Age-dependent failure modelling: A Hazard-function approach

Reliability;Ageing;Hazard Function

The probability approach in economic methodology: On the relation between Haavelmo's legacy and the methodology of economics (Revised version)

Economics

A Flexible Link Function for Discrete-Time Duration Models

This paper proposes a discrete-time hazard regression approach based on the relation between hazard rate models and excess over threshold models, which are frequently encountered in extreme value modelling. The proposed duration model employs a flexible link function and incorporates the grouped-duration analogue of the well-known Cox proportional hazards model and the proportional odds model as special cases. The theoretical setup of the model is motivated, and simulation results are reported to suggest that it performs well. The simulation results and an empirical analysis of US import durations also show that the choice of link function in discrete hazard models has important implications for the estimation results, and that severe biases in the results can be avoided when using a flexible link function as proposed in this study

Statistical distribution models : goodness of fit tests

The purpose of a one-sample test of fit is to give an objective measure of how well a probability model agrees with observed data. Here we discuss the test of Karl Pearson and derivatives of it, tests based on the empirical distribution function and the construction of the Neyman-Barton smooth tests. In the final section, we then address some modern developments in smooth testing: diagnostics, Cholesky components, data-driven tests and model selection. Other tests of fit, such as correlation tests and Laplace transform tests, are not considered here

Bayesian robot Programming

We propose a new method to program robots based on Bayesian inference and learning. The capacities of this programming method are demonstrated through a succession of increasingly complex experiments. Starting from the learning of simple reactive behaviors, we present instances of behavior combinations, sensor fusion, hierarchical behavior composition, situation recognition and temporal sequencing. This series of experiments comprises the steps in the incremental development of a complex robot program. The advantages and drawbacks of this approach are discussed along with these different experiments and summed up as a conclusion. These different robotics programs may be seen as an illustration of probabilistic programming applicable whenever one must deal with problems based on uncertain or incomplete knowledge. The scope of possible applications is obviously much broader than robotics

Probabilistic Methodology and Techniques for Artefact Conception and Development

The purpose of this paper is to make a state of the art on probabilistic methodology and techniques for artefact conception and development. It is the 8th deliverable of the BIBA (Bayesian Inspired Brain and Artefacts) project. We first present the incompletness problem as the central difficulty that both living creatures and artefacts have to face: how can they perceive, infer, decide and act efficiently with incomplete and uncertain knowledge?. We then introduce a generic probabilistic formalism called Bayesian Programming. This formalism is then used to review the main probabilistic methodology and techniques. This review is organized in 3 parts: first the probabilistic models from Bayesian networks to Kalman filters and from sensor fusion to CAD systems, second the inference techniques and finally the learning and model acquisition and comparison methodologies. We conclude with the perspectives of the BIBA project as they rise from this state of the art

Linguistic probability theory

In recent years probabilistic knowledge-based systems such as Bayesian networks and influence diagrams have come to the fore as a means of representing and reasoning about complex real-world situations. Although some of the probabilities used in these models may be obtained statistically, where this is impossible or simply inconvenient, modellers rely on expert knowledge. Experts, however, typically find it difficult to specify exact probabilities and conventional representations cannot reflect any uncertainty they may have. In this way, the use of conventional point probabilities can damage the accuracy, robustness and interpretability of acquired models. With these concerns in mind, psychometric researchers have demonstrated that fuzzy numbers are good candidates for representing the inherent vagueness of probability estimates, and the fuzzy community has responded with two distinct theories of fuzzy probabilities.This thesis, however, identifies formal and presentational problems with these theories which render them unable to represent even very simple scenarios. This analysis leads to the development of a novel and intuitively appealing alternative - a theory of linguistic probabilities patterned after the standard Kolmogorov axioms of probability theory. Since fuzzy numbers lack algebraic inverses, the resulting theory is weaker than, but generalises its classical counterpart. Nevertheless, it is demonstrated that analogues for classical probabilistic concepts such as conditional probability and random variables can be constructed. In the classical theory, representation theorems mean that most of the time the distinction between mass/density distributions and probability measures can be ignored. Similar results are proven for linguistic probabiliities.From these results it is shown that directed acyclic graphs annotated with linguistic probabilities (under certain identified conditions) represent systems of linguistic random variables. It is then demonstrated these linguistic Bayesian networks can utilise adapted best-of-breed Bayesian network algorithms (junction tree based inference and Bayes' ball irrelevancy calculation). These algorithms are implemented in ARBOR, an interactive design, editing and querying tool for linguistic Bayesian networks.To explore the applications of these techniques, a realistic example drawn from the domain of forensic statistics is developed. In this domain the knowledge engineering problems cited above are especially pronounced and expert estimates are commonplace. Moreover, robust conclusions are of unusually critical importance. An analysis of the resulting linguistic Bayesian network for assessing evidential support in glass-transfer scenarios highlights the potential utility of the approach