Estimadores bayesianos de la fiabilidad con muestreo censurado

El estudio de la fiabilidad de componentes y sistemas tiene gran importancia en diversos campos de la ingenieria, y muy concretamente en el de la informatica. Al analizar la duracion de los elementos de la muestra hay que tener en cuenta los elementos que no fallan en el tiempo que dure el experimento, o bien los que fallen por causas distintas a la que es objeto de estudio. Por ello surgen nuevos tipos de muestreo que contemplan estos casos. El mas general de ellos, el muestreo censurado, es el que consideramos en nuestro trabajo. En este muestreo tanto el tiempo hasta que falla el componente como el tiempo de censura son variables aleatorias. Con la hipotesis de que ambos tiempos se distribuyen exponencialmente, el profesor Hurt estudio el comportamiento asintotico del estimador de maxima verosimilitud de la funcion de fiabilidad. En principio parece interesante utilizar metodos Bayesianos en el estudio de la fiabilidad porque incorporan al analisis la informacion a priori de la que se dispone normalmente en problemas reales. Por ello hemos considerado dos estimadores Bayesianos de la fiabilidad de una distribucion exponencial que son la media y la moda de la distribucion a posteriori. Hemos calculado la expansion asint6tica de la media, varianza y error cuadratico medio de ambos estimadores cuando la distribuci6n de censura es exponencial. Hemos obtenido tambien la distribucion asintotica de los estimadores para el caso m3s general de que la distribucion de censura sea de Weibull. Dos tipos de intervalos de confianza para muestras grandes se han propuesto para cada estimador. Los resultados se han comparado con los del estimador de maxima verosimilitud, y con los de dos estimadores no parametricos: limite producto y Bayesiano, resultando un comportamiento superior por parte de uno de nuestros estimadores. Finalmente nemos comprobado mediante simulacion que nuestros estimadores son robustos frente a la supuesta distribuci6n de censura, y que uno de los intervalos de confianza propuestos es valido con muestras pequenas. Este estudio ha servido tambien para confirmar el mejor comportamiento de uno de nuestros estimadores. SETTING OUT AND SUMMARY OF THE THESIS When we study the lifetime of components it's necessary to take into account the elements that don't fail during the experiment, or those that fail by reasons which are desirable to exclude from consideration. The model of random censorship is very usefull for analysing these data. In this model the time to failure and the time censor are random variables. We obtain two Bayes estimators of the reliability function of an exponential distribution based on randomly censored data. We have calculated the asymptotic expansion of the mean, variance and mean square error of both estimators, when the censor's distribution is exponential. We have obtained also the asymptotic distribution of the estimators for the more general case of censor's Weibull distribution. Two large-sample confidence bands have been proposed for each estimator. The results have been compared with those of the maximum likelihood estimator, and with those of two non parametric estimators: Product-limit and Bayesian. One of our estimators has the best behaviour. Finally we have shown by simulation, that our estimators are robust against the assumed censor's distribution, and that one of our intervals does well in small sample situation.

Pressure measurements of the detachment bubble on the Bolund Island

Pressure measurements on the surface of a 1:230 scale model of Bolund Island are presented. The model is smooth and no boundary layer generation has been considered since the experiment is designed as the simplest possible reference case. Measurement have been taken for a range of Reynolds numbers based on the average undisturbed wind speed U∞ and the maximum height of the island, h [1.7×104, 8.5×104], and for a range of wind directions. Four minutes time series of pressure in more than 400 points have been acquired and analysed to obtain the spatial distribution of both the time average and the variance of the pressure signal. The horizontal extension of the detachment bubble for the different Reynolds numbers and wind directions is identified by isobars and curves of constant value of pressure variance. The applicability of this technique for evaluating the horizontal topology of high turbulence regions associated to detachment bubbles after escarpments in potential wind farm sites is analysed. The results obtained shows that the behaviour of the mean pressure coefficient, Cp, the std. pressure coefficient, Cp, and the skewness of the pressure, Sp can be used to study the bubble over the island to a certain extent. This experiment is part of the set of different analysis on the Bolund test case that is being undertaken within WAUDIT project by the different scientific groups.

