Has, Sothea
In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to flexibly combine individual regression estimators r_1 , r_2 , ..., r_M using a weighted average where the weights are defined based on some kernel function. It may be seen as a kernel smoother method implemented on the predictions given by ...
Rozgonyi-Boissinot, Nikoletta Buocz, Ildikó Hatvani, István Gábor Török, Ákos
Published in
GEM - International Journal on Geomathematics
The evaluation of shear stress versus shear displacement curves is in the main focus of geotechnical engineering. Such curves, depending on the rock assessed, consist of a quasi-linear section, followed by a “kick” representing the peak shear strength, and a residual part, mostly parallel to the abscissa. The aim of the present study is to facilita...
Benoumechiara, Nazih Bousquet, Nicolas Michel, Bertrand Saint-Pierre, Philippe
Published in
Dependence Modeling
Uncertain information on input parameters of computer models is usually modeled by considering these parameters as random, and described by marginal distributions and a dependence structure of these variables. In numerous real-world applications, while information is mainly provided by marginal distributions, typically from samples, little is reall...
Stenger, Jerome Gamboa, Fabrice Keller, Merlin
We consider a generalization of the Bauer maximum principle. We work with tensorial products of convex measures sets, that are non necessarily compact but generated by their extreme points. We show that the maximum of a quasi-convex lower semicontinuous function on this product space is reached on the tensorial product of finite mixtures of extreme...
Fox, Colin Cui, Tiangang Neumayer, Markus
Published in
GEM - International Journal on Geomathematics
Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest form that requires simulating an accurate computer model at each iteration of the MCMC. The delayed acceptance Me...
Coolen, Frank P. A. Marques, Filipe J.
Published in
Journal of Statistical Theory and Practice
This paper considers nonparametric predictive inference (NPI) for reproducibility of likelihood ratio tests with the test criterion in terms of the sample mean. Given a sample of size n used for the actual test, the NPI approach provides lower and upper probabilities for the event that a repeat of the test, also with n observations, will lead to th...
Gamboa, Fabrice Gueneau, Christine Klein, Thierry Lawrence, Eva
In this paper, we study entropy maximisation problems in order to reconstruct functions or measures subject to very general integral constraints. Our work has a twofold purpose. We first make a global synthesis of entropy maximisation problems in the case of a single reconstruction (measure or function) from the convex analysis point of view, as we...
Zhang, Tianyu Pled, Florent Desceliers, Christophe
Published in
Materials
The aim of this work is to efficiently and robustly solve the statistical inverse problem related to the identification of the elastic properties at both macroscopic and mesoscopic scales of heterogeneous anisotropic materials with a complex microstructure that usually cannot be properly described in terms of their mechanical constituents at micros...
Göttlich, Simone Knapp, Stephan
Published in
Journal of Mathematics in Industry
This paper is concerned with a simulation study for a stochastic production network model, where the capacities of machines may change randomly. We introduce performance measures motivated by risk measures from finance leading to a simulation based optimization framework for the production planning. The same measures are used to investigate the sce...
Vedururu, Sai Sarada Subbarayudu, M. Sarma, K. V. S.
Published in
Stochastics and Quality Control
This paper deals with a new method of deriving the Process Capability Index (PCI) when the quality characteristic X follows a positively skewed distribution. The focus of the paper is to derive a new estimate of PCI by taking into account the 100 ( 1 - α ) {100(1-{\alpha})} Confidence Intervals (CI) of the parameter (s) and arriving at a new expr...