Statistical analysis for masked system life data from Marshall‐Olkin Weibull distribution under progressive hybrid censoring

This paper considers the statistical analysis of masked data in a series system, where the components are assumed to have Marshall‐Olkin Weibull distribution. Based on type‐I progressive hybrid censored and masked data, we derive the maximum likelihood estimates, approximate confidence intervals, and bootstrap confidence intervals of unknown parameters. As the maximum likelihood estimate does not exist for small sample size, Gibbs sampling is used to obtain the Bayesian estimates and Monte Carlo method is employed to construct the credible intervals based on Jefferys prior with partial information. Numerical simulations are performed to compare the performances of the proposed methods and one data set is analyzed.     

一种基于灰色粒子滤波算法的机动AUV航深内测方法

本文提出了一种将灰色预测和小波变换与标准粒子滤波相结合的灰色粒子滤波算法（GPF）,并将其应用于机动AUV的航深内测。GPF针对机动AUV航深内测过程中由于AUV运动状态未知和测量噪声不断变化而导致的滤波失效问题,在粒子采样过程中结合了标准采样和灰色预测采样,保证了采样得到充分多的有效粒子。在计算粒子权重时,利用小波变换跟踪测量噪声统计特性的变化,提高了各粒子似然概率计算和权重分配的正确性。最后以外测法测得的高精度的机动AUV航深作为真实航深,对该GPF算法进行了实验对比验证,并与EKF和MMPF算法的结果作对比,实验结果表明了本文方法的有效性和实用性。     

Some recent findings in bayesian attribute single and double sampling

This article deals with several items, including theoretical and applied results. Specific topics include (1) a discrete, economically based, attributes acceptance sampling model and its adaptations, (2) relevant costs, (3) relevant prior distributions, (4) comparison of single- and double-sampling results, and (5) reasons for marginal implementation success following excellent implementation efforts. The basic model used is one developed by Guthrie and Johns; adaptations include provisions for fixed costs as well as modifications to permit double sampling. Optimization is exact, rather than approximate. Costs incorporated into the model are for sampling inspection, lot acceptance, and lot rejection. For each of these three categories a fixed cost is included as well as two variable costs, one for each item and the other for each defective item. Discrete prior distributions for the number of defectives in a lot are used exclusively. These include the mixed binomial and Polya distributions. Single- and double-sampling results are compared. Double sampling regularly performs at only slightly lower cost per lot than single sampling. Also, some cost and prior distribution sensitivity results are presented. Comments are provided regarding actual implementation experiences in industry. Practical deficiencies with the Bayesian approach are described, and a recommendation for future research is offered.     

An empirical bayes estimator for the scale parameter of the two-parameter weibull distribution

An empirical Bayes estimator is given for the scale parameter in the two-parameter Weibull distribution. The scale parameter is assumed to vary randomly throughout a sequence of experiments according to a common, but unknown, prior distribution. The shape parameter is assumed to be known, however, it may be different in each experiment. The estimator is obtained by means of a continuous approximation to the unknown prior density function. Results from Monte Carlo simulation are reported which show that the estimator has smaller mean-squared errors than the usual maximum-likelihood estimator.     

9/11: WHAT DID WE KNOW AND WHEN DID WE KNOW IT?

In February 1998, Osama Bin Laden published a signed statement calling for a fatwa against the United States for its having ‘declared war against God’. As we now know, the fatwa resulted in the unprecedented attack of 9/11. The issue of whether or not 9/11 was in any way predictable culminated in the public debate between Richard Clarke, former CIA Director George Tenet and the White House. This paper examines whether there was any evidence of a structural change in the terrorism data at or after February 1998 but prior to June 2001, controlling for the possibility of other breaks in earlier periods. In doing so, we use the standard Bai–Perron procedure and our sequential importance sampling (SIS) Markov Chain Monte Carlo (MCMC) method for identifying an unknown number of breaks at unknown dates. We conclude that sophisticated statistical time‐series analysis would not have predicted 9/11.     

Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models

Quantile is an important quantity in reliability analysis, as it is related to the resistance level for defining failure events. This study develops a computationally efficient sampling method for estimating extreme quantiles using stochastic black box computer models. Importance sampling has been widely employed as a powerful variance reduction technique to reduce estimation uncertainty and improve computational efficiency in many reliability studies. However, when applied to quantile estimation, importance sampling faces challenges, because a good choice of the importance sampling density relies on information about the unknown quantile. We propose an adaptive method that refines the importance sampling density parameter toward the unknown target quantile value along the iterations. The proposed adaptive scheme allows us to use the simulation outcomes obtained in previous iterations for steering the simulation process to focus on important input areas. We prove some convergence properties of the proposed method and show that our approach can achieve variance reduction over crude Monte Carlo sampling. We demonstrate its estimation efficiency through numerical examples and wind turbine case study.     

Information theory for ranking and selection

We study the classical ranking and selection problem, where the ultimate goal is to find the unknown best alternative in terms of the probability of correct selection or expected opportunity cost. However, this paper adopts an alternative sampling approach to achieve this goal, where sampling decisions are made with the objective of maximizing information about the unknown best alternative, or equivalently, minimizing its Shannon entropy. This adaptive learning is formulated via a Bayesian stochastic dynamic programming problem, by which several properties of the learning problem are presented, including the monotonicity of the optimal value function in an information-seeking setting. Since the state space of the stochastic dynamic program is unbounded in the Gaussian setting, a one-step look-ahead approach is used to develop a policy. The proposed policy seeks to maximize the one-step information gain about the unknown best alternative, and therefore, it is called information gradient (IG). It is also proved that the IG policy is consistent, that is, as the sampling budget grows to infinity, the IG policy finds the true best alternative almost surely. Later, a computationally efficient estimate of the proposed policy, called approximated information gradient (AIG), is introduced and in the numerical experiments its performance is tested against recent benchmarks alongside several sensitivity analyses. Results show that AIG performs competitively against other algorithms from the literature.     

Minimum cost sampling plans using bayesian methods

This article considers a general method for acceptance/rejection decisions in lot-by-lot sampling situations. Given arbitrary cost functions for sampling, accepting, and rejecting (where the cost can depend on the quality of the item) and a prior distribution on supplier quality, formulas are derived that lead to the minimal cost single-staged inspection plan. For the Bernoulli case, where each item is classified as acceptable or defective, the formulas simplify immensely. A computer code for solving the Bernoulli case is given.     

A backward recursive technique for optimal sequential sampling plans

This paper presents a procedure akin to dynamic programming for designing optimal acceptance sampling plans for item-by-item inspection. Using a Bayesian procedure, a prior distribution is specified, and a suitable cost model is employed depicting the cost of sampling, accepting or rejecting the lot. An algorithm is supplied which is digital computer oriented.     

A simulation–optimization method: Its convergence and utility

An optimization method is given for solving problems where a portion of the explicit mathematical form is unknown but can be evaluated. The solution scheme is an iterative process utilizing optimization and subsystem evaluation (such as via simulation). Conditions for the convergence of the iterative process are given. Several published application articles are noted as using this basic methodology. The method is superior to most other numerical optimization procedures. However, the class of problems for which the method is applicable is restricted to problems with enough known structure to generate a convergent iterative procedure. Three numerical examples are given and comparisons made with several other methods of optimizing unknown systems.     

A comparison of several attribute sampling plans

The purpose of this research is to examine several types of procedures for attribute sampling inspection-the widely used Military Standard 105D plans [8], the lesser known Double Zero plans as developed by Ellis [4] and the Narrow Limit gaging plans of Ott and Mundel [9]. Each of the procedures is described with an effort made to illuminate their more subtle features. Then the plans are compared, whence it is revealed that (i) Narrow Limit gaging plans have a serious weakness in comparison to the others and (ii) Double Zero plans tend to be essentially conservative, but that sufficiently tight Military Standard 105D plans can be selected to achieve comparable performance in all ways.     

The economic effects of inspector error on attribute sampling plans

In this paper the effects of inspector error on a cost-based quality control system are investigated. The system examined is of a single sampling plan design involving several cost components. Both type I and type II inspector errors are considered. The model employs a process distribution, thus assuming that a stochastic process of some kind governs the quality of incoming lots. Optimal plan design is investigated under both error-free and error-prone inspection procedures and some comparisons are made.     

