Recently,the Darna distribution has been introduced as a new lifetime distribution.The two-parameter Darna distribution represents is a mixture of two well-known gamma and exponential distributions.A manufacturer or a...Recently,the Darna distribution has been introduced as a new lifetime distribution.The two-parameter Darna distribution represents is a mixture of two well-known gamma and exponential distributions.A manufacturer or an engineer of products conducts life testing to examine whether the quality level of products meets the customer’s requirements,such as reliability or the minimum lifetime.In this article,an attribute modified chain sampling inspection plan based on the time truncated life test is proposed for items whose lifetime follows the Darna distribution.The plan parameters,including the sample size,the acceptance number,and the past lot result of the proposed sampling plan,are determined with the help of the two-point approach considering the acceptable quality level(AQL)and the limiting quality level(LQL).The plan parameters and the corresponding operating characteristic functions of a new plan are provided in tabular form for various Darna distribution parameters.Also,a few illustrated examples are presented for various distribution parameters.The usefulness of the proposed attribute modified chain sampling plan is investigated using two real failure time datasets.The results indicate that the proposed sampling plan can reduce the sample size when the termination ratio increases for fixed values of the producer’s risk and acceptance number.Hence,the proposed attribute modified chain sampling inspection plan is recommended to practitioners in the field.展开更多
We introduce the potential-decomposition strategy (PDS), which can be used in Markov chain Monte Carlo sampling algorithms. PDS can be designed to make particles move in a modified potential that favors diffusion in...We introduce the potential-decomposition strategy (PDS), which can be used in Markov chain Monte Carlo sampling algorithms. PDS can be designed to make particles move in a modified potential that favors diffusion in phase space, then, by rejecting some trial samples, the target distributions can be sampled in an unbiased manner. Furthermore, if the accepted trial samples are insumcient, they can be recycled as initial states to form more unbiased samples. This strategy can greatly improve efficiency when the original potential has multiple metastable states separated by large barriers. We apply PDS to the 2d Ising model and a double-well potential model with a large barrier, demonstrating in these two representative examples that convergence is accelerated by orders of magnitude.展开更多
To solve the problem that the signal sparsity level is time-varying and not known as a priori in most cases,a signal sparsity level prediction and optimal sampling rate determination scheme is proposed.The discrete-ti...To solve the problem that the signal sparsity level is time-varying and not known as a priori in most cases,a signal sparsity level prediction and optimal sampling rate determination scheme is proposed.The discrete-time Markov chain is used to model the signal sparsity level and analyze the transition between different states.According to the current state,the signal sparsity level state in the next sampling period and its probability are predicted.Furthermore,based on the prediction results,a dynamic control approach is proposed to find out the optimal sampling rate with the aim of maximizing the expected reward which considers both the energy consumption and the recovery accuracy.The proposed approach can balance the tradeoff between the energy consumption and the recovery accuracy.Simulation results show that the proposed dynamic control approach can significantly improve the sampling performance compared with the existing approach.展开更多
The reliability and sensitivity analyses of stator blade regulator usually involve complex characteristics like highnonlinearity,multi-failure regions,and small failure probability,which brings in unacceptable computi...The reliability and sensitivity analyses of stator blade regulator usually involve complex characteristics like highnonlinearity,multi-failure regions,and small failure probability,which brings in unacceptable computing efficiency and accuracy of the current analysismethods.In this case,by fitting the implicit limit state function(LSF)with active Kriging(AK)model and reducing candidate sample poolwith adaptive importance sampling(AIS),a novel AK-AIS method is proposed.Herein,theAKmodel andMarkov chainMonte Carlo(MCMC)are first established to identify the most probable failure region(s)(MPFRs),and the adaptive kernel density estimation(AKDE)importance sampling function is constructed to select the candidate samples.With the best samples sequentially attained in the reduced candidate samples and employed to update the Kriging-fitted LSF,the failure probability and sensitivity indices are acquired at a lower cost.The proposed method is verified by twomulti-failure numerical examples,and then applied to the reliability and sensitivity analyses of a typical stator blade regulator.Withmethods comparison,the proposed AK-AIS is proven to hold the computing advantages on accuracy and efficiency in complex reliability and sensitivity analysis problems.展开更多
