相关论文: Stochastic Comparison of Parallel Systems with Log…
Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…
We discuss two topics that we have encountered in our lattice-Boltzmann simulations of complex fluids: the sizes of droplets in particle-stabilised emulsions and deformable particles in fluid flow. The common factor in these seemingly…
We test the hypothesis that simulataneous linear contrasts of multiple variance components equal zero in a Gaussian variance components model via a parametric bootstrap. Applications include but are not limited to nested and crossed…
As a nonparametric statistical inference approach, empirical likelihood has been found very useful in numerous occasions. However, it encounters serious computational challenges when applied directly to the modern massive dataset. This…
We consider the use of randomised forward models and log-likelihoods within the Bayesian approach to inverse problems. Such random approximations to the exact forward model or log-likelihood arise naturally when a computationally expensive…
The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…
Consider two batches of independent or interdependent exponentiated location-scale distributed heterogeneous random variables. This article investigates ordering results for the second-order statistics from these batches when a vector of…
Precedence order is a natural type of comparison for random variables in numerous engineering applications (e.g., for the stress-strength modeling). In this note, we show that, for a $k$-out-of-$n$ system, redundancy at the component level…
Cold standby 1-out-of-n redundant systems are well-established models in system reliability engineering. To date, reliability analyses of such systems have predominantly assumed exponential, Erlang, or Weibull failure distributions for…
The log-Lindley distribution was recently introduced in the literature as a viable alternative to the Beta distribution. This distribution has a simple structure and possesses useful theoretical properties relevant in insurance. Classical…
Consider a system of N components in which traffic arrives as separate but correlated nonhomogenous Poisson streams to each node rather than passing into the system at one entry point. A method is given to construct such systems…
We study the polyhedral structure of the static probabilistic lot-sizing problem and propose valid inequalities that integrate information from the chance constraint and the binary setup variables. We prove that the proposed inequalities…
The quantum statistical parton distributions approach proposed more than one decade ago is revisited by considering a larger set of recent and accurate Deep Inelastic Scattering experimental results. It enables us to improve the description…
In this work we review the basic principles of stochastic logic and propose its application to probabilistic-based pattern-recognition analysis. The proposed technique is intrinsically a parallel comparison of input data to various…
Statistical dynamics of financial systems is investigated, based on a model of a randomly coupled equation system driven by a stochastic Langevin force. Anticorrelations of price returns, and subdiffusion of prices is found from the model,…
Competing risk data appear widely in modern biomedical research. Cause-specific hazard models are often used to deal with competing risk data in the past two decades. There is no current study on the kernel likelihood method for the…
This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…
Metastability is a common obstacle to performing long molecular dynamics simulations. Many numerical methods have been proposed to overcome it. One method is parallel replica dynamics, which relies on the rapid convergence of the underlying…
We consider whether the asymptotic distributions for the log-likelihood ratio test statistic are expected to be Gaussian or chi-squared. Two straightforward examples provide insight on the difference.
The quantum statistical parton distributions approach proposed more than one decade ago is revisited by considering a larger set of recent and accurate Deep Inelastic Scattering experimental results. It enables us to improve the description…