,a novel time-varying reliability analysis framework based on sequential Bayesian updating of mechanical parameters is proposed.The inverse parameters account for damage time-dependent behavior,incorporating water effect and a strain-driven softening-hardening process that depends on sliding states.The likelihood function is enhanced to simultaneously consider observation error,surrogate model prediction error,and model structural error,with the introduction of physical penalty.Exploration of the high-dimensional parameter space is achieved via the Hamiltonian Monte Carlo(HMC)method and the physics knowledge-based time-dependent deformation surrogate model.The time-varying reliability analysis of the slope is performed using the multi-grid method.Taking a reservoir bank slope as a case study,the sequential updating of 12 mechanical parameters is conducted based on deformation time series from 16 monitoring points,thereby validating the proposed framework.The results indicate that the proposed framework effectively captures the posterior distribution of mechanical parameters,with the case slope remaining in a critically stable state after overall sliding,showing a high failure probability.Introducing model structural error can reduce parameter compensation,and a reasonable sequential updating step size can improve inversion accuracy.展开更多
This paper addresses the issues of channel estimation in a Multiple-Input/Multiple-Output (MIMO) system. Markov Chain Monte Carlo (MCMC) method is employed to jointly estimate the Channel State Information (CSI) and t...This paper addresses the issues of channel estimation in a Multiple-Input/Multiple-Output (MIMO) system. Markov Chain Monte Carlo (MCMC) method is employed to jointly estimate the Channel State Information (CSI) and the transmitted signals. The deduced algorithms can work well under circumstances of low Signal-to-Noise Ratio (SNR). Simulation results are presented to demonstrate their effectiveness.展开更多
An algorithm of continuous stage space MCMC method for solving algebra equation f(x) =0 is given.It is available for the case that the sign of f(x) changes frequently or the derivative f′(x) does not exist in th...An algorithm of continuous stage space MCMC method for solving algebra equation f(x) =0 is given.It is available for the case that the sign of f(x) changes frequently or the derivative f′(x) does not exist in the neighborhood o f the root,while the Newton method is hard to work.Let n be the number of random variables created by computer in our algorithm.Then after m=O(n) transactions from the initial value x 0,x * can be got such that |f(x *)|<e -cm |f(x 0)| by choosing suitable positive constant c. An illustration is also given with the discussion of convergence by adjusting the parameters in the algorithm.展开更多
In this work, we study some computational aspects for the Bayesian analysis involving stable distributions. It is well known that, in general, there is no closed form for the probability density function of stable dis...In this work, we study some computational aspects for the Bayesian analysis involving stable distributions. It is well known that, in general, there is no closed form for the probability density function of stable distributions. However, the use of a latent or auxiliary random variable facilitates to obtain any posterior distribution when being related to stable distributions. To show the usefulness of the computational aspects, the methodology is applied to two examples: one is related to daily price returns of Abbey National shares, considered in [1], and the other is the length distribution analysis of coding and non-coding regions in a Homo sapiens chromosome DNA sequence, considered in [2]. Posterior summaries of interest are obtained using the OpenBUGS software.展开更多
In this paper, we study some robustness aspects of linear regression models of the presence of outliers or discordant observations considering the use of stable distributions for the response in place of the usual nor...In this paper, we study some robustness aspects of linear regression models of the presence of outliers or discordant observations considering the use of stable distributions for the response in place of the usual normality assumption. It is well known that, in general, there is no closed form for the probability density function of stable distributions. However, under a Bayesian approach, the use of a latent or auxiliary random variable gives some simplification to obtain any posterior distribution when related to stable distributions. To show the usefulness of the computational aspects, the methodology is applied to two examples: one is related to a standard linear regression model with an explanatory variable and the other is related to a simulated data set assuming a 23 factorial experiment. Posterior summaries of interest are obtained using MCMC (Markov Chain Monte Carlo) methods and the OpenBugs software.展开更多
An adaptive method of residual life estimation for deteriorated products with two performance characteristics (PCs) was proposed, which was sharply different from existing work that only utilized one-dimensional degra...An adaptive method of residual life estimation for deteriorated products with two performance characteristics (PCs) was proposed, which was sharply different from existing work that only utilized one-dimensional degradation data. Once new degradation information was available, the residual life of the product being monitored could be estimated in an adaptive manner. Here, it was assumed that the degradation of each PC over time was governed by a Wiener degradation process and the dependency between them was characterized by the Frank copula function. A bivariate Wiener process model with measurement errors was used to model the degradation measurements. A two-stage method and the Markov chain Monte Carlo (MCMC) method were combined to estimate the unknown parameters in sequence. Results from a numerical example about fatigue cracks show that the proposed method is valid as the relative error is small.展开更多