Most of the maintenance optimization models in condition-based maintenance(CBM) consider the cost-optimal criterion, but few papers have dealt with availability maximization for maintenance applications. A novel optim...Most of the maintenance optimization models in condition-based maintenance(CBM) consider the cost-optimal criterion, but few papers have dealt with availability maximization for maintenance applications. A novel optimal Bayesian control approach is presented for maintenance decision making. The system deterioration evolves as a three-state continuous time hidden semi-Markov process. Considering the optimal maintenance policy, the multivariate Bayesian control scheme based on the hidden semi-Markov model(HSMM) is developed, the objective is to maximize the long-run expected average availability per unit time. The proposed approach can optimize the sampling interval and control limit jointly. A case study using Markov chain Monte Carlo(MCMC)simulation is provided and a comparison with the Bayesian control scheme based on hidden Markov model(HMM), the age-based replacement policy, Hotelling’s T2, multivariate exponentially weihted moving average(MEWMA) and multivariate cumulative sum(MCUSUM) control charts is given, which illustrates the effectiveness of the proposed method.展开更多
This paper deals with Bayesian inference and prediction problems of the Burr type XII distribution based on progressive first failure censored data. We consider the Bayesian inference under a squared error loss functi...This paper deals with Bayesian inference and prediction problems of the Burr type XII distribution based on progressive first failure censored data. We consider the Bayesian inference under a squared error loss function. We propose to apply Gibbs sampling procedure to draw Markov Chain Monte Carlo (MCMC) samples, and they have in turn, been used to compute the Bayes estimates with the help of importance sampling technique. We have performed a simulation study in order to compare the proposed Bayes estimators with the maximum likelihood estimators. We further consider two sample Bayes prediction to predicting future order statistics and upper record values from Burr type XII distribution based on progressive first failure censored data. The predictive densities are obtained and used to determine prediction intervals for unobserved order statistics and upper record values. A real life data set is used to illustrate the results derived.展开更多
Although it is known that exact sampling algorithm is easy to construct and less sensitive to noise, the samples distri- bution of the algorithm deviates from the target states distribution due to the local dependent ...Although it is known that exact sampling algorithm is easy to construct and less sensitive to noise, the samples distri- bution of the algorithm deviates from the target states distribution due to the local dependent coupling problem. A new algorithm, named exact sampling with directional threshold (ES-DT) is intro- duced. The main advantage of the new algorithm, in comparison with the traditional exact sampling algorithm, is that it can control the sampling with a rejection strategy in Markov chain during the path growth, and closely approach the ideal distribution based on maintaining the target density. Simulation experiments show the effectiveness of the proposed algorithm.展开更多
Some basic equations and the relations among various Markov chains are established. These works are the bases in the investigation of the theory of Markov chain in random environment.
Aureococcus anophagefferens, a small pelagophyte algae, has caused brown tide blooms in coastal waters of Qinhuangdao in recent years, presenting significant negative impacts on the shellfish mariculture industry. Und...Aureococcus anophagefferens, a small pelagophyte algae, has caused brown tide blooms in coastal waters of Qinhuangdao in recent years, presenting significant negative impacts on the shellfish mariculture industry. Under standard light microscopy, it is visually indistinguishable from other small algae in field samples due to its extremely small size. In this study, quantitative polymerase chain reaction(q PCR) based on 18 S r DNA sequences was developed and used to detect and enumerate A. anophagefferens. A linear regression(R2 = 0.91) was generated based on cycle thresholds value(Ct) versus known concentrations of