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Sequential Designs for Filling Output Spaces 填充输出空间的顺序设计
IF 2.5 3区 工程技术 Q1 Mathematics Pub Date : 2023-05-12 DOI: 10.1080/00401706.2023.2231042
Shangkun Wang, H. Milton, Adam P. Generale, S. Kalidindi, George W. Woodruff, V. Roshan, Joseph H. Milton
Space-filling designs are commonly used in computer experiments to fill the space of inputs so that the input-output relationship can be accurately estimated. However, in certain applications such as inverse design or feature-based modeling, the aim is to fill the response or feature space. In this article, we propose a new experimental design framework that aims to fill the space of the outputs (responses or features). The design is adaptive and model-free, and therefore is expected to be robust to different kinds of modeling choices and input-output relationships. Several examples are given to show the advantages of the proposed method over the traditional input space-filling designs.
填充空间设计是计算机实验中常用的一种填充输入空间的设计,可以准确地估计输入-输出关系。然而,在某些应用中,如逆设计或基于特征的建模,其目的是填充响应或特征空间。在本文中,我们提出了一个新的实验设计框架,旨在填补输出(响应或特征)的空间。该设计是自适应和无模型的,因此期望对不同类型的建模选择和输入输出关系具有鲁棒性。算例表明了该方法相对于传统的输入空间填充设计的优越性。
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引用次数: 1
Constructing a simulation surrogate with partially observed output 构造具有部分观测输出的模拟代理
IF 2.5 3区 工程技术 Q1 Mathematics Pub Date : 2023-04-19 DOI: 10.1080/00401706.2023.2210170
Moses Y H Chan, M. Plumlee, Stefan M. Wild
Gaussian process surrogates are a popular alternative to directly using computationally expensive simulation models. When the simulation output consists of many responses, dimension-reduction techniques are often employed to construct these surrogates. However, surrogate methods with dimension reduction generally rely on complete output training data. This article proposes a new Gaussian process surrogate method that permits the use of partially observed output while remaining computationally efficient. The new method involves the imputation of missing values and the adjustment of the covariance matrix used for Gaussian process inference. The resulting surrogate represents the available responses, disregards the missing responses, and provides meaningful uncertainty quantification. The proposed approach is shown to offer sharper inference than alternatives in a simulation study and a case study where an energy density functional model that frequently returns incomplete output is calibrated.
高斯过程替代是直接使用计算成本高的模拟模型的流行替代方法。当模拟输出包含许多响应时,通常采用降维技术来构建这些代理。然而,降维的替代方法通常依赖于完整的训练数据输出。本文提出了一种新的高斯过程替代方法,允许使用部分观察到的输出,同时保持计算效率。该方法包括缺失值的输入和用于高斯过程推理的协方差矩阵的调整。结果代理表示可用的响应,忽略缺失的响应,并提供有意义的不确定性量化。在模拟研究和案例研究中,所提出的方法被证明比其他方法提供更清晰的推断,其中能量密度函数模型经常返回不完整输出进行校准。
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引用次数: 0
Statistical Learning for Nonlinear Dynamical Systems with Applications to Aircraft-UAV Collisions 非线性动力系统的统计学习及其在飞机-无人机碰撞中的应用
IF 2.5 3区 工程技术 Q1 Mathematics Pub Date : 2023-04-17 DOI: 10.1080/00401706.2023.2203175
Xinchao Liu, Xiao Liu, T. Kaman, Xiaohua Lu, Guang Lin
ABSTRACT This article investigates a physics-informed statistical approach capable of (i) learning nonlinear system dynamics by using data generated from a nonlinear system as well as the underlying governing physics, and (ii) predicting system dynamics with reasonable accuracy and a computational speed much faster than numerical methods. The proposed approach obtains the reduced-order model from the full-order governing equations. A function-to-function regression, based on multivariate Functional Principal Component Analysis, establishes the mapping between external forcing and system dynamics, while a multivariate Gaussian Process is used to capture the relationship between parameters and external forcing. In the application, the proposed approach is applied to predict aircraft nose skin deformation after Unmanned Aerial Vehicle (UAV) collisions at different impact attitudes (i.e., pitch, yaw and roll degrees). We show that the proposed physics-informed statistical model can achieve a 12% out-of-sample mean relative error, and is more than 103 times faster than Finite Element Analysis (FEA). Computer code and sample data are available on GitHub.