The seismoacoustic analysis method has broad potential applications to source parameter estimation for near-surface explosion events such as industrial explosions and terrorist attacks.In this study,current models wer...The seismoacoustic analysis method has broad potential applications to source parameter estimation for near-surface explosion events such as industrial explosions and terrorist attacks.In this study,current models were improved by modifying the acoustic model and adopting the Bayesian Markov-chain-Monte-Carlo inversion method.The source parameters of near-surface small-yield chemical explosions were analyzed via the improved seismoacoustic analysis model and by the estimation accuracy of seismoacoustic joint inversion.Estimation and analysis results showed that the improved seismoacoustic analysis model considered ground shock coupling and the impact of explosion products ejecting from the surface so that the improved acoustic impulse relation was more consistent with the measured data than the Ford impulse relation.It is suitable for deep-burial,shallow-burial,and near-surface aerial explosions.Furthermore,trade-off relationships were declined through the application of the improved model to source parameter inversion for near-surface small-yield chemical explosions,and source parameter estimation accuracy was improved.展开更多
Aiming at the problem that the consumption data of new ammunition is less and the demand is difficult to predict,combined with the law of ammunition consumption under different damage grades,a Bayesian inference metho...Aiming at the problem that the consumption data of new ammunition is less and the demand is difficult to predict,combined with the law of ammunition consumption under different damage grades,a Bayesian inference method for ammunition demand based on Gompertz distribution is proposed.The Bayesian inference model based on Gompertz distribution is constructed,and the system contribution degree is introduced to determine the weight of the multi-source information.In the case where the prior distribution is known and the distribution of the field data is unknown,the consistency test is performed on the prior information,and the consistency test problem is transformed into the goodness of the fit test problem.Then the Bayesian inference is solved by the Markov chain-Monte Carlo(MCMC)method,and the ammunition demand under different damage grades is gained.The example verifies the accuracy of this method and solves the problem of ammunition demand prediction in the case of insufficient samples.展开更多
Modern highly reliable products may have two or more quality characteristics(QCs) because of their complex structures and abundant functions. Relations between the QCs should be considered when assessing the reliabili...Modern highly reliable products may have two or more quality characteristics(QCs) because of their complex structures and abundant functions. Relations between the QCs should be considered when assessing the reliability of these products. This paper conducts a Bayesian analysis for a bivariate constant-stress accelerated degradation model based on the inverse Gaussian(IG) process. We assume that the product considered has two QCs and each of the QCs is governed by an IG process. The relationship between the QCs is described by a Frank copula function. We also assume that the stress on the products affects not only the parameters of the IG processes, but also the parameter of the Frank copula function. The Bayesian MCMC method is developed to calculate the maximum likelihood estimators(MLE) of the model parameters. The reliability function and the mean-time-to-failure(MTTF) are estimated through the calculation of the posterior samples. Finally, a simulation example is presented to illustrate the proposed bivariate constant-stress accelerated degradation model.展开更多
The paper investigates the problem of the design of an optimal Orthogonal Fre- quency Division Multiplexing (OFDM) receiver against unknown frequency selective fading. A fast convergent Monte Carlo receiver is propose...The paper investigates the problem of the design of an optimal Orthogonal Fre- quency Division Multiplexing (OFDM) receiver against unknown frequency selective fading. A fast convergent Monte Carlo receiver is proposed. In the proposed method, the Markov Chain Monte Carlo (MCMC) methods are employed for the blind Bayesian detection without channel es- timation. Meanwhile, with the exploitation of the characteristics of OFDM systems, two methods are employed to improve the convergence rate and enhance the efficiency of MCMC algorithms. One is the integration of the posterior distribution function with respect to the associated channel parameters, which is involved in the derivation of the objective distribution function; the other is the intra-symbol differential coding for the elimination of the bimodality problem resulting from the presence of unknown fading channels. Moreover, no matrix inversion is needed with the use of the orthogonality property of OFDM modulation and hence the computational load is significantly reduced. Computer simulation results show the effectiveness of the fast convergent Monte Carlo receiver.展开更多
The basic physical parameters of asteroids, such as spin parameters, shape and scattering parameters, can provide us with information on the formation and evolution of both the asteroids themselves and the entire sola...The basic physical parameters of asteroids, such as spin parameters, shape and scattering parameters, can provide us with information on the formation and evolution of both the asteroids themselves and the entire solar system. In a majority of asteroids, the disk-integrated photometry measurement constitutes the primary source of the above knowledge. In the present paper, newly observed photometric data and existing data on（585） Bilkis are analyzed based on a Lommel-Seeliger ellipsoid model. With a Markov chain Monte Carlo（MCMC） method, we have determined the spin parameters（period, pole orientation）and shape（b/a, c/a） of（585） Bilkis and their uncertainties. As a result, we obtained a rotational period of 8.5738209 h with an uncertainty of 9×10^-7h, and derived a pole of（136.46°, 29.0°） in the ecliptic frame of J2000.0 with uncertainties of 0.67°and 1.1°in longitude and latitude respectively. We also derived triaxial ratios b/a and c/a of（585） Bilkis as 0.736 and 0.70 with uncertainties of 0.003 and 0.03 respectively.展开更多
