Related papers: Bayesian non-parametric specification of bathtub s…
In this article, we consider models for time-to-event data obtained from experiments in which stress levels are altered at intermediate stages during the observation period. These experiments, known as step-stress tests, belong to the…
This paper develops a continuous-time filtering framework for estimating a hazard rate subject to an unobservable change-point. This framework naturally arises in both financial and insurance applications, where the default intensity of a…
In survival analysis, frailty variables are often used to model the association in multivariate survival data. Identifiability is an important issue while working with such multivariate survival data with or without competing risks. In this…
Nonparametric methods for the estimation of the Levy density of a Levy process are developed. Estimators that can be written in terms of the ``jumps'' of the process are introduced, and so are discrete-data based approximations. A model…
As in many fields of dynamic modeling, the long runtime of hydrological models hinders Bayesian inference of model parameters from data. By replacing a model with an approximation of its output as a function of input and/or parameters,…
In this paper a new distribution is proposed. This new model provides more flexibility to modeling data with upside-down bathtub hazard rate function. A significant account of mathematical properties of the new distribution is presented.…
This work studies the statistical properties of the maximum penalized likelihood approach in a semi-parametric framework. We recall the penalized likelihood approach for estimating a function and review some asymptotic results. We…
This paper introduces a five-parameter lifetime model with increasing, decreasing, upside -down bathtub and bathtub shaped failure rate called as the McDonald Gompertz (McG) distribution. This new distribution extend the Gompertz,…
Inspired by the success of control barrier functions (CBFs) in addressing safety, and the rise of data-driven techniques for modeling functions, we propose a non-parametric approach for online synthesis of CBFs using Gaussian Processes…
Kernel-based nonparametric hazard rate estimation is considered with a special class of infinite-order kernels that achieves favorable bias and mean square error properties. A fully automatic and adaptive implementation of a density and…
Bayesian nonparametric inferential procedures based on Markov chain Monte Carlo marginal methods typically yield point estimates in the form of posterior expectations. Though very useful and easy to implement in a variety of statistical…
The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper (2007) for estimation of unknown nonparametric regression. We prove that this procedure is asymptotically efficient for a quadratic risk. It…
Nonregular fractional factorial designs such as Plackett-Burman designs and other orthogonal arrays are widely used in various screening experiments for their run size economy and flexibility. The traditional analysis focuses on main…
This paper studies nonparametric estimation of parameters of multivariate Hawkes processes. We consider the Bayesian setting and derive posterior concentration rates. First rates are derived for L1-metrics for stochastic intensities of the…
We study whether machine-learning models for fast calorimeter simulations can learn meaningful representations of calorimeter signatures that account for variations in the full particle detector's configuration. This may open new…
Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias, which generally is not estimated consistently when using the bootstrap and conventionally smoothed function estimators.…
The cumulative incidence is the probability of failure from the cause of interest over a certain time period in the presence of other risks. A semiparametric regression model proposed by Fine and Gray (1999) has become the method of choice…
We introduce a novel simulation-based approach to identify hazards that result from unexpected worker behavior in human-robot collaboration. Simulation-based safety testing must take into account the fact that human behavior is variable and…
We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…
In this paper we propose a new nonparametric approach to interacting failing systems (FS), that is systems whose probability of failure is not negligible in a fixed time horizon, a typical example being firms and financial bonds. The main…