Theory of a probe in a strong magnetic field

An asymptotic analysis of the Langmuir-probe problem in a quiescent, fully ionized plasma in a strong magnetic field is performed, for electron cyclotron radius and Debye length much smaller than probe radius, and this not larger than either ion cyclotron radius or mean free path. It is found that the electric potential, which is not confined to a sheath, controls the diffusion far from the probe; inside the magnetic tube bounded by the probe cross section the potential overshoots to a large value before decaying to its value in the body of the plasma. The electron current is independent of the shape of the body along the field and increases with ion temperature; due to the overshoot in the potential, (1) the current at negative voltages does not vary exponentially, (2) its magnitude is strongly reduced by the field, and (3) the usual sharp knee at space potential, disappears. In the regions of the C-V diagram studied the ion current is negligible or unaffected by the field. Some numerical results are presented.The theory, which fails beyond certain positive voltage, fields useful results for weak fields, too.

The orbital-motion-limited regime of cylindrical Langmuir probes

An asymptotic analysis of electron collection at high bias Fp serves to determine the domain of validity of the orbital-motion-limited regime of cylindrical Langmuir probes, which is basic for the workings of conductive bare tethers. The radius of a wire collecting OML current in an unmagnetized plasma at rest cannot exceed a value, Rmax , which is found to exhibit a minimum as a function of Fp ; atFp values of interest, Rmax is already increasing and is larger than the electron Debye length lDe . The breakdown of the regime relates to conditions far fromthe probe, at electron energies comparable to the ion thermal energy, kTi ; Rmax is found to increase with Ti . It is also found that ~1! the maximumwidth of a thin tape, if used instead of a wire, is 4Rmax ; ~2! the electron thermal gyroradius must be larger than both R and lDe for magnetic effects to be negligible; and ~3! conditions applying to the tether case are such that trapped-orbit effects are negligible.

Overal reaction rate and stoichiometry for thermal decomposition of hydrazine

An asymptotic analysîs of the Eberstein-Glassman kinetic mechanlsm for the thermal décomposition of hydrazine is carried out. It is shown that at températures near 800°K and near 1000°K,and for hydrazine molar fractions of the order of unity, 10-2 the entire kinetics reduces to a single, overall reaction. Characteristic times for the chemical relaxation of ail active, intermediate species produced in the décomposition, and for the overall reaction, are obtained. Explicit expressions for the overall reaction rate and stoichiometry are given as functions of température, total molar concentration (or pressure)and hydrazine molar fraction. Approximate, patched expressions can then be obtained for values of température and hydrazine molar fraction between 750 and 1000°K, and 1 and 10-3 respectively.

Optimal polygonal L1 linearization and fast interpolation of nonlinear systems

The analysis of complex nonlinear systems is often carried out using simpler piecewise linear representations of them. A principled and practical technique is proposed to linearize and evaluate arbitrary continuous nonlinear functions using polygonal (continuous piecewise linear) models under the L1 norm. A thorough error analysis is developed to guide an optimal design of two kinds of polygonal approximations in the asymptotic case of a large budget of evaluation subintervals N. The method allows the user to obtain the level of linearization (N) for a target approximation error and vice versa. It is suitable for, but not limited to, an efficient implementation in modern Graphics Processing Units (GPUs), allowing real-time performance of computationally demanding applications. The quality and efficiency of the technique has been measured in detail on two nonlinear functions that are widely used in many areas of scientific computing and are expensive to evaluate.

Pressure measurements of the detachment bubble on the Bolund Island

Pressure measurements on the surface of a 1:230 scale model of Bolund Island are presented. The model is smooth and no boundary layer generation has been considered since the experiment is designed as the simplest possible reference case. Measurement have been taken for a range of Reynolds numbers based on the average undisturbed wind speed U? and the maximum height of the island, h [1.7×104 , 8.5×104], and for a range of wind directions. Four minutes time series of pressure in more than 400 points have been acquired and analysed to obtain the spatial distribution of both the time average and the variance of the pressure signal. The horizontal extension of the detachment bubble for the different Reynolds numbers and wind directions is identified by isobars and curves of constant value of pressure variance. The applicability of this technique for evaluating the horizontal topology of high turbulence regions associated to detachment bubbles after escarpments in potential wind farm sites is analysed. The results obtained shows that the behaviour of the mean pressure coefficient, Cp, the std. pressure coefficient, C?p, and the skewness of the pressure, Sp can be used to study the bubble over the island to a certain extent. This experiment is part of the set of different analysis on the Bolund test case that is being undertaken within WAUDIT project by the different scientific groups.

