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 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
Learning Bayesian network structure is one of the most exciting challenges in machine learning. Discovering a correct skeleton of a directed acyclic graph（DAG） is the foundation for dependency analysis algorithms fo...Learning Bayesian network structure is one of the most exciting challenges in machine learning. Discovering a correct skeleton of a directed acyclic graph（DAG） is the foundation for dependency analysis algorithms for this problem. Considering the unreliability of high order condition independence（CI） tests, and to improve the efficiency of a dependency analysis algorithm, the key steps are to use few numbers of CI tests and reduce the sizes of conditioning sets as much as possible. Based on these reasons and inspired by the algorithm PC, we present an algorithm, named fast and efficient PC（FEPC）, for learning the adjacent neighbourhood of every variable. FEPC implements the CI tests by three kinds of orders, which reduces the high order CI tests significantly. Compared with current algorithm proposals, the experiment results show that FEPC has better accuracy with fewer numbers of condition independence tests and smaller size of conditioning sets. The highest reduction percentage of CI test is 83.3% by EFPC compared with PC algorithm.展开更多
In the multistage reliability growth tests with instant and delayed fix modes, the failure data can be assumed to follow Weibull processes with different parameters at different stages. For the Weibull process within ...In the multistage reliability growth tests with instant and delayed fix modes, the failure data can be assumed to follow Weibull processes with different parameters at different stages. For the Weibull process within a stage, by the proper selection of prior distribution form and the parameters, a concise posterior distribution form is obtained, thus simplifying the Bayesian analysis. In the multistage tests, the improvement factor is used to convert the posterior of one stage to the prior of the subsequent stage. The conversion criterion is carefully analyzed to determine the distribution parameters of the subsequent stage＇s variable reasonably. Based on the mentioned results, a new synthetic Bayesian evaluation program and algorithm framework is put forward to evaluate the multistage reliability growth tests with instant and delayed fix modes. The example shows the effectiveness and flexibility of this method.展开更多
This paper is concerned with the right use of simple hypothesis tests in the area of positive accounting research.Both the usefulness and the limitations of the technique are dealt with in detail.
Tests for a proportion that may be zero are described. The setting is an environment in which there can be misclassifications or misdiagnoses, giving the possibility of nonzero counts from false positives even though ...Tests for a proportion that may be zero are described. The setting is an environment in which there can be misclassifications or misdiagnoses, giving the possibility of nonzero counts from false positives even though no real examples may exist. Both frequentist and Bayesian tests and analyses are presented, and examples are given.展开更多
Directing at evaluation for qualifying rate in weaponry test,this article discusses firstly how field test information is flooded with lots of prior information.Then a fast Bayesian evaluation algorithm is presented b...Directing at evaluation for qualifying rate in weaponry test,this article discusses firstly how field test information is flooded with lots of prior information.Then a fast Bayesian evaluation algorithm is presented based on the elaborate analysis of prior information reliability and the second category of maximum likelihood.The example demonstrates that the algorithm presented in this article is better and more robust compared with classical evaluation algorithm for safe-or-failure test and normal Bayesian method,which can make the best of prior information.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.
基金Supported by the National Natural Science Foundation of China(61403290,11301408,11401454)the Foundation for Youths of Shaanxi Province(2014JQ1020)+1 种基金the Foundation of Baoji City(2013R7-3)the Foundation of Baoji University of Arts and Sciences(ZK15081)
文摘Learning Bayesian network structure is one of the most exciting challenges in machine learning. Discovering a correct skeleton of a directed acyclic graph（DAG） is the foundation for dependency analysis algorithms for this problem. Considering the unreliability of high order condition independence（CI） tests, and to improve the efficiency of a dependency analysis algorithm, the key steps are to use few numbers of CI tests and reduce the sizes of conditioning sets as much as possible. Based on these reasons and inspired by the algorithm PC, we present an algorithm, named fast and efficient PC（FEPC）, for learning the adjacent neighbourhood of every variable. FEPC implements the CI tests by three kinds of orders, which reduces the high order CI tests significantly. Compared with current algorithm proposals, the experiment results show that FEPC has better accuracy with fewer numbers of condition independence tests and smaller size of conditioning sets. The highest reduction percentage of CI test is 83.3% by EFPC compared with PC algorithm.
基金supported by Pre-research Foundation of General Armament Department of China(xxxxxxxxxxxx06KG0164)and the National Doctoral Foundation of China (2005999807).
文摘In the multistage reliability growth tests with instant and delayed fix modes, the failure data can be assumed to follow Weibull processes with different parameters at different stages. For the Weibull process within a stage, by the proper selection of prior distribution form and the parameters, a concise posterior distribution form is obtained, thus simplifying the Bayesian analysis. In the multistage tests, the improvement factor is used to convert the posterior of one stage to the prior of the subsequent stage. The conversion criterion is carefully analyzed to determine the distribution parameters of the subsequent stage＇s variable reasonably. Based on the mentioned results, a new synthetic Bayesian evaluation program and algorithm framework is put forward to evaluate the multistage reliability growth tests with instant and delayed fix modes. The example shows the effectiveness and flexibility of this method.
文摘This paper is concerned with the right use of simple hypothesis tests in the area of positive accounting research.Both the usefulness and the limitations of the technique are dealt with in detail.
文摘Tests for a proportion that may be zero are described. The setting is an environment in which there can be misclassifications or misdiagnoses, giving the possibility of nonzero counts from false positives even though no real examples may exist. Both frequentist and Bayesian tests and analyses are presented, and examples are given.
基金the National Defense Research Foundation of China(No.4010203010401)
文摘Directing at evaluation for qualifying rate in weaponry test,this article discusses firstly how field test information is flooded with lots of prior information.Then a fast Bayesian evaluation algorithm is presented based on the elaborate analysis of prior information reliability and the second category of maximum likelihood.The example demonstrates that the algorithm presented in this article is better and more robust compared with classical evaluation algorithm for safe-or-failure test and normal Bayesian method,which can make the best of prior information.
