A new adaptive response surface method for reliability analysis

Response surface method is a convenient tool to assess reliability for a wide range of structural mechanical problems. More specifically, adaptive schemes which consist in iteratively refine the experimental design close to the limit state have received much attention. However, it is generally difficult to take into account a lot of variables and to well handle approximation error. The method, proposed in this paper, addresses these points using sparse response surface and a relevant criterion for results accuracy. For this purpose, a response surface is built from an initial Latin Hypercube Sampling (LHS) where the most significant terms are chosen from statistical criteria and cross-validation method. At each step, LHS is refined in a region of interest defined with respect to an importance level on probability density in the design point. Two convergence criteria are used in the procedure: The first one concerns localization of the region and the second one the response surface quality. Finally, a bootstrap method is used to determine the influence of the response error on the estimated probability of failure. This method is applied to several examples and results are discussed

Density estimation for grouped data with application to line transect sampling

Line transect sampling is a method used to estimate wildlife populations, with the resulting data often grouped in intervals. Estimating the density from grouped data can be challenging. In this paper we propose a kernel density estimator of wildlife population density for such grouped data. Our method uses a combined cross-validation and smoothed bootstrap approach to select the optimal bandwidth for grouped data. Our simulation study shows that with the smoothing parameter selected with this method, the estimated density from grouped data matches the true density more closely than with other approaches. Using smoothed bootstrap, we also construct bias-adjusted confidence intervals for the value of the density at the boundary. We apply the proposed method to two grouped data sets, one from a wooden stake study where the true density is known, and the other from a survey of kangaroos in Australia.Comment: Published in at http://dx.doi.org/10.1214/09-AOAS307 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models

Constructing confidence intervals for the coefficients of high-dimensional sparse linear models remains a challenge, mainly because of the complicated limiting distributions of the widely used estimators, such as the lasso. Several methods have been developed for constructing such intervals. Bootstrap lasso+ols is notable for its technical simplicity, good interpretability, and performance that is comparable with that of other more complicated methods. However, bootstrap lasso+ols depends on the beta-min assumption, a theoretic criterion that is often violated in practice. Thus, we introduce a new method, called bootstrap lasso+partial ridge, to relax this assumption. Lasso+partial ridge is a two-stage estimator. First, the lasso is used to select features. Then, the partial ridge is used to refit the coefficients. Simulation results show that bootstrap lasso+partial ridge outperforms bootstrap lasso+ols when there exist small, but nonzero coefficients, a common situation that violates the beta-min assumption. For such coefficients, the confidence intervals constructed using bootstrap lasso+partial ridge have, on average, $50\%$ larger coverage probabilities than those of bootstrap lasso+ols. Bootstrap lasso+partial ridge also has, on average, $35\%$ shorter confidence interval lengths than those of the de-sparsified lasso methods, regardless of whether the linear models are misspecified. Additionally, we provide theoretical guarantees for bootstrap lasso+partial ridge under appropriate conditions, and implement it in the R package "HDCI.