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Register a new userSemi-parametric Models for Accelerated Destructive Degradation Test Data Analysis
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Added by
Yimeng Xie
Publication date
2015
fields
Mathematical Statistics
and research's language is
English
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Accelerated destructive degradation tests (ADDT) are widely used in industry to evaluate materials long term properties. Even though there has been tremendous statistical research in nonparametric methods, the current industrial practice is still to use application-specific parametric models to describe ADDT data. The challenge of using a nonparametric approach comes from the need to retain the physical meaning of degradation mechanisms and also perform extrapolation for predictions at the use condition. Motivated by this challenge, we propose a semi-parametric model to describe ADDT data. We use monotonic B-splines to model the degradation path, which not only provides flexible models with few assumptions, but also retains the physical meaning of degradation mechanisms (e.g., the degradation path is monotonically decreasing). Parametric models, such as the Arrhenius model, are used for modeling the relationship between the degradation and accelerating variable, allowing for extrapolation to the use conditions. We develop an efficient procedure to estimate model parameters. We also use simulation to validate the developed procedures and demonstrate the robustness of the semi-parametric model under model misspecification. Finally, the proposed method is illustrated by multiple industrial applications.
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Semi-parametric survival analysis methods like the Cox Proportional Hazards (CPH) regression (Cox, 1972) are a popular approach for survival analysis. These methods involve fitting of the log-proportional hazard as a function of the covariates and are convenient as they do not require estimation of the baseline hazard rate. Recent approaches have involved learning non-linear representations of the input covariates and demonstrate improved performance. In this paper we argue against such deep parameterizations for survival analysis and experimentally demonstrate that more interpretable semi-parametric models inspired from mixtures of experts perform equally well or in some cases better than such overly parameterized deep models.
Accelerated degradation tests are used to provide accurate estimation of lifetime characteristics of highly reliable products within a relatively short testing time. Data from particular tests at high levels of stress (e.g., temperature, voltage, or vibration) are extrapolated, through a physically meaningful statistical model, to attain estimates of lifetime quantiles at normal use conditions. The gamma process is a natural model for estimating the degradation increments over certain degradation paths, which exhibit a monotone and strictly increasing degradation pattern. In this work, we derive first an algorithm-based optimal design for a repeated measures degradation test with single failure mode that corresponds to a single response component. The univariate degradation process is expressed using a gamma model where a generalized linear model is introduced to facilitate the derivation of an optimal design. Consequently, we extend the univariate model and characterize optimal designs for accelerated degradation tests with bivariate degradation processes. The first bivariate model includes two gamma processes as marginal degradation models. The second bivariate models is expressed by a gamma process along with a mixed effects linear model. We derive optimal designs for minimizing the asymptotic variance for estimating some quantile of the failure time distribution at the normal use conditions. Sensitivity analysis is conducted to study the behavior of the resulting optimal designs under misspecifications of adopted nominal values.
Accelerated degradation tests are used to provide accurate estimation of lifetime properties of highly reliable products within a relatively short testing time. There data from particular tests at high levels of stress (e.,g. temperature, voltage, or vibration) are extrapolated, through a physically meaningful model, to obtain estimates of lifetime quantiles under normal use conditions. In this work, we consider repeated measures accelerated degradation tests with multiple stress variables, where the degradation paths are assumed to follow a linear mixed effects model which is quite common in settings when repeated measures are made. We derive optimal experimental designs for minimizing the asymptotic variance for estimating the median failure time under normal use conditions when the time points for measurements are either fixed in advance or are also to be optimized.
Non-negative matrix factorization (NMF) is a technique for finding latent representations of data. The method has been applied to corpora to construct topic models. However, NMF has likelihood assumptions which are often violated by real document corpora. We present a double parametric bootstrap test for evaluating the fit of an NMF-based topic model based on the duality of the KL divergence and Poisson maximum likelihood estimation. The test correctly identifies whether a topic model based on an NMF approach yields reliable results in simulated and real data.
Motivated by modeling and analysis of mass-spectrometry data, a semi- and nonparametric model is proposed that consists of a linear parametric component for individual location and scale and a nonparametric regression function for the common shape. A multi-step approach is developed that simultaneously estimates the parametric components and the nonparametric function. Under certain regularity conditions, it is shown that the resulting estimators is consistent and asymptotic normal for the parametric part and achieve the optimal rate of convergence for the nonparametric part when the bandwidth is suitably chosen. Simulation results are presented to demonstrate the effectiveness and finite-sample performance of the method. The method is also applied to a SELDI-TOF mass spectrometry data set from a study of liver cancer patients.
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