Modelling uncertainty of flood quantile estimation at ungauged sites by Bayesian networks

Prediction at ungauged sites is essential for water resources planning and management. Ungauged sites have no observations about the magnitude of floods, but some site and basin characteristics are known. Regression models relate physiographic and climatic basin characteristics to flood quantiles, which can be estimated from observed data at gauged sites. However, these models assume linear relationships between variables Prediction intervals are estimated by the variance of the residuals in the estimated model. Furthermore, the effect of the uncertainties in the explanatory variables on the dependent variable cannot be assessed. This paper presents a methodology to propagate the uncertainties that arise in the process of predicting flood quantiles at ungauged basins by a regression model. In addition, Bayesian networks were explored as a feasible tool for predicting flood quantiles at ungauged sites. Bayesian networks benefit from taking into account uncertainties thanks to their probabilistic nature. They are able to capture non-linear relationships between variables and they give a probability distribution of discharges as result. The methodology was applied to a case study in the Tagus basin in Spain.

Modeling of GRBAS perceptual evaluation using spectral features obtained from an auditory-based filterbank.

Perceptual voice evaluation according to the GRBAS scale is modelled using a linear combination of acoustic parameters calculated after a filter-bank analysis of the recorded voice signals. Modelling results indicate that for breathiness and asthenia more than 55% of the variance of perceptual rates can be explained by such a model, with only 4 latent variables. Moreover, the greatest part of the explained variance can be attributed to only one or two latent variables similarly weighted by all 5 listeners involved in the experiment. Correlation factors between actual rates and model predictions around 0.6 are obtained.

Analysis of the Optimal Sharing of Construction Risk in Public Procurement Contracts

This paper discusses a model based on the agency theory to analyze the optimal transfer of construction risk in public works contracts. The base assumption is that of a contract between a principal (public authority) and an agent (firm), where the payment mechanism is linear and contains an incentive mechanism to enhance the effort of the agent to reduce construction costs. A theoretical model is proposed starting from a cost function with a random component and assuming that both the public authority and the firm are risk averse. The main outcome of the paper is that the optimal transfer of construction risk will be lower when the variance of errors in cost forecast, the risk aversion of the firm and the marginal cost of public funds are larger, while the optimal transfer of construction risk will grow when the variance of errors in cost monitoring and the risk aversion of the public authority are larger

Folding protein models with a simple hydrophobic energy function: The fundamental importance of monomer inside/outside segregation

The present study explores a “hydrophobic” energy function for folding simulations of the protein lattice model. The contribution of each monomer to conformational energy is the product of its “hydrophobicity” and the number of contacts it makes, i.e., E(h⃗, c⃗) = −Σi=1N cihi = −(h⃗.c⃗) is the negative scalar product between two vectors in N-dimensional cartesian space: h⃗ = (h1, … , hN), which represents monomer hydrophobicities and is sequence-dependent; and c⃗ = (c1, … , cN), which represents the number of contacts made by each monomer and is conformation-dependent. A simple theoretical analysis shows that restrictions are imposed concomitantly on both sequences and native structures if the stability criterion for protein-like behavior is to be satisfied. Given a conformation with vector c⃗, the best sequence is a vector h⃗ on the direction upon which the projection of c⃗ − c̄⃗ is maximal, where c̄⃗ is the diagonal vector with components equal to c̄, the average number of contacts per monomer in the unfolded state. Best native conformations are suggested to be not maximally compact, as assumed in many studies, but the ones with largest variance of contacts among its monomers, i.e., with monomers tending to occupy completely buried or completely exposed positions. This inside/outside segregation is reflected on an apolar/polar distribution on the corresponding sequence. Monte Carlo simulations in two dimensions corroborate this general scheme. Sequences targeted to conformations with large contact variances folded cooperatively with thermodynamics of a two-state transition. Sequences targeted to maximally compact conformations, which have lower contact variance, were either found to have degenerate ground state or to fold with much lower cooperativity.

