The paper discusses the generalization of constrained Bayesian method （CBM） for arbitrary loss functions and its application for testing the directional hypotheses. The problem is stated in terms of false and tru...The paper discusses the generalization of constrained Bayesian method （CBM） for arbitrary loss functions and its application for testing the directional hypotheses. The problem is stated in terms of false and true discovery rates. One more criterion of estimation of directional hypotheses tests quality, the Type III errors rate, is considered. The ratio among discovery rates and the Type III errors rate in CBM is considered. The advantage of CBM in comparison with Bayes and frequentist methods is theoretically proved and demonstrated by an example.展开更多
This study presents a Bayesian methodology for de- signing step stress accelerated degradation testing （SSADT） and its application to batteries. First, the simulation-based Bayesian de- sign framework for SSADT is p...This study presents a Bayesian methodology for de- signing step stress accelerated degradation testing （SSADT） and its application to batteries. First, the simulation-based Bayesian de- sign framework for SSADT is presented. Then, by considering his- torical data, specific optimal objectives oriented Kullback-Leibler （KL） divergence is established. A numerical example is discussed to illustrate the design approach. It is assumed that the degrada- tion model （or process） follows a drift Brownian motion; the accele- ration model follows Arrhenius equation; and the corresponding parameters follow normal and Gamma prior distributions. Using the Markov Chain Monte Carlo （MCMC） method and WinBUGS software, the comparison shows that KL divergence is better than quadratic loss for optimal criteria. Further, the effect of simulation outiiers on the optimization plan is analyzed and the preferred sur- face fitting algorithm is chosen. At the end of the paper, a NASA lithium-ion battery dataset is used as historical information and the KL divergence oriented Bayesian design is compared with maxi- mum likelihood theory oriented locally optimal design. The results show that the proposed method can provide a much better testing plan for this engineering application.展开更多
A complex mechatronics system Bayesian plan of demonstration test is studied based on the mixed beta distribution. During product design and improvement various information is appropriately considered by introducing i...A complex mechatronics system Bayesian plan of demonstration test is studied based on the mixed beta distribution. During product design and improvement various information is appropriately considered by introducing inheritance factor, moreover, the inheritance factor is thought as a random variable, and the Bayesian decision of the qualification test plan is obtained, and the correctness of a Bayesian model presented is verified. The results show that the quantity of the test is too conservative according to classical methods under small binomial samples. Although traditional Bayesian analysis can consider test information of related or similar products, it ignores differences between such products. The method has solved the above problem, furthermore, considering the requirement in many practical projects, the differences among this method, the classical method and Bayesian with beta distribution are compared according to the plan of reliability acceptance test.展开更多
A Bayesian sequential testing method is proposed to evaluate system reliability index with reliability growth during development.The method develops a reliability growth model of repairable systems for failure censore...A Bayesian sequential testing method is proposed to evaluate system reliability index with reliability growth during development.The method develops a reliability growth model of repairable systems for failure censored test,and figures out the approach to determine the prior distribution of the system failure rate by applying the reliability growth model to incorporate the multistage test data collected from system development.Furthermore,the procedure for the Bayesian sequential testing is derived for the failure rate of the exponential life system,which enables the decision to terminate or continue development test.Finally,a numerical example is given to illustrate the efficiency of the proposed model and procedure.展开更多
变异函数量化了空间2点地质属性的变异性,对地质统计分析至关重要。当地质数据随空间坐标呈现趋势变化时,正确选择和估计变异函数十分困难。为实现变异函数的模型选择和参数估计,提出了基于贝叶斯理论的变异函数选择方法,采用拉普拉斯...变异函数量化了空间2点地质属性的变异性,对地质统计分析至关重要。当地质数据随空间坐标呈现趋势变化时,正确选择和估计变异函数十分困难。为实现变异函数的模型选择和参数估计,提出了基于贝叶斯理论的变异函数选择方法,采用拉普拉斯近似方法将后验概率分布近似为高斯分布。首先计算出参数的后验概率分布,随后分别计算每个备选变异函数的贝叶斯模型证据,以确定最优模型。探讨了3种模型选择方法在变异函数选择中的适用性,包括贝叶斯模型证据(BME)、Akaike information criterion(AIC)识别准则和Bayesian information criterion(BIC)识别准则。通过实测静力触探试验的锥端阻力数据,说明了该方法,并从模型拟合度和复杂度罚值2个方面比较3种方法在变异函数模型选择中的差异性。研究表明,给定试验数据条件下,BME能够合理地考虑变异函数的拟合度和复杂性;而AIC和BIC识别准则在模型参数个数相同时,仅能反映不同变异函数的拟合度差异,因此,在这种情况下推荐采用BME选择变异函数。本研究方法能够在考虑趋势项参数条件下合理地选择地质统计学变异函数,所选最优变异函数与试验变异函数较一致,为地质统计学分析提供了有效的参考。展开更多
文摘The paper discusses the generalization of constrained Bayesian method （CBM） for arbitrary loss functions and its application for testing the directional hypotheses. The problem is stated in terms of false and true discovery rates. One more criterion of estimation of directional hypotheses tests quality, the Type III errors rate, is considered. The ratio among discovery rates and the Type III errors rate in CBM is considered. The advantage of CBM in comparison with Bayes and frequentist methods is theoretically proved and demonstrated by an example.