Bayesian empirical likelihood is a semiparametric method that combines parametric priors and nonparametric likelihoods, that is, replacing the parametric likelihood function in Bayes theorem with a nonparametric empir...Bayesian empirical likelihood is a semiparametric method that combines parametric priors and nonparametric likelihoods, that is, replacing the parametric likelihood function in Bayes theorem with a nonparametric empirical likelihood function, which can be used without assuming the distribution of the data. It can effectively avoid the problems caused by the wrong setting of the model. In the variable selection based on Bayesian empirical likelihood, the penalty term is introduced into the model in the form of parameter prior. In this paper, we propose a novel variable selection method, L<sub>1/2</sub> regularization based on Bayesian empirical likelihood. The L<sub>1/2</sub> penalty is introduced into the model through a scale mixture of uniform representation of generalized Gaussian prior, and the posterior distribution is then sampled using MCMC method. Simulations demonstrate that the proposed method can have better predictive ability when the error violates the zero-mean normality assumption of the standard parameter model, and can perform variable selection.展开更多
Disease forecasting and surveillance often involve fitting models to a tremendous volume of historical testing data collected over space and time.Bayesian spatio-temporal regression models fit with Markov chain Monte ...Disease forecasting and surveillance often involve fitting models to a tremendous volume of historical testing data collected over space and time.Bayesian spatio-temporal regression models fit with Markov chain Monte Carlo(MCMC)methods are commonly used for such data.When the spatio-temporal support of the model is large,implementing an MCMC algorithm becomes a significant computational burden.This research proposes a computationally efficient gradient boosting algorithm for fitting a Bayesian spatiotemporal mixed effects binomial regression model.We demonstrate our method on a disease forecasting model and compare it to a computationally optimized MCMC approach.Both methods are used to produce monthly forecasts for Lyme disease,anaplasmosis,ehrlichiosis,and heartworm disease in domestic dogs for the contiguous United States.The data have a spatial support of 3108 counties and a temporal support of 108e138 months with 71e135 million test results.The proposed estimation approach is several orders of magnitude faster than the optimized MCMC algorithm,with a similar mean absolute prediction error.展开更多
Semiparametric mixed-effects double regression models have been used for analysis of longitu-dinal data in a variety of applications,as they allow researchers to jointly model the mean and variance of the mixed-effect...Semiparametric mixed-effects double regression models have been used for analysis of longitu-dinal data in a variety of applications,as they allow researchers to jointly model the mean and variance of the mixed-effects as a function of predictors.However,these models are commonly estimated based on the normality assumption for the errors and the results may thus be sensitive to outliers and/or heavy-tailed data.Quantile regression is an ideal alternative to deal with these problems,as it is insensitive to heteroscedasticity and outliers and can make statistical analysis more robust.In this paper,we consider Bayesian quantile regression analysis for semiparamet-ric mixed-effects double regression models based on the asymmetric Laplace distribution for the errors.We construct a Bayesian hierarchical model and then develop an efficient Markov chain Monte Carlo sampling algorithm to generate posterior samples from the full posterior dis-tributions to conduct the posterior inference.The performance of the proposed procedure is evaluated through simulation studies and a real data application.展开更多
Scheduling is a major concern in construction planning and management, and current construction simulation research typically targets the shortest total duration. However, uncertainties are inevitable in actual constr...Scheduling is a major concern in construction planning and management, and current construction simulation research typically targets the shortest total duration. However, uncertainties are inevitable in actual construction, which may lead to discrepancies between the actual and planned schedules and increase the risk of total duration delay. Therefore, developing a robust construction scheduling technique is of vital importance for mitigating disturbance and improving completion probability. In the present study, the authors propose a robustness analysis method that involves underground powerhouse construction simulation based on the Markov Chain Monte Carlo(MCMC) method. Specifically, the MCMC method samples construction disturbances by considering the interrelationship between the states of parameters through a Markov state transition probability matrix, which is more robust and efficient than traditional sampling methods such as the Monte Carlo(MC) method. Additionally, a hierarchical simulation model coupling critical path method(CPM) and a cycle operation network(CYCLONE) is built, using which construction duration and robustness criteria can be calculated. Furthermore, a detailed measurement method is presented to quantize the robustness of underground powerhouse construction, and the setting model of the time buffer is proposed based on the MCMC method. The application of this methodology not only considers duration but also robustness, providing scientific guidance for engineering decision making. We analyzed a case study project to demonstrate the effectiveness and superiority of the proposed methodology.展开更多