Social transmission of reproductive behavior increases frequency of inherited disorders in a young-expanding population

The observation of high frequencies of certain inherited disorders in the population of Saguenay–Lac Saint Jean can be explained in terms of the variance and the correlation of effective family size (EFS) from one generation to the next. We have shown this effect by using the branching process approach with real demographic data. When variance of EFS is included in the model, despite its profound effect on mutant allele frequency, any mutant introduced in the population never reaches the known carrier frequencies (between 0.035 and 0.05). It is only when the EFS correlation between generations is introduced into the model that we can explain the rise of the mutant alleles. This correlation is described by a c parameter that reflects the dependency of children’s EFS on their parents’ EFS. The c parameter can be considered to reflect social transmission of demographic behavior. We show that such social transmission dramatically reduces the effective population size. This could explain particular distributions in allele frequencies and unusually high frequency of certain inherited disorders in some human populations.

Localization of atherosclerosis susceptibility loci to chromosomes 4 and 6 using the Ldlr knockout mouse model

Atherosclerosis is a complex disease resulting from the interaction of multiple genes. We have used the Ldlr knockout mouse model in an interspecific genetic cross to map atherosclerosis susceptibility loci. A total of 174 (MOLF/Ei × B6.129S7-Ldlrtm1Her) × C57BL/6J-Ldlrtm1Her backcross mice, homozygous for the Ldlr null allele, were fed a Western-type diet for 3 months and then killed for quantification of aortic lesions. A genome scan was carried out by using DNA pools and microsatellite markers spaced at ≈18-centimorgan intervals. Quantitative trait locus analysis of individual backcross mice confirmed linkages to chromosomes 4 (Athsq1, logarithm of odds = 6.2) and 6 (Athsq2, logarithm of odds = 6.7). Athsq1 affected lesions in females only whereas Athsq2 affected both sexes. Among females, the loci accounted for ≈50% of the total variance of lesion area. The susceptible allele at Athsq1 was derived from the MOLF/Ei genome whereas the susceptible allele at Athsq2 was derived from C57BL/6J. Inheritance of susceptible alleles at both loci conferred a 2-fold difference in lesion area, suggesting an additive effect of Athsq1 and Athsq2. No associations were observed between the quantitative trait loci and levels of plasma total cholesterol, high density lipoprotein cholesterol, non-high density lipoprotein cholesterol, insulin, or body weight. We provide strong evidence for complex inheritance of atherosclerosis in mice with elevated plasma low density lipoprotein cholesterol and show a major influence of nonlipoprotein-related factors on disease susceptibility. Athsq1 and Athsq2 represent candidate susceptibility loci for human atherosclerosis, most likely residing on chromosomes 1p36–32 and 12p13–12, respectively.

A modified gambler's ruin model of polyethylene chains in the amorphous region.

Polyethylene chains in the amorphous region between two crystalline lamellae M unit apart are modeled as random walks with one-step memory on a cubic lattice between two absorbing boundaries. These walks avoid the two preceding steps, though they are not true self-avoiding walks. Systems of difference equations are introduced to calculate the statistics of the restricted random walks. They yield that the fraction of loops is (2M - 2)/(2M + 1), the fraction of ties 3/(2M + 1), the average length of loops 2M - 0.5, the average length of ties 2/3M2 + 2/3M - 4/3, the average length of walks equals 3M - 3, the variance of the loop length 16/15M3 + O(M2), the variance of the tie length 28/45M4 + O(M3), and the variance of the walk length 2M3 + O(M2).

Finite temperature dynamics of vortices in the two dimensional anisotropic Heisenberg model

We study the effects of finite temperature on the dynamics of non-planar vortices in the classical, two-dimensional anisotropic Heisenberg model with XY- or easy-plane symmetry. To this end, we analyze a generalized Landau-Lifshitz equation including additive white noise and Gilbert damping. Using a collective variable theory with no adjustable parameters we derive an equation of motion for the vortices with stochastic forces which are shown to represent white noise with an effective diffusion constant linearly dependent on temperature. We solve these stochastic equations of motion by means of a Green's function formalism and obtain the mean vortex trajectory and its variance. We find a non-standard time dependence for the variance of the components perpendicular to the driving force. We compare the analytical results with Langevin dynamics simulations and find a good agreement up to temperatures of the order of 25% of the Kosterlitz-Thouless transition temperature. Finally, we discuss the reasons why our approach is not appropriate for higher temperatures as well as the discreteness effects observed in the numerical simulations.