A. anophagefferens. Twenty-two field samples collected in coastal waters of Qinhuangdao were subjected to DNA extraction and then analyzed using q PCR. Results showed that A. anophagefferens had a wide distribution in coastal waters along Qinhuangdao. Elevated A. anophagefferens abundance, category 3 brown tide blooms(〉200 000 cells/m L) occurred at Dongshan Beach and Tiger-stone Beach in August in 2013. In shellfish mariculture areas along coastal waters of Qinhuangdao, 4 stations had category 3 blooms, and 6 stations had category 2 blooms(35 000–200 000 cells/m L) in August and all stations had category 1 blooms(〉0 to ≤35 000 cells/m L) in October. Quantitative PCR allows for detection of A. anophagefferens cells at low levels in filed samples, which is essential to effective management and prediction of brown tide blooms.展开更多
The indexing transmission chain error of gear cutting machines is an obviously periodic timefunction. If data are acquired properly while surveying and analyzing the error with grating typeinstrument attached to a mic...The indexing transmission chain error of gear cutting machines is an obviously periodic timefunction. If data are acquired properly while surveying and analyzing the error with grating typeinstrument attached to a micro-computer, the analysis will be easier and quicker. In this paper,such a system is introduced; a data acquiring interface is designed. Therefore, real-time samplingcan be performed. The results obtained from the indexing tramsmission chain error of several gearhobbing and shaping machines with this system were satisfactory.展开更多
This paper deals with the Bayesian inferences of unknown parameters of the progressively Type II censored Weibull-geometric (WG) distribution. The Bayes estimators cannot be obtained in explicit forms of the unknown p...This paper deals with the Bayesian inferences of unknown parameters of the progressively Type II censored Weibull-geometric (WG) distribution. The Bayes estimators cannot be obtained in explicit forms of the unknown parameters under a squared error loss function. The approximate Bayes estimators will be computed using the idea of Markov Chain Monte Carlo (MCMC) method to generate from the posterior distributions. Also the point estimation and confidence intervals based on maximum likelihood and bootstrap technique are also proposed. The approximate Bayes estimators will be obtained under the assumptions of informative and non-informative priors are compared with the maximum likelihood estimators. A numerical example is provided to illustrate the proposed estimation methods here. Maximum likelihood, bootstrap and the different Bayes estimates are compared via a Monte Carlo Simulation展开更多
载荷外推作为载荷谱编制的重要技术手段,当前研究缺乏对于载荷外推总体方法的全面梳理、马尔可夫稳态分布的求解方法适应性不够、缺乏不同非参频次外推方法的比较与选用原则,导致不便生成高精度载荷谱以支撑装备性能设计。围绕坦克在高...载荷外推作为载荷谱编制的重要技术手段,当前研究缺乏对于载荷外推总体方法的全面梳理、马尔可夫稳态分布的求解方法适应性不够、缺乏不同非参频次外推方法的比较与选用原则,导致不便生成高精度载荷谱以支撑装备性能设计。围绕坦克在高机动和极限工况下的载荷谱编制问题,基于某坦克行进间身管位移数据样本,分别使用基于雨流矩阵及核密度估计的非参数外推法、基于马尔可夫链蒙特卡洛(Markov Chain Monte Carlo,MCMC)的信号重构法以及Metropolis-Hastings(简称MH)直接采样法进行了载荷频次外推,并针对MCMC的信号重构法提出了一种改良马尔可夫稳态分布的求解方法。应用所提出的频次-极值相结合的载荷外推总体方法对坦克身管位移进行了频次扩充与极值预测,并结合实车试验结果验证了方法的准确性。研究结果表明:改良的马尔可夫稳态分布求解方法是有效的;在样本长度足够、外推精度要求不甚高的情况下,MH直接采样法可作为一种新的频次外推方法;运用频次-极值相结合的载荷外推总体方法所得结果精度较高;形成的频次外推法选用原则对于载荷谱编制过程中的方法选择具有一定的指导意义。研究工作为装备载荷谱的高质量编制提供了成熟的技术路线和参考。展开更多
The topic of this article is one-sided hypothesis testing for disparity, i.e., the mean of one group is larger than that of another when there is uncertainty as to which group a datum is drawn. For each datum, the unc...The topic of this article is one-sided hypothesis testing for disparity, i.e., the mean of one group is larger than that of another when there is uncertainty as to which group a datum is drawn. For each datum, the uncertainty is captured with a given discrete probability distribution over the groups. Such situations arise, for example, in the use of Bayesian imputation methods to assess race and ethnicity disparities with certain insurance, health, and financial data. A widely used method to implement this assessment is the Bayesian Improved Surname Geocoding (BISG) method which assigns a discrete probability over six race/ethnicity groups to an individual given the individual’s surname and address location. Using a Bayesian framework and Markov Chain Monte Carlo sampling from the joint posterior distribution of the group means, the probability of a disparity hypothesis is estimated. Four methods are developed and compared with an illustrative data set. Three of these methods are implemented in an R-code and one method in WinBUGS. These methods are programed for any number of groups between two and six inclusive. All the codes are provided in the appendices.展开更多
基金A.R.A.Alanzi would like to thank the Deanship of Scientific Research at Majmaah University for financial support and encouragement.