基金supported by the National Natural Science Foundation of China(61104182)
文摘This study presents a Bayesian methodology for de- signing step stress accelerated degradation testing （SSADT） and its application to batteries. First, the simulation-based Bayesian de- sign framework for SSADT is presented. Then, by considering his- torical data, specific optimal objectives oriented Kullback-Leibler （KL） divergence is established. A numerical example is discussed to illustrate the design approach. It is assumed that the degrada- tion model （or process） follows a drift Brownian motion; the accele- ration model follows Arrhenius equation; and the corresponding parameters follow normal and Gamma prior distributions. Using the Markov Chain Monte Carlo （MCMC） method and WinBUGS software, the comparison shows that KL divergence is better than quadratic loss for optimal criteria. Further, the effect of simulation outiiers on the optimization plan is analyzed and the preferred sur- face fitting algorithm is chosen. At the end of the paper, a NASA lithium-ion battery dataset is used as historical information and the KL divergence oriented Bayesian design is compared with maxi- mum likelihood theory oriented locally optimal design. The results show that the proposed method can provide a much better testing plan for this engineering application.
基金National Advanced Research Project of China(No.51319030302)National Advanced Research Foundation of China(No.9140A 19030506KG0166)
文摘A complex mechatronics system Bayesian plan of demonstration test is studied based on the mixed beta distribution. During product design and improvement various information is appropriately considered by introducing inheritance factor, moreover, the inheritance factor is thought as a random variable, and the Bayesian decision of the qualification test plan is obtained, and the correctness of a Bayesian model presented is verified. The results show that the quantity of the test is too conservative according to classical methods under small binomial samples. Although traditional Bayesian analysis can consider test information of related or similar products, it ignores differences between such products. The method has solved the above problem, furthermore, considering the requirement in many practical projects, the differences among this method, the classical method and Bayesian with beta distribution are compared according to the plan of reliability acceptance test.
基金supported by the National Natural Science Foundation of China (70571083)the Research Fund for the Doctoral Program of Higher Education of China (20094307110013)
文摘A Bayesian sequential testing method is proposed to evaluate system reliability index with reliability growth during development.The method develops a reliability growth model of repairable systems for failure censored test,and figures out the approach to determine the prior distribution of the system failure rate by applying the reliability growth model to incorporate the multistage test data collected from system development.Furthermore,the procedure for the Bayesian sequential testing is derived for the failure rate of the exponential life system,which enables the decision to terminate or continue development test.Finally,a numerical example is given to illustrate the efficiency of the proposed model and procedure.
文摘变异函数量化了空间2点地质属性的变异性,对地质统计分析至关重要。当地质数据随空间坐标呈现趋势变化时,正确选择和估计变异函数十分困难。为实现变异函数的模型选择和参数估计,提出了基于贝叶斯理论的变异函数选择方法,采用拉普拉斯近似方法将后验概率分布近似为高斯分布。首先计算出参数的后验概率分布,随后分别计算每个备选变异函数的贝叶斯模型证据,以确定最优模型。探讨了3种模型选择方法在变异函数选择中的适用性,包括贝叶斯模型证据(BME)、Akaike information criterion(AIC)识别准则和Bayesian information criterion(BIC)识别准则。通过实测静力触探试验的锥端阻力数据,说明了该方法,并从模型拟合度和复杂度罚值2个方面比较3种方法在变异函数模型选择中的差异性。研究表明,给定试验数据条件下,BME能够合理地考虑变异函数的拟合度和复杂性;而AIC和BIC识别准则在模型参数个数相同时,仅能反映不同变异函数的拟合度差异,因此,在这种情况下推荐采用BME选择变异函数。本研究方法能够在考虑趋势项参数条件下合理地选择地质统计学变异函数,所选最优变异函数与试验变异函数较一致,为地质统计学分析提供了有效的参考。