Aims Data assimilation is a useful tool to extract information from large datasets of the net ecosystem exchange(NEE)of CO_(2) obtained by eddy-flux measurements.However,the number of parameters in ecosystem models th...Aims Data assimilation is a useful tool to extract information from large datasets of the net ecosystem exchange(NEE)of CO_(2) obtained by eddy-flux measurements.However,the number of parameters in ecosystem models that can be constrained by eddy-flux data is limited by conventional inverse analysis that estimates parameter values based on one-time inversion.This study aimed to improve data assimilation to increase the number of constrained parameters.Methods In this study,we developed conditional Bayesian inversion to maximize the number of parameters to be constrained by NEE data in several steps.In each step,we conducted a Bayesian inversion to constrain parameters.The maximum likelihood estimates of the constrained parameters were then used as prior to fix parameter values in the next step of inversion.The conditional inversion was repeated until there were no more parameters that could be further constrained.We applied the conditional inversion to hourly NEE data from Harvard Forest with a physiologically based ecosystem model.Important Findings Results showed that the conventional inversion method constrained 6 of 16 parameters in the model while the conditional inversion method constrained 13 parameters after six steps.The cost function that indicates mismatch between the modeled and observed data decreased with each step of conditional Bayesian inversion.The Bayesian information criterion also decreased,suggesting reduced information loss with each step of conditional Bayesian inversion.A wavelet analysis reflected that model performance under conditional Bayesian inversion was better than that under conventional inversion at multiple time scales,except for seasonal and half-yearly scales.In addition,our analysis also demonstrated that parameter convergence in a subsequent step of the conditional inversion depended on correlations with the parameters constrained in a previous step.Overall,the conditional Bayesian inversion substantially increased the number of parameters to be constrained by NEE data and can be a powerful tool to be used in data assimilation in ecology.展开更多
Aims Accurate forecast of ecosystem states is critical for improving natural resourcemanagement and climate change mitigation.Assimilating observed data into models is an effective way to reduce uncertainties in ecolo...Aims Accurate forecast of ecosystem states is critical for improving natural resourcemanagement and climate change mitigation.Assimilating observed data into models is an effective way to reduce uncertainties in ecological forecasting.However,influences ofmeasurement errors on parameter estimation and forecasted state changes have not been carefully examined.This study analyzed the parameter identifiability of a process-based ecosystem carbon cycle model,the sensitivity of parameter estimates and model forecasts to the magnitudes of measurement errors and the information contributions of the assimilated data to model forecasts with a data assimilation approach.Methods We applied a Markov Chain Monte Carlo method to assimilate eight biometric data sets into the Terrestrial ECOsystemmodel.The data were the observations of foliage biomass,wood biomass,fine root biomass,microbial biomass,litter fall,litter,soil carbon and soil respiration,collected at the Duke Forest free-air CO_(2)enrichment facilities from 1996 to 2005.Three levels ofmeasurement errorswere assigned to these data sets by halving and doubling their original standard deviations.Important Findings Results showed that only less than half of the 30 parameters could be constrained,though the observations were extensive and themodelwas relatively simple.Highermeasurement errors led to higher uncertainties in parameters estimates and forecasted carbon(C)pool sizes.The longterm predictions of the slow turnover pools were affected less by the measurement errors than those of fast turnover pools.Assimilated data contributed less information for the pools with long residence times in long-term forecasts.These results indicate the residence times of C pools played a key role in regulating propagation of errors from measurements to model forecasts in a data assimilation system.Improving the estimation of parameters of slowturnover C pools is the key to better forecast long-term ecosystem C dynamics.展开更多
For the two-parameter inverse Gaussian distribution denoted by IG（μ,A）, the authors employ a linear Bayes procedure to estimate the parameters μ and A. The superiority of the proposed linear Bayes estimator （LBE...For the two-parameter inverse Gaussian distribution denoted by IG（μ,A）, the authors employ a linear Bayes procedure to estimate the parameters μ and A. The superiority of the proposed linear Bayes estimator （LBE） over both the classical UMVUE and the maximum likelihood estimator （MLE） is established in terms of the mean squared error matrix （MSEM） criterion. Compared with the usual Bayes estimator, which is obtained by an MCMC method, the proposed LBE is simple and easy to use. Some numerical results are presented to verify that the LBE performs well.展开更多
Toxicity study,especially in determining the maximum tolerated dose(MTD)in phase I clinical trial,is an important step in developing new life-saving drugs.In practice,toxicity levels may be categorised as binary grade...Toxicity study,especially in determining the maximum tolerated dose(MTD)in phase I clinical trial,is an important step in developing new life-saving drugs.In practice,toxicity levels may be categorised as binary grades,multiple grades,or in a more generalised case,continuous grades.In this study,we propose an overall MTD framework that includes all the aforementioned cases for a single toxicity outcome(response).The mechanism of determining MTD involves a function that is predetermined by user.Analytic properties of such a system are investigated and simu-lation studies are performed for various scenarios.The concept of the continual reassessment method(CRM)is also implied in the framework and Bayesian analysis,including Markov chain Monte Carlo(MCMC)methods are used in estimating the model parameters.展开更多
基金supported by the National Natural Science Foundation of China(Grant No.41961134032).