噪声统计的Bayes 极大验后估计与系统自适滤波

对于具有测量的线性离散系统,在系统动力学噪声与测量统计特性未知的情况下,本文推导出了噪声统计特性在具有正态－逆Ｗｉｓｈａｒｔ分布验前信息情况之下的Ｂａｙｅｓ极大验后（ＭＡＰ）估计及其实时迫近,从而获得了系统的自适应滤波     

成败型产品验收试验方案研究

在可靠性定型试验的基础上,利用多层贝叶斯方法确定批产品可靠性指标的先验分布,从而制定出成败型产品可靠性验收试验的一种贝叶斯方案.给出利用定型试验信息确定产品可靠性指标先验分布的方法.这种验收方法充分利用了产品定型试验中的先验信息,在确保有较好验收效果的前提下,与传统的验收试验相比,可以大大减少试验量,从而得到可观的经济效益.     

Comparative evaluation of prior versus progressive articulation of preference in bicriterion optimization

Procedures for solving multiple criteria problems are receiving increasing attention. Two major solution approaches are those involving prior articulation and progressive articulation of preference information. A progressive articulation (interactive) optimization approach, called the Paired Comparison Method (PCM) is compared to the prior articulation approach of a priori utility function measurement in a quality control decision environment from the perspective of the decision maker. The three major issues investigated included: (1) the ease of use of each method, (2) the preferences of solutions obtained, and (3) the insight provided by the methodology into the nature and structure of the problem. The problem setting involved management students who were rquired to determine an acceptance sampling plan using both methods. The PCM provided the most preferred solutions and was considered easier to use and understand. The prior articulation of preference method was found to give more insight into the problem structure. The results suggest that a hybrid approach, combining both prior preference assessment and an interactive procedure exploiting the advantages of each, should be employed to solve multiple criteria problems.     

基于Sub-Nyquist采样的单通道频谱感知技术

宽带频谱感知技术在认知无线电中具有广泛的应用。基于时分的思想,将信号采集时间以固定长度的时间片进行划分,分别与不同的伪随机码信号相乘,经过低通滤波和sub-Nyquist采样,利用采样数据求出信号的频率支集。与已有的多通道频谱感知结构相比,本文用相对简单的单通道结构实现,同样能够利用低速率的采样点完成频谱感知。仿真实验结果表明,在信号的频率支集未知的情况下,该算法能够有效利用sub-Nyquist采样的数据实现频谱感知。     

Optimal selection with alternative information

This article examines the problem of optimally selecting from several unknown rewards when there are given alternative, costly sources of information. The optimal rule, indicating the information to be purchased and the reward to be selected, is specified as a function of the decision maker's prior probabilities regarding the value of each alternative. The rule is surprisingly complex, balancing prior beliefs, the “informativeness” of the relevant information system, and the cost of acquiring information.     

一种传感器网络时空融合模型

针对多传感器间存在时空相关性和先验知识未知的情况,提出了一种基于核偏最小二乘最优加权的传感器网络时空融合模型。首先用核偏最小二乘法对每个传感器在不同时刻的测量值进行融合,然后将各个传感器同时刻的估计值进行空间最优融合,从而得到被测参量的最终融合估计。该模型还能排除那些取值远离样本点集合平均水平的奇异点。理论分析和融合实验表明,该模型能取得较高的融合精度,并能显著节省网络能量。     

Information in two-stage programming under uncertainty

The random variables in two-stage programming under uncertainty are generally treated in a passive manner in that no information regarding the random variables or the process generating the random variables may be obtained. This paper develops the economics of information for the case in which the probability distributions are discrete. A multinomial process is assumed to generate the random variables, and the parameter vector of that process is assumed to be unknown. A Dirichlet prior distribution on the parameter vector is used, and the computation of the value of information thus involves a Dirichlet-multinomial distribution on the random variables. An example involving producing to meet uncertain demands is presented.     

Risk preference,multiple attributes,and multiple criteria in bayesian acceptance sampling plans

Although there has been considerable research directed toward developing Bayesian acceptance sampling plans, little consideration has been given to incorporating a decision-maker's risk attitude or treating such problems in terms of multiple-type defects and multiple criteria. We review our own work which is focused on the above issues. A model incorporating risk preference is shown to yield substantial differences in the characteristics of an optimal sampling plan relative to a typical Bayesian linear cost (risk neutral) model. Bayesian models and optimization schemes for a variety of multiple-type defect plans are reviewed. A bicriterion acceptance model, employing average outgoing quality and average inspection cost is also formulated. Traditional versus interactive optimization procedures are compared empirically in terms of ease of use, satisfaction with solutions, and insight gained into the problem.