Semi-parametric Bayesian models for heterogeneous degradation data: An application to laser data

被引:6
|
作者
Santos, Cristiano C. [1 ]
Loschi, Rosangela H. [1 ]
机构
[1] Univ Fed Minas Gerais, Dept Stat, Belo Horizonte, MG, Brazil
关键词
Dirichlet process mixture; Lifetime; Random effect; Reliability; GAUSSIAN PROCESS MODEL; LIFETIME DATA; DIRICHLET PROCESS; DISTRIBUTIONS;
D O I
10.1016/j.ress.2020.107038
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
Degradation data are considered to make reliability assessments in highly reliable systems. The class of general path models is a popular tool to approach degradation data. In this class of models, the random effects represent the correlations between degradation measures. Random effects are interpreted in terms of the degradation rates, which facilitates the specification of their prior distribution. The usual approaches assume that degradation comes from a homogeneous population. This assumption is strong, mainly, if the variability in the manufacturing process is high or if there are no guarantees that the devices work on similar conditions. To account for heterogeneous degradation data, we develop semi-parametric degradation models based on the Dirichlet process mixture of both, normal and skew-normal distributions. The proposed model also describes skewness and heavy-tail behavior in degradation data. We prove that the proposed model also accounts for heterogeneity in the lifetime data. We propose a method to build the prior distributions adapting previous approaches to the context in which mixture models fit latent variables. We carry out simulation studies and data analysis to show the flexibility of the proposed model in modeling skewness, heavy tail and multi-modal behavior of the random effects.
引用
收藏
页数:13
相关论文
共 50 条
  • [41] A Semi-parametric Bayesian Approach for Differential Expression Analysis of RNA-seq Data
    Liu, Fangfang
    Wang, Chong
    Liu, Peng
    JOURNAL OF AGRICULTURAL BIOLOGICAL AND ENVIRONMENTAL STATISTICS, 2015, 20 (04) : 555 - 576
  • [42] A semi-parametric Bayesian analysis of survival data based on levy-driven processes
    Nieto-Barajas, LE
    Walker, SG
    LIFETIME DATA ANALYSIS, 2005, 11 (04) : 529 - 543
  • [43] Information Equivalence among Transformations of Semi-parametric Nonlinear Panel Data Models
    Brown, Nicholas
    OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 2023, 85 (06) : 1341 - 1361
  • [44] Testing for common trends in semi-parametric panel data models with fixed effects
    Zhang, Yonghui
    Su, Liangjun
    Phillips, Peter C. B.
    ECONOMETRICS JOURNAL, 2012, 15 (01): : 56 - 100
  • [45] Inferences in dynamic logit models in semi-parametric setup for repeated binary data
    Zheng, Nan
    Sutradhar, Brajendra C.
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2018, 88 (07) : 1295 - 1313
  • [46] Bayesian semi-parametric ROC analysis
    Erkanli, Alaattin
    Sung, Minje
    Costello, E. Jane
    Angold, Adrian
    STATISTICS IN MEDICINE, 2006, 25 (22) : 3905 - 3928
  • [47] Assessing Bayesian Semi-Parametric Log-Linear Models: An Application to Disclosure Risk Estimation
    Carota, Cinzia
    Filippone, Maurizio
    Polettini, Silvia
    INTERNATIONAL STATISTICAL REVIEW, 2022, 90 (01) : 165 - 183
  • [48] Semi-parametric approach for modelling overdispersed count data with application to Industry 4.0
    Bonnini, S.
    Borghesi, M.
    Giacalone, M.
    SOCIO-ECONOMIC PLANNING SCIENCES, 2024, 95
  • [49] Shrinkage estimations of semi-parametric models for high-dimensional data in finite mixture models
    Rahimi, Soghra
    Eskandari, Farzad
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2025,
  • [50] A new class of Bayesian semi-parametric models with applications to option pricing
    Kacperczyk, Marcin
    Damien, Paul
    Walker, Stephen G.
    QUANTITATIVE FINANCE, 2013, 13 (06) : 967 - 980