文摘The probabilistic stability evolution analysis of reservoir bank slopes is a crucial aspect of risk assessment,with core challenges including the consideration of deformation mechanisms and accurate determination of mechanical parameters.In this study,a novel time-varying reliability analysis framework based on sequential Bayesian updating of mechanical parameters is proposed.The inverse parameters account for damage time-dependent behavior,incorporating water effect and a strain-driven softening-hardening process that depends on sliding states.The likelihood function is enhanced to simultaneously consider observation error,surrogate model prediction error,and model structural error,with the introduction of physical penalty.Exploration of the high-dimensional parameter space is achieved via the Hamiltonian Monte Carlo(HMC)method and the physics knowledge-based time-dependent deformation surrogate model.The time-varying reliability analysis of the slope is performed using the multi-grid method.Taking a reservoir bank slope as a case study,the sequential updating of 12 mechanical parameters is conducted based on deformation time series from 16 monitoring points,thereby validating the proposed framework.The results indicate that the proposed framework effectively captures the posterior distribution of mechanical parameters,with the case slope remaining in a critically stable state after overall sliding,showing a high failure probability.Introducing model structural error can reduce parameter compensation,and a reasonable sequential updating step size can improve inversion accuracy.
文摘This paper addresses the issues of channel estimation in a Multiple-Input/Multiple-Output (MIMO) system. Markov Chain Monte Carlo (MCMC) method is employed to jointly estimate the Channel State Information (CSI) and the transmitted signals. The deduced algorithms can work well under circumstances of low Signal-to-Noise Ratio (SNR). Simulation results are presented to demonstrate their effectiveness.
基金Supported by the National Natural Science Foundation of China(70 1 71 0 0 8)
文摘An algorithm of continuous stage space MCMC method for solving algebra equation f(x) =0 is given.It is available for the case that the sign of f(x) changes frequently or the derivative f′(x) does not exist in the neighborhood o f the root,while the Newton method is hard to work.Let n be the number of random variables created by computer in our algorithm.Then after m=O(n) transactions from the initial value x 0,x * can be got such that |f(x *)|<e -cm |f(x 0)| by choosing suitable positive constant c. An illustration is also given with the discussion of convergence by adjusting the parameters in the algorithm.
基金partially supported by CNPq-Brazil,by CAPES-Brazil,by INCT em Matematica and also by Pronex Probabilidade e Processos Estocasticos-E-26/170.008/2008-APQ1the financial support from the Conselho Nacional de Desenvolvimento Cientifico e Tecnologico(CNPq).
文摘In this work, we study some computational aspects for the Bayesian analysis involving stable distributions. It is well known that, in general, there is no closed form for the probability density function of stable distributions. However, the use of a latent or auxiliary random variable facilitates to obtain any posterior distribution when being related to stable distributions. To show the usefulness of the computational aspects, the methodology is applied to two examples: one is related to daily price returns of Abbey National shares, considered in [1], and the other is the length distribution analysis of coding and non-coding regions in a Homo sapiens chromosome DNA sequence, considered in [2]. Posterior summaries of interest are obtained using the OpenBUGS software.
基金financial support from the Brazilian Institution Conselho Nacional de Desenvolvimento Cientifico e Tecnologico(CNPq).
文摘In this paper, we study some robustness aspects of linear regression models of the presence of outliers or discordant observations considering the use of stable distributions for the response in place of the usual normality assumption. It is well known that, in general, there is no closed form for the probability density function of stable distributions. However, under a Bayesian approach, the use of a latent or auxiliary random variable gives some simplification to obtain any posterior distribution when related to stable distributions. To show the usefulness of the computational aspects, the methodology is applied to two examples: one is related to a standard linear regression model with an explanatory variable and the other is related to a simulated data set assuming a 23 factorial experiment. Posterior summaries of interest are obtained using MCMC (Markov Chain Monte Carlo) methods and the OpenBugs software.
基金Project(60904002)supported by the National Natural Science Foundation of China
文摘An adaptive method of residual life estimation for deteriorated products with two performance characteristics (PCs) was proposed, which was sharply different from existing work that only utilized one-dimensional degradation data. Once new degradation information was available, the residual life of the product being monitored could be estimated in an adaptive manner. Here, it was assumed that the degradation of each PC over time was governed by a Wiener degradation process and the dependency between them was characterized by the Frank copula function. A bivariate Wiener process model with measurement errors was used to model the degradation measurements. A two-stage method and the Markov chain Monte Carlo (MCMC) method were combined to estimate the unknown parameters in sequence. Results from a numerical example about fatigue cracks show that the proposed method is valid as the relative error is small.
