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
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
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
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
Sample size determination typically relies on a power analysis based on a frequentist conditional approach. This latter can be seen as a particular case of the two-priors approach, which allows to build four distinct ...Sample size determination typically relies on a power analysis based on a frequentist conditional approach. This latter can be seen as a particular case of the two-priors approach, which allows to build four distinct power functions to select the optimal sample size. We revise this approach when the focus is on testing a single binomial proportion. We consider exact methods and introduce a conservative criterion to account for the typical non-monotonic behavior of the power functions, when dealing with discrete data. The main purpose of this paper is to present a Shiny App providing a user-friendly, interactive tool to apply these criteria. The app also provides specific tools to elicit the analysis and the design prior distributions, which are the core of the two-priors approach.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
The delayed S-shaped software reliability growth model (SRGM) is one of the non-homogeneous Poisson process (NHPP) models which have been proposed for software reliability assessment. The model is distinctive because ...The delayed S-shaped software reliability growth model (SRGM) is one of the non-homogeneous Poisson process (NHPP) models which have been proposed for software reliability assessment. The model is distinctive because it has a mean value function that reflects the delay in failure reporting: there is a delay between failure detection and reporting time. The model captures error detection, isolation, and removal processes, thus is appropriate for software reliability analysis. Predictive analysis in software testing is useful in modifying, debugging, and determining when to terminate software development testing processes. However, Bayesian predictive analyses on the delayed S-shaped model have not been extensively explored. This paper uses the delayed S-shaped SRGM to address four issues in one-sample prediction associated with the software development testing process. Bayesian approach based on non-informative priors was used to derive explicit solutions for the four issues, and the developed methodologies were illustrated using real data.展开更多
In this work,we perform a Bayesian inference of the crust-core transition density ρ_(t) of neutron stars based on the neutron-star radius and neutron-skin thickness data using a thermodynamical method.Uniform and Gau...In this work,we perform a Bayesian inference of the crust-core transition density ρ_(t) of neutron stars based on the neutron-star radius and neutron-skin thickness data using a thermodynamical method.Uniform and Gaussian distributions for the ρ_(t) prior were adopted in the Bayesian approach.It has a larger probability of having values higher than 0.1 fm^(−3) for ρ_(t) as the uniform prior and neutron-star radius data were used.This was found to be controlled by the curvature K_(sym) of the nuclear symmetry energy.This phenomenon did not occur if K_(sym) was not extremely negative,namely,K_(sym)>−200 MeV.The value ofρ_(t) obtained was 0.075_(−0.01)^(+0.005) fm^(−3) at a confidence level of 68%when both the neutron-star radius and neutron-skin thickness data were considered.Strong anti-correlations were observed between ρ_(t),slope L,and curvature of the nuclear symmetry energy.The dependence of the three L-K_(sym) correlations predicted in the literature on crust-core density and pressure was quantitatively investigated.The most probable value of 0.08 fm^(−3) for ρ_(t) was obtained from the L-K_(sym) relationship proposed by Holt et al.while larger values were preferred for the other two relationships.展开更多
Decision-theoretic interval estimation requires the use of loss functions that, typically, take into account the size and the coverage of the sets. We here consider the class of monotone loss functions that, under qui...Decision-theoretic interval estimation requires the use of loss functions that, typically, take into account the size and the coverage of the sets. We here consider the class of monotone loss functions that, under quite general conditions, guarantee Bayesian optimality of highest posterior probability sets. We focus on three specific families of monotone losses, namely the linear, the exponential and the rational losses whose difference consists in the way the sizes of the sets are penalized. Within the standard yet important set-up of a normal model we propose: 1) an optimality analysis, to compare the solutions yielded by the alternative classes of losses;2) a regret analysis, to evaluate the additional loss of standard non-optimal intervals of fixed credibility. The article uses an application to a clinical trial as an illustrative example.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
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.
文摘Sample size determination typically relies on a power analysis based on a frequentist conditional approach. This latter can be seen as a particular case of the two-priors approach, which allows to build four distinct power functions to select the optimal sample size. We revise this approach when the focus is on testing a single binomial proportion. We consider exact methods and introduce a conservative criterion to account for the typical non-monotonic behavior of the power functions, when dealing with discrete data. The main purpose of this paper is to present a Shiny App providing a user-friendly, interactive tool to apply these criteria. The app also provides specific tools to elicit the analysis and the design prior distributions, which are the core of the two-priors approach.
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The delayed S-shaped software reliability growth model (SRGM) is one of the non-homogeneous Poisson process (NHPP) models which have been proposed for software reliability assessment. The model is distinctive because it has a mean value function that reflects the delay in failure reporting: there is a delay between failure detection and reporting time. The model captures error detection, isolation, and removal processes, thus is appropriate for software reliability analysis. Predictive analysis in software testing is useful in modifying, debugging, and determining when to terminate software development testing processes. However, Bayesian predictive analyses on the delayed S-shaped model have not been extensively explored. This paper uses the delayed S-shaped SRGM to address four issues in one-sample prediction associated with the software development testing process. Bayesian approach based on non-informative priors was used to derive explicit solutions for the four issues, and the developed methodologies were illustrated using real data.
基金supported by the Shanxi Provincial Foundation for Returned Overseas Scholars (No. 20220037)Natural Science Foundation of Shanxi Province (No. 20210302123085)Discipline Construction Project of Yuncheng University
文摘In this work,we perform a Bayesian inference of the crust-core transition density ρ_(t) of neutron stars based on the neutron-star radius and neutron-skin thickness data using a thermodynamical method.Uniform and Gaussian distributions for the ρ_(t) prior were adopted in the Bayesian approach.It has a larger probability of having values higher than 0.1 fm^(−3) for ρ_(t) as the uniform prior and neutron-star radius data were used.This was found to be controlled by the curvature K_(sym) of the nuclear symmetry energy.This phenomenon did not occur if K_(sym) was not extremely negative,namely,K_(sym)>−200 MeV.The value ofρ_(t) obtained was 0.075_(−0.01)^(+0.005) fm^(−3) at a confidence level of 68%when both the neutron-star radius and neutron-skin thickness data were considered.Strong anti-correlations were observed between ρ_(t),slope L,and curvature of the nuclear symmetry energy.The dependence of the three L-K_(sym) correlations predicted in the literature on crust-core density and pressure was quantitatively investigated.The most probable value of 0.08 fm^(−3) for ρ_(t) was obtained from the L-K_(sym) relationship proposed by Holt et al.while larger values were preferred for the other two relationships.
文摘Decision-theoretic interval estimation requires the use of loss functions that, typically, take into account the size and the coverage of the sets. We here consider the class of monotone loss functions that, under quite general conditions, guarantee Bayesian optimality of highest posterior probability sets. We focus on three specific families of monotone losses, namely the linear, the exponential and the rational losses whose difference consists in the way the sizes of the sets are penalized. Within the standard yet important set-up of a normal model we propose: 1) an optimality analysis, to compare the solutions yielded by the alternative classes of losses;2) a regret analysis, to evaluate the additional loss of standard non-optimal intervals of fixed credibility. The article uses an application to a clinical trial as an illustrative example.
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.