文摘Recently,the Darna distribution has been introduced as a new lifetime distribution.The two-parameter Darna distribution represents is a mixture of two well-known gamma and exponential distributions.A manufacturer or an engineer of products conducts life testing to examine whether the quality level of products meets the customer’s requirements,such as reliability or the minimum lifetime.In this article,an attribute modified chain sampling inspection plan based on the time truncated life test is proposed for items whose lifetime follows the Darna distribution.The plan parameters,including the sample size,the acceptance number,and the past lot result of the proposed sampling plan,are determined with the help of the two-point approach considering the acceptable quality level(AQL)and the limiting quality level(LQL).The plan parameters and the corresponding operating characteristic functions of a new plan are provided in tabular form for various Darna distribution parameters.Also,a few illustrated examples are presented for various distribution parameters.The usefulness of the proposed attribute modified chain sampling plan is investigated using two real failure time datasets.The results indicate that the proposed sampling plan can reduce the sample size when the termination ratio increases for fixed values of the producer’s risk and acceptance number.Hence,the proposed attribute modified chain sampling inspection plan is recommended to practitioners in the field.
基金Supported by the National Natural Science Foundation of China under Grant Nos.10674016,10875013the Specialized Research Foundation for the Doctoral Program of Higher Education under Grant No.20080027005
文摘We introduce the potential-decomposition strategy (PDS), which can be used in Markov chain Monte Carlo sampling algorithms. PDS can be designed to make particles move in a modified potential that favors diffusion in phase space, then, by rejecting some trial samples, the target distributions can be sampled in an unbiased manner. Furthermore, if the accepted trial samples are insumcient, they can be recycled as initial states to form more unbiased samples. This strategy can greatly improve efficiency when the original potential has multiple metastable states separated by large barriers. We apply PDS to the 2d Ising model and a double-well potential model with a large barrier, demonstrating in these two representative examples that convergence is accelerated by orders of magnitude.
基金Innovation Funds for Outstanding Graduate Students in School of Information and Communication Engineering in BUPTthe National Natural Science Foundation of China(No.61001115, 61271182)
文摘To solve the problem that the signal sparsity level is time-varying and not known as a priori in most cases,a signal sparsity level prediction and optimal sampling rate determination scheme is proposed.The discrete-time Markov chain is used to model the signal sparsity level and analyze the transition between different states.According to the current state,the signal sparsity level state in the next sampling period and its probability are predicted.Furthermore,based on the prediction results,a dynamic control approach is proposed to find out the optimal sampling rate with the aim of maximizing the expected reward which considers both the energy consumption and the recovery accuracy.The proposed approach can balance the tradeoff between the energy consumption and the recovery accuracy.Simulation results show that the proposed dynamic control approach can significantly improve the sampling performance compared with the existing approach.
基金supported by the National Natural Science Foundation of China under Grant Nos.52105136,51975028China Postdoctoral Science Foundation under Grant[No.2021M690290]the National Science and TechnologyMajor Project under Grant No.J2019-IV-0002-0069.