基金the National Natural Science Foundation of China(No.12072290).
文摘The seismoacoustic analysis method has broad potential applications to source parameter estimation for near-surface explosion events such as industrial explosions and terrorist attacks.In this study,current models were improved by modifying the acoustic model and adopting the Bayesian Markov-chain-Monte-Carlo inversion method.The source parameters of near-surface small-yield chemical explosions were analyzed via the improved seismoacoustic analysis model and by the estimation accuracy of seismoacoustic joint inversion.Estimation and analysis results showed that the improved seismoacoustic analysis model considered ground shock coupling and the impact of explosion products ejecting from the surface so that the improved acoustic impulse relation was more consistent with the measured data than the Ford impulse relation.It is suitable for deep-burial,shallow-burial,and near-surface aerial explosions.Furthermore,trade-off relationships were declined through the application of the improved model to source parameter inversion for near-surface small-yield chemical explosions,and source parameter estimation accuracy was improved.
基金the Army Scientific Research(KYSZJWJK1744,012016012600B11403).
文摘Aiming at the problem that the consumption data of new ammunition is less and the demand is difficult to predict,combined with the law of ammunition consumption under different damage grades,a Bayesian inference method for ammunition demand based on Gompertz distribution is proposed.The Bayesian inference model based on Gompertz distribution is constructed,and the system contribution degree is introduced to determine the weight of the multi-source information.In the case where the prior distribution is known and the distribution of the field data is unknown,the consistency test is performed on the prior information,and the consistency test problem is transformed into the goodness of the fit test problem.Then the Bayesian inference is solved by the Markov chain-Monte Carlo(MCMC)method,and the ammunition demand under different damage grades is gained.The example verifies the accuracy of this method and solves the problem of ammunition demand prediction in the case of insufficient samples.
基金the National Natural Science Foundation of China(No.11671080)the Jiangsu Provincial Key Laboratory of Networked Collective Intelligence(No.BM2017002)
文摘Modern highly reliable products may have two or more quality characteristics(QCs) because of their complex structures and abundant functions. Relations between the QCs should be considered when assessing the reliability of these products. This paper conducts a Bayesian analysis for a bivariate constant-stress accelerated degradation model based on the inverse Gaussian(IG) process. We assume that the product considered has two QCs and each of the QCs is governed by an IG process. The relationship between the QCs is described by a Frank copula function. We also assume that the stress on the products affects not only the parameters of the IG processes, but also the parameter of the Frank copula function. The Bayesian MCMC method is developed to calculate the maximum likelihood estimators(MLE) of the model parameters. The reliability function and the mean-time-to-failure(MTTF) are estimated through the calculation of the posterior samples. Finally, a simulation example is presented to illustrate the proposed bivariate constant-stress accelerated degradation model.
基金Partially supported by the National Natural Science Foundation of China (No.60172028).
文摘The paper investigates the problem of the design of an optimal Orthogonal Fre- quency Division Multiplexing (OFDM) receiver against unknown frequency selective fading. A fast convergent Monte Carlo receiver is proposed. In the proposed method, the Markov Chain Monte Carlo (MCMC) methods are employed for the blind Bayesian detection without channel es- timation. Meanwhile, with the exploitation of the characteristics of OFDM systems, two methods are employed to improve the convergence rate and enhance the efficiency of MCMC algorithms. One is the integration of the posterior distribution function with respect to the associated channel parameters, which is involved in the derivation of the objective distribution function; the other is the intra-symbol differential coding for the elimination of the bimodality problem resulting from the presence of unknown fading channels. Moreover, no matrix inversion is needed with the use of the orthogonality property of OFDM modulation and hence the computational load is significantly reduced. Computer simulation results show the effectiveness of the fast convergent Monte Carlo receiver.
基金funded by the National Natural Science Foundation of China(Grant Nos.11073051 and 11473066)supported,in part,by the Academy of Finland(Project 1257966)
文摘The basic physical parameters of asteroids, such as spin parameters, shape and scattering parameters, can provide us with information on the formation and evolution of both the asteroids themselves and the entire solar system. In a majority of asteroids, the disk-integrated photometry measurement constitutes the primary source of the above knowledge. In the present paper, newly observed photometric data and existing data on（585） Bilkis are analyzed based on a Lommel-Seeliger ellipsoid model. With a Markov chain Monte Carlo（MCMC） method, we have determined the spin parameters（period, pole orientation）and shape（b/a, c/a） of（585） Bilkis and their uncertainties. As a result, we obtained a rotational period of 8.5738209 h with an uncertainty of 9×10^-7h, and derived a pole of（136.46°, 29.0°） in the ecliptic frame of J2000.0 with uncertainties of 0.67°and 1.1°in longitude and latitude respectively. We also derived triaxial ratios b/a and c/a of（585） Bilkis as 0.736 and 0.70 with uncertainties of 0.003 and 0.03 respectively.
