学术动态

徐安察 | Exponential Dispersion Process and Its Applications

时间:2019年10月23日(周三)13:00-14:00

地点:田家炳楼110

题目: Exponential Dispersion Process and Its Applications

主讲人:徐安察,浙江工商大学统计与数学学院教授

摘要: The methods for analyzing degradation data are usually based on a specific degradation model. However, this may result in a large bias to estimate the reliability of the product when the assumed model is wrong. In this paper, a new stochastic process, called exponential dispersion process, is developed to describe the degradation path of the product’s physical or chemical characteristics. Exponential dispersion process includes the most used degradation models (Wiener process, gamma process, inverse Gaussian process and compound Poisson process) as special cases. Thus, it is useful for suggesting an appropriate degradation model for a specific dataset. We investigate the exponential dispersion model with nonlinear degradation path, and use approximated maximum likelihood method and bootstrap approach to obtain the point and confidence interval estimates of the unknown model parameters. Furthermore, exponential dispersion process models with acceleration factors and random effects are also explored. The developed methodologies are then applied to real data analysis.

主讲人介绍:

徐安察,浙江工商大学统计与数学学院教授,浙江省高校中青年学科带头人,2011年获华东师范大学理学博士。研究领域为可靠性统计、贝叶斯计算以及客观贝叶斯方法。近年来,以第一作者或通讯作者在IEEE Transactions on Reliability 、Applied Mathematical Modeling、Computational Statistics and Data Analysis、Statistics and Its Interface、Journal of Statistical Planning and Inference、Journal of Risk and Reliability等国际可靠性及统计主流杂志上发表SCI论文近40篇,被SCI期刊他引达200多次。已主持完成国家自然科学基金青年项目一项,浙江省自然科学基金面上项目一项,中国博士后自然科学基金及陕西省博士后科学基金各一项,目前正在主持国家自然科学基金面上项目一项,是国际可靠性权威杂志Technometrics、IEEE Transactions on Reliability、Reliability Engineering and System Safety、IISE Transactions等的审稿人。


发布者:张瑛发布时间:2019-10-07浏览次数:74