文摘The reliability and sensitivity analyses of stator blade regulator usually involve complex characteristics like highnonlinearity,multi-failure regions,and small failure probability,which brings in unacceptable computing efficiency and accuracy of the current analysismethods.In this case,by fitting the implicit limit state function(LSF)with active Kriging(AK)model and reducing candidate sample poolwith adaptive importance sampling(AIS),a novel AK-AIS method is proposed.Herein,theAKmodel andMarkov chainMonte Carlo(MCMC)are first established to identify the most probable failure region(s)(MPFRs),and the adaptive kernel density estimation(AKDE)importance sampling function is constructed to select the candidate samples.With the best samples sequentially attained in the reduced candidate samples and employed to update the Kriging-fitted LSF,the failure probability and sensitivity indices are acquired at a lower cost.The proposed method is verified by twomulti-failure numerical examples,and then applied to the reliability and sensitivity analyses of a typical stator blade regulator.Withmethods comparison,the proposed AK-AIS is proven to hold the computing advantages on accuracy and efficiency in complex reliability and sensitivity analysis problems.
基金supported by the National Natural Science Foundation of China(51705221)the China Scholarship Council(201606830028)+1 种基金the Fundamental Research Funds for the Central Universities(NS2015072)the Funding of Jiangsu Innovation Program for Graduate Education(KYLX15 0313)
文摘Most of the maintenance optimization models in condition-based maintenance(CBM) consider the cost-optimal criterion, but few papers have dealt with availability maximization for maintenance applications. A novel optimal Bayesian control approach is presented for maintenance decision making. The system deterioration evolves as a three-state continuous time hidden semi-Markov process. Considering the optimal maintenance policy, the multivariate Bayesian control scheme based on the hidden semi-Markov model(HSMM) is developed, the objective is to maximize the long-run expected average availability per unit time. The proposed approach can optimize the sampling interval and control limit jointly. A case study using Markov chain Monte Carlo(MCMC)simulation is provided and a comparison with the Bayesian control scheme based on hidden Markov model(HMM), the age-based replacement policy, Hotelling’s T2, multivariate exponentially weihted moving average(MEWMA) and multivariate cumulative sum(MCUSUM) control charts is given, which illustrates the effectiveness of the proposed method.
文摘This paper deals with Bayesian inference and prediction problems of the Burr type XII distribution based on progressive first failure censored data. We consider the Bayesian inference under a squared error loss function. We propose to apply Gibbs sampling procedure to draw Markov Chain Monte Carlo (MCMC) samples, and they have in turn, been used to compute the Bayes estimates with the help of importance sampling technique. We have performed a simulation study in order to compare the proposed Bayes estimators with the maximum likelihood estimators. We further consider two sample Bayes prediction to predicting future order statistics and upper record values from Burr type XII distribution based on progressive first failure censored data. The predictive densities are obtained and used to determine prediction intervals for unobserved order statistics and upper record values. A real life data set is used to illustrate the results derived.
文摘Although it is known that exact sampling algorithm is easy to construct and less sensitive to noise, the samples distri- bution of the algorithm deviates from the target states distribution due to the local dependent coupling problem. A new algorithm, named exact sampling with directional threshold (ES-DT) is intro- duced. The main advantage of the new algorithm, in comparison with the traditional exact sampling algorithm, is that it can control the sampling with a rejection strategy in Markov chain during the path growth, and closely approach the ideal distribution based on maintaining the target density. Simulation experiments show the effectiveness of the proposed algorithm.
基金the National Natural Science Foundation of China(10 0 710 5 8-2 ) and Doctoral Programme Foundationof China
文摘Some basic equations and the relations among various Markov chains are established. These works are the bases in the investigation of the theory of Markov chain in random environment.
基金The National Natural Science Foundation of China under contract No.40906081the Public Science and Technology Research Funds Projects of Ocean under contract Nos 2011418021 and 201305030Integrated Environmental Governances and Restoration in Beidaihe Coast of Hebei Province
文摘Aureococcus anophagefferens, a small pelagophyte algae, has caused brown tide blooms in coastal waters of Qinhuangdao in recent years, presenting significant negative impacts on the shellfish mariculture industry. Under standard light microscopy, it is visually indistinguishable from other small algae in field samples due to its extremely small size. In this study, quantitative polymerase chain reaction(q PCR) based on 18 S r DNA sequences was developed and used to detect and enumerate A. anophagefferens. A linear regression(R2 = 0.91) was generated based on cycle thresholds value(Ct) versus known concentrations of A. anophagefferens. Twenty-two field samples collected in coastal waters of Qinhuangdao were subjected to DNA extraction and then analyzed using q PCR. Results showed that A. anophagefferens had a wide distribution in coastal waters along Qinhuangdao. Elevated A. anophagefferens abundance, category 3 brown tide blooms(〉200 000 cells/m L) occurred at Dongshan Beach and Tiger-stone Beach in August in 2013. In shellfish mariculture areas along coastal waters of Qinhuangdao, 4 stations had category 3 blooms, and 6 stations had category 2 blooms(35 000–200 000 cells/m L) in August and all stations had category 1 blooms(〉0 to ≤35 000 cells/m L) in October. Quantitative PCR allows for detection of A. anophagefferens cells at low levels in filed samples, which is essential to effective management and prediction of brown tide blooms.
