25 research outputs found
Round table MATHMET
5th edition of the Mathmet international conference, Paris, France, 2-4 November 2022.Contribution to the Strategic Research Agenda of MATHMET from the point of view of Technical Committee for Photometry and Radiometry of EURAME
The Downtime Distribution After a Failure of a System with Multistate Independent Components
Analysing the interevent time distribution to identify seismicity phases: a Bayesian nonparametric approach to the multiple-changepoint problem
Mixed-effects modelling of Kevlar fibre failure times throughBayesian nonparametrics.
We examine the accelerated failure time model for
univariate failure time data with right censoring, with application
to the failure times of Kevlar fibres from different spools,
subject to different stress levels.
We propose a semi-parametric modelling by letting the error
distribution be a shape-scale mixture of Weibull densities, the mixing
measure being a normalized
generalized gamma measure. We obtain posterior estimates of the
regression parameter and also of credibility intervals for
the predictive distributions and their quantiles, by including in the
MCMC scheme the posterior distribution of the random mixing
probability.
The number of components in the nonparametric mixture can be
interpreted as the number of random effects, having a prior distribution
induced by the nonparametric model, and is inferred from the data.
Compared to previous results, we obtain narrower interval estimates of
the quantiles of the predictive survival function.
Other diagnostic plots, such as predictive tails and Bayesian residuals, show a good agreement between the model and the data