文摘Bayesian empirical likelihood is a semiparametric method that combines parametric priors and nonparametric likelihoods, that is, replacing the parametric likelihood function in Bayes theorem with a nonparametric empirical likelihood function, which can be used without assuming the distribution of the data. It can effectively avoid the problems caused by the wrong setting of the model. In the variable selection based on Bayesian empirical likelihood, the penalty term is introduced into the model in the form of parameter prior. In this paper, we propose a novel variable selection method, L<sub>1/2</sub> regularization based on Bayesian empirical likelihood. The L<sub>1/2</sub> penalty is introduced into the model through a scale mixture of uniform representation of generalized Gaussian prior, and the posterior distribution is then sampled using MCMC method. Simulations demonstrate that the proposed method can have better predictive ability when the error violates the zero-mean normality assumption of the standard parameter model, and can perform variable selection.
基金RH and SS were supported in part or in full by the Companion Animal Parasite Council.SSAM were supported in part by the Research Center for Child Well-Being[NIGMS P20GM130420].
文摘Disease forecasting and surveillance often involve fitting models to a tremendous volume of historical testing data collected over space and time.Bayesian spatio-temporal regression models fit with Markov chain Monte Carlo(MCMC)methods are commonly used for such data.When the spatio-temporal support of the model is large,implementing an MCMC algorithm becomes a significant computational burden.This research proposes a computationally efficient gradient boosting algorithm for fitting a Bayesian spatiotemporal mixed effects binomial regression model.We demonstrate our method on a disease forecasting model and compare it to a computationally optimized MCMC approach.Both methods are used to produce monthly forecasts for Lyme disease,anaplasmosis,ehrlichiosis,and heartworm disease in domestic dogs for the contiguous United States.The data have a spatial support of 3108 counties and a temporal support of 108e138 months with 71e135 million test results.The proposed estimation approach is several orders of magnitude faster than the optimized MCMC algorithm,with a similar mean absolute prediction error.
基金Dr.Wu was supported by the National Natural Science Foundation of China under grant 11861041Drs.Keying Ye and Min Wang were partially supported by a grant from the UTSA Vice President for Research,Economic Development,and Knowledge Enterprise at the University of Texas at San Antonio.
文摘Semiparametric mixed-effects double regression models have been used for analysis of longitu-dinal data in a variety of applications,as they allow researchers to jointly model the mean and variance of the mixed-effects as a function of predictors.However,these models are commonly estimated based on the normality assumption for the errors and the results may thus be sensitive to outliers and/or heavy-tailed data.Quantile regression is an ideal alternative to deal with these problems,as it is insensitive to heteroscedasticity and outliers and can make statistical analysis more robust.In this paper,we consider Bayesian quantile regression analysis for semiparamet-ric mixed-effects double regression models based on the asymmetric Laplace distribution for the errors.We construct a Bayesian hierarchical model and then develop an efficient Markov chain Monte Carlo sampling algorithm to generate posterior samples from the full posterior dis-tributions to conduct the posterior inference.The performance of the proposed procedure is evaluated through simulation studies and a real data application.
基金supported by the Innovative Research Groups of the National Natural Science Foundation of China(Grant No.51321065)the National Natural Science Foundation of China(Grant Nos.9121530151439005)
文摘Scheduling is a major concern in construction planning and management, and current construction simulation research typically targets the shortest total duration. However, uncertainties are inevitable in actual construction, which may lead to discrepancies between the actual and planned schedules and increase the risk of total duration delay. Therefore, developing a robust construction scheduling technique is of vital importance for mitigating disturbance and improving completion probability. In the present study, the authors propose a robustness analysis method that involves underground powerhouse construction simulation based on the Markov Chain Monte Carlo(MCMC) method. Specifically, the MCMC method samples construction disturbances by considering the interrelationship between the states of parameters through a Markov state transition probability matrix, which is more robust and efficient than traditional sampling methods such as the Monte Carlo(MC) method. Additionally, a hierarchical simulation model coupling critical path method(CPM) and a cycle operation network(CYCLONE) is built, using which construction duration and robustness criteria can be calculated. Furthermore, a detailed measurement method is presented to quantize the robustness of underground powerhouse construction, and the setting model of the time buffer is proposed based on the MCMC method. The application of this methodology not only considers duration but also robustness, providing scientific guidance for engineering decision making. We analyzed a case study project to demonstrate the effectiveness and superiority of the proposed methodology.
基金National Science Foundation(DEB 0444518,DEB 0743778)Office of Science(BER),Department of Energy(DE-FG02-006ER64319)Midwestern Regional Center of the National Institute for Climatic Change Research at Michigan Technological University(Award Number DE-FC02-06ER64158).
