Towards Machine Wald

The past century has seen a steady increase in the need of estimating and predicting complex systems and making (possibly critical) decisions with limited information. Although computers have made possible the numerical evaluation of sophisticated statistical models, these models are still designed \emph{by humans} because there is currently no known recipe or algorithm for dividing the design of a statistical model into a sequence of arithmetic operations. Indeed enabling computers to \emph{think} as \emph{humans} have the ability to do when faced with uncertainty is challenging in several major ways: (1) Finding optimal statistical models remains to be formulated as a well posed problem when information on the system of interest is incomplete and comes in the form of a complex combination of sample data, partial knowledge of constitutive relations and a limited description of the distribution of input random variables. (2) The space of admissible scenarios along with the space of relevant information, assumptions, and/or beliefs, tend to be infinite dimensional, whereas calculus on a computer is necessarily discrete and finite. With this purpose, this paper explores the foundations of a rigorous framework for the scientific computation of optimal statistical estimators/models and reviews their connections with Decision Theory, Machine Learning, Bayesian Inference, Stochastic Optimization, Robust Optimization, Optimal Uncertainty Quantification and Information Based Complexity.Comment: 37 page

Machining strategy development in 5-axis milling operations using process models

Increased productivity and part quality can be achieved by selecting machining strategies and conditions properly. At one extreme very high speed and feed rate with small depth of cut can be used for high productivity whereas deep cuts accompanied with slow speeds and feeds may also provide increased material removal rates in some cases. In this study, it is shown that process models are useful tools to simulate and compare alternative strategies for machining of a part. 5-axis milling of turbine engine compressors made out of titanium alloys is used as the case study where strategies such as flank milling (deep cuts), point milling (light cuts) and stripe milling (medium depths) are compared in terms of process time by considering chatter stability, surface finish and tool deflections

Computability and analysis: the legacy of Alan Turing

We discuss the legacy of Alan Turing and his impact on computability and analysis.Comment: 49 page

Determination of forest road surface roughness by kinect depth imaging

Roughness is a dynamic property of the gravel road surface that affects safety, ride comfort as well as vehicle tyre life and maintenance costs. A rapid survey of gravel road condition is fundamental for an effective maintenance planning and definition of the intervention priorities. Different non-contact techniques such as laser scanning, ultrasonic sensors and photogrammetry have recently been proposed to reconstruct three-dimensional topography of road surface and allow extraction of roughness metrics. The application of Microsoft Kinect\u2122 depth camera is proposed and discussed here for collection of 3D data sets from gravel roads, to be implemented in order to allow quantification of surface roughness. The objectives are to: i) verify the applicability of the Kinect sensor for characterization of different forest roads, ii) identify the appropriateness and potential of different roughness parameters and iii) analyse the correlation with vibrations recoded by 3-axis accelerometers installed on different vehicles. The test took advantage of the implementation of the Kinect depth camera for surface roughness determination of 4 different forest gravel roads and one well-maintained asphalt road as reference. Different vehicles (mountain bike, off-road motorcycle, ATV vehicle, 4WD car and compact crossover) were included in the experiment in order to verify the vibration intensity when travelling on different road surface conditions. Correlations between the extracted roughness parameters and vibration levels of the tested vehicles were then verified. Coefficients of determination of between 0.76 and 0.97 were detected between average surface roughness and standard deviation of relative accelerations, with higher values in the case of lighter vehicles

Convex Optimal Uncertainty Quantification

Optimal uncertainty quantification (OUQ) is a framework for numerical extreme-case analysis of stochastic systems with imperfect knowledge of the underlying probability distribution. This paper presents sufficient conditions under which an OUQ problem can be reformulated as a finite-dimensional convex optimization problem, for which efficient numerical solutions can be obtained. The sufficient conditions include that the objective function is piecewise concave and the constraints are piecewise convex. In particular, we show that piecewise concave objective functions may appear in applications where the objective is defined by the optimal value of a parameterized linear program.Comment: Accepted for publication in SIAM Journal on Optimizatio

"Rotterdam econometrics": publications of the econometric institute 1956-2005

This paper contains a list of all publications over the period 1956-2005, as reported in the Rotterdam Econometric Institute Reprint series during 1957-2005.

Continuous maintenance and the future – Foundations and technological challenges

High value and long life products require continuous maintenance throughout their life cycle to achieve required performance with optimum through-life cost. This paper presents foundations and technologies required to offer the maintenance service. Component and system level degradation science, assessment and modelling along with life cycle ‘big data’ analytics are the two most important knowledge and skill base required for the continuous maintenance. Advanced computing and visualisation technologies will improve efficiency of the maintenance and reduce through-life cost of the product. Future of continuous maintenance within the Industry 4.0 context also identifies the role of IoT, standards and cyber security