Parametrization and penalties in spline models with an application to survival analysis

In this paper we show how a simple parametrization, built from the definition of cubic splines, can aid in the implementation and interpretation of penalized spline models, whatever configuration of knots we choose to use. We call this parametrization value-first derivative parametrization. We perform Bayesian inference by exploring the natural link between quadratic penalties and Gaussian priors. However, a full Bayesian analysis seems feasible only for some penalty functionals. Alternatives include empirical Bayes methods involving model selection type criteria. The proposed methodology is illustrated by an application to survival analysis where the usual Cox model is extended to allow for time-varying regression coefficients

Nonparametric Predictive Inference for System Reliability

This thesis provides a new method for statistical inference on system reliability on the basis of limited information resulting from component testing. This method is called Nonparametric Predictive Inference (NPI). We present NPI for system reliability, in particular NPI for k-out-of-m systems, and for systems that consist of multiple ki-out-of-mi subsystems in series configuration. The algorithm for optimal redundancy allocation, with additional components added to subsystems one at a time is presented. We also illustrate redundancy allocation for the same system in case the costs of additional components differ per subsystem. Then NPI is presented for system reliability in a similar setting, but with all subsystems consisting of the same single type of component. As a further step in the development of NPI for system reliability, where more general system structures can be considered, nonparametric predictive inference for reliability of voting systems with multiple component types is presented. We start with a single voting system with multiple component types, then we extend to a series configuration of voting subsystems with multiple component types. Throughout this thesis we assume information from tests of nt components of type t

Spectral Density-Based and Measure-Preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs

Approximate Bayesian Computation (ABC) has become one of the major tools of likelihood-free statistical inference in complex mathematical models. Simultaneously, stochastic differential equations (SDEs) have developed to an established tool for modelling time dependent, real world phenomena with underlying random effects. When applying ABC to stochastic models, two major difficulties arise. First, the derivation of effective summary statistics and proper distances is particularly challenging, since simulations from the stochastic process under the same parameter configuration result in different trajectories. Second, exact simulation schemes to generate trajectories from the stochastic model are rarely available, requiring the derivation of suitable numerical methods for the synthetic data generation. To obtain summaries that are less sensitive to the intrinsic stochasticity of the model, we propose to build up the statistical method (e.g., the choice of the summary statistics) on the underlying structural properties of the model. Here, we focus on the existence of an invariant measure and we map the data to their estimated invariant density and invariant spectral density. Then, to ensure that these model properties are kept in the synthetic data generation, we adopt measure-preserving numerical splitting schemes. The derived property-based and measure-preserving ABC method is illustrated on the broad class of partially observed Hamiltonian type SDEs, both with simulated data and with real electroencephalography (EEG) data. The proposed ingredients can be incorporated into any type of ABC algorithm and directly applied to all SDEs that are characterised by an invariant distribution and for which a measure-preserving numerical method can be derived.Comment: 35 pages, 21 figure

The KB paradigm and its application to interactive configuration

The knowledge base paradigm aims to express domain knowledge in a rich formal language, and to use this domain knowledge as a knowledge base to solve various problems and tasks that arise in the domain by applying multiple forms of inference. As such, the paradigm applies a strict separation of concerns between information and problem solving. In this paper, we analyze the principles and feasibility of the knowledge base paradigm in the context of an important class of applications: interactive configuration problems. In interactive configuration problems, a configuration of interrelated objects under constraints is searched, where the system assists the user in reaching an intended configuration. It is widely recognized in industry that good software solutions for these problems are very difficult to develop. We investigate such problems from the perspective of the KB paradigm. We show that multiple functionalities in this domain can be achieved by applying different forms of logical inferences on a formal specification of the configuration domain. We report on a proof of concept of this approach in a real-life application with a banking company. To appear in Theory and Practice of Logic Programming (TPLP).Comment: To appear in Theory and Practice of Logic Programming (TPLP

Logic Negation with Spiking Neural P Systems

Nowadays, the success of neural networks as reasoning systems is doubtless. Nonetheless, one of the drawbacks of such reasoning systems is that they work as black-boxes and the acquired knowledge is not human readable. In this paper, we present a new step in order to close the gap between connectionist and logic based reasoning systems. We show that two of the most used inference rules for obtaining negative information in rule based reasoning systems, the so-called Closed World Assumption and Negation as Finite Failure can be characterized by means of spiking neural P systems, a formal model of the third generation of neural networks born in the framework of membrane computing.Comment: 25 pages, 1 figur