文摘Aims Data assimilation is a useful tool to extract information from large datasets of the net ecosystem exchange(NEE)of CO_(2) obtained by eddy-flux measurements.However,the number of parameters in ecosystem models that can be constrained by eddy-flux data is limited by conventional inverse analysis that estimates parameter values based on one-time inversion.This study aimed to improve data assimilation to increase the number of constrained parameters.Methods In this study,we developed conditional Bayesian inversion to maximize the number of parameters to be constrained by NEE data in several steps.In each step,we conducted a Bayesian inversion to constrain parameters.The maximum likelihood estimates of the constrained parameters were then used as prior to fix parameter values in the next step of inversion.The conditional inversion was repeated until there were no more parameters that could be further constrained.We applied the conditional inversion to hourly NEE data from Harvard Forest with a physiologically based ecosystem model.Important Findings Results showed that the conventional inversion method constrained 6 of 16 parameters in the model while the conditional inversion method constrained 13 parameters after six steps.The cost function that indicates mismatch between the modeled and observed data decreased with each step of conditional Bayesian inversion.The Bayesian information criterion also decreased,suggesting reduced information loss with each step of conditional Bayesian inversion.A wavelet analysis reflected that model performance under conditional Bayesian inversion was better than that under conventional inversion at multiple time scales,except for seasonal and half-yearly scales.In addition,our analysis also demonstrated that parameter convergence in a subsequent step of the conditional inversion depended on correlations with the parameters constrained in a previous step.Overall,the conditional Bayesian inversion substantially increased the number of parameters to be constrained by NEE data and can be a powerful tool to be used in data assimilation in ecology.
基金This research was financially supported by the Office of Science(BER),Department of Energy(DE-FG02-006ER64319)through the Midwestern Regional Center of the National Institute for Climatic Change Research at Michigan Technological University,under Award Number DE-FC02-06ER64158by National Science Foundation(DEB0078325 andDEB0743778).Themodel runswere performed at the Supercomputing Center for Education&Research(OSCER),University of Oklahoma.
文摘Aims Accurate forecast of ecosystem states is critical for improving natural resourcemanagement and climate change mitigation.Assimilating observed data into models is an effective way to reduce uncertainties in ecological forecasting.However,influences ofmeasurement errors on parameter estimation and forecasted state changes have not been carefully examined.This study analyzed the parameter identifiability of a process-based ecosystem carbon cycle model,the sensitivity of parameter estimates and model forecasts to the magnitudes of measurement errors and the information contributions of the assimilated data to model forecasts with a data assimilation approach.Methods We applied a Markov Chain Monte Carlo method to assimilate eight biometric data sets into the Terrestrial ECOsystemmodel.The data were the observations of foliage biomass,wood biomass,fine root biomass,microbial biomass,litter fall,litter,soil carbon and soil respiration,collected at the Duke Forest free-air CO_(2)enrichment facilities from 1996 to 2005.Three levels ofmeasurement errorswere assigned to these data sets by halving and doubling their original standard deviations.Important Findings Results showed that only less than half of the 30 parameters could be constrained,though the observations were extensive and themodelwas relatively simple.Highermeasurement errors led to higher uncertainties in parameters estimates and forecasted carbon(C)pool sizes.The longterm predictions of the slow turnover pools were affected less by the measurement errors than those of fast turnover pools.Assimilated data contributed less information for the pools with long residence times in long-term forecasts.These results indicate the residence times of C pools played a key role in regulating propagation of errors from measurements to model forecasts in a data assimilation system.Improving the estimation of parameters of slowturnover C pools is the key to better forecast long-term ecosystem C dynamics.
基金supported by National Natural Science Foundation of China under Grant No.11371051
文摘For the two-parameter inverse Gaussian distribution denoted by IG（μ,A）, the authors employ a linear Bayes procedure to estimate the parameters μ and A. The superiority of the proposed linear Bayes estimator （LBE） over both the classical UMVUE and the maximum likelihood estimator （MLE） is established in terms of the mean squared error matrix （MSEM） criterion. Compared with the usual Bayes estimator, which is obtained by an MCMC method, the proposed LBE is simple and easy to use. Some numerical results are presented to verify that the LBE performs well.
文摘Toxicity study,especially in determining the maximum tolerated dose(MTD)in phase I clinical trial,is an important step in developing new life-saving drugs.In practice,toxicity levels may be categorised as binary grades,multiple grades,or in a more generalised case,continuous grades.In this study,we propose an overall MTD framework that includes all the aforementioned cases for a single toxicity outcome(response).The mechanism of determining MTD involves a function that is predetermined by user.Analytic properties of such a system are investigated and simu-lation studies are performed for various scenarios.The concept of the continual reassessment method(CRM)is also implied in the framework and Bayesian analysis,including Markov chain Monte Carlo(MCMC)methods are used in estimating the model parameters.