文摘The indexing transmission chain error of gear cutting machines is an obviously periodic timefunction. If data are acquired properly while surveying and analyzing the error with grating typeinstrument attached to a micro-computer, the analysis will be easier and quicker. In this paper,such a system is introduced; a data acquiring interface is designed. Therefore, real-time samplingcan be performed. The results obtained from the indexing tramsmission chain error of several gearhobbing and shaping machines with this system were satisfactory.
文摘This paper deals with the Bayesian inferences of unknown parameters of the progressively Type II censored Weibull-geometric (WG) distribution. The Bayes estimators cannot be obtained in explicit forms of the unknown parameters under a squared error loss function. The approximate Bayes estimators will be computed using the idea of Markov Chain Monte Carlo (MCMC) method to generate from the posterior distributions. Also the point estimation and confidence intervals based on maximum likelihood and bootstrap technique are also proposed. The approximate Bayes estimators will be obtained under the assumptions of informative and non-informative priors are compared with the maximum likelihood estimators. A numerical example is provided to illustrate the proposed estimation methods here. Maximum likelihood, bootstrap and the different Bayes estimates are compared via a Monte Carlo Simulation
文摘载荷外推作为载荷谱编制的重要技术手段,当前研究缺乏对于载荷外推总体方法的全面梳理、马尔可夫稳态分布的求解方法适应性不够、缺乏不同非参频次外推方法的比较与选用原则,导致不便生成高精度载荷谱以支撑装备性能设计。围绕坦克在高机动和极限工况下的载荷谱编制问题,基于某坦克行进间身管位移数据样本,分别使用基于雨流矩阵及核密度估计的非参数外推法、基于马尔可夫链蒙特卡洛(Markov Chain Monte Carlo,MCMC)的信号重构法以及Metropolis-Hastings(简称MH)直接采样法进行了载荷频次外推,并针对MCMC的信号重构法提出了一种改良马尔可夫稳态分布的求解方法。应用所提出的频次-极值相结合的载荷外推总体方法对坦克身管位移进行了频次扩充与极值预测,并结合实车试验结果验证了方法的准确性。研究结果表明:改良的马尔可夫稳态分布求解方法是有效的;在样本长度足够、外推精度要求不甚高的情况下,MH直接采样法可作为一种新的频次外推方法;运用频次-极值相结合的载荷外推总体方法所得结果精度较高;形成的频次外推法选用原则对于载荷谱编制过程中的方法选择具有一定的指导意义。研究工作为装备载荷谱的高质量编制提供了成熟的技术路线和参考。
文摘The topic of this article is one-sided hypothesis testing for disparity, i.e., the mean of one group is larger than that of another when there is uncertainty as to which group a datum is drawn. For each datum, the uncertainty is captured with a given discrete probability distribution over the groups. Such situations arise, for example, in the use of Bayesian imputation methods to assess race and ethnicity disparities with certain insurance, health, and financial data. A widely used method to implement this assessment is the Bayesian Improved Surname Geocoding (BISG) method which assigns a discrete probability over six race/ethnicity groups to an individual given the individual’s surname and address location. Using a Bayesian framework and Markov Chain Monte Carlo sampling from the joint posterior distribution of the group means, the probability of a disparity hypothesis is estimated. Four methods are developed and compared with an illustrative data set. Three of these methods are implemented in an R-code and one method in WinBUGS. These methods are programed for any number of groups between two and six inclusive. All the codes are provided in the appendices.