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引用次数: 0
Penalized estimation of sparse Markov regime-switching vector auto-regressive models 稀疏Markov状态切换向量自回归模型的惩罚估计
IF 2.5 3区 工程技术 Q1 Mathematics Pub Date : 2023-04-10 DOI: 10.1080/00401706.2023.2201336
Gilberto Chávez-Martínez, Ankush Agarwal, Abbas Khalili, S. E. Ahmed
Abstract We consider sparse Markov regime-switching vector autoregressive (MSVAR) models in which the regimes are governed by a latent homogeneous Markov chain. In practice, even for moderate values of the number of Markovian regimes and data dimension, the associated MSVAR model has a large parameter dimension compared to a typical sample size. We provide a unified penalized conditional likelihood approach for estimating sparse MSVAR models. We show that our proposed estimators are consistent and recover the sparse structure of the model. We also show that, when the number of regimes is correctly or over-specified, our method provides consistent estimation of the predictive density. We develop an efficient implementation of the method based on a modified Expectation-Maximization (EM) algorithm. We discuss strategies for estimation of the number of regimes. We evaluate finite-sample performance of the method via simulations, and further demonstrate its utility by analyzing a real dataset.
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引用次数: 0
Introduction to Math Olympiad Problems 数学奥林匹克题导论
IF 2.5 3区 工程技术 Q1 Mathematics Pub Date : 2023-04-03 DOI: 10.1080/00401706.2023.2201126
S. Lipovetsky
This section will review those books whose content and level reflect the general editorial policy of Technometrics. Publishers should send books for review to Ejaz Ahmed, Department of Mathematics and Sciences, Brock University, St. Catharines, ON L2S 3A1 (dean.fms@brocku.ca). The opinions expressed in this section are those of the reviewers. These opinions do not represent positions of the reviewers’ organization and may not reflect those of the editors or the sponsoring societies. Listed prices reflect information provided by the publisher and may not be current. The book purchase programs of the American Society for Quality can provide some of these books at reduced prices for members. For information, contact the American Society for Quality at 1 (800) 248-1946.
本节将回顾那些内容和水平反映Technometrics总体编辑政策的书籍。出版商应将书籍寄给位于圣凯瑟琳的布洛克大学数学与科学系的Ejaz Ahmed,地址:L2S 3A1(dean.fms@brocku.ca)。本节中表达的意见是评审员的意见。这些意见并不代表评审组织的立场,也可能不反映编辑或主办协会的立场。列出的价格反映了出版商提供的信息,可能不是最新的。美国质量协会的图书购买计划可以为会员提供一些降价的书籍。有关信息,请致电1(800)248-1946联系美国质量协会。
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引用次数: 0
The Effect: An Introduction to Research Design and Causality 效应:研究设计与因果关系导论
IF 2.5 3区 工程技术 Q1 Mathematics Pub Date : 2023-04-03 DOI: 10.1080/00401706.2023.2201128
N. Khan
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引用次数: 0
Number Systems: A Path into Rigorous Mathematics 数字系统:通往严谨数学之路
3区 工程技术 Q1 Mathematics Pub Date : 2023-04-03 DOI: 10.1080/00401706.2023.2201132
Firdous Ahmad Mala
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引用次数: 0
Handbook of Measurement Error Models 测量误差模型手册
IF 2.5 3区 工程技术 Q1 Mathematics Pub Date : 2023-04-03 DOI: 10.1080/00401706.2023.2201134
S. Lipovetsky
chapter ends with a surprisingly-long account of modular arithmetic. Chapter 6 is devoted to rational numbers, which are the natural and legitimate successors to integers. The chapter discusses the denumerability of rationals after defining rational numbers and explaining their addition and multiplication. An interesting fact proved in the chapter is that rational numbers are countable, which means they are only as many as integers. The chapter concludes with a lovely but succinct presentation of sequences and series. Chapter 7 is about real numbers. It begins with the intriguing question of the completeness of the set of rational numbers and proceeds to state the well-known Axiom of Completeness of Real Numbers. Dedekind cuts are also discussed and demonstrated. The uncountability of reals refers to the fact that there are more reals than rationals. The famous diagonal argument is used in the chapter to demonstrate this fact. Finally, the chapter discusses algebraic and transcendental numbers. Quadratic extensions are discussed in Chapters 8 and 9. The subject matter covered in these two chapters is relatively complex, necessitating greater maturity and concentration on the part of the readers. Chapter 10 attempts to convince readers that the world of numbers is vaster and more immense than they realize. It is divided into two sections: one on constructible numbers and one on hypercomplex numbers, which includes accounts of Hilbert’s quaternions and John Graves’ octonions. Chapter 11 is a two-page guide to which readers should refer for a more comprehensive and advanced understanding of number systems. It implies that, in addition to abstract algebra, analysis is an excellent field for producing more elegant and unexpected results. In all, the book is a great attempt to introduce number systems to an undergraduate audience with the main focus on the rigor of mathematics. While, on the one hand, it provides detailed but accessible explanations of theorems and their proof, on the other hand, it is an attempt to provide the level of explanation needed for a first-year mathematics course on the subject that most others fail to do.
本章最后对模运算进行了令人惊讶的长篇介绍。第6章专门讨论有理数,它是整数的自然和合法继承者。本章在定义有理数并解释其加法和乘法之后,讨论了有理数的可数性。本章中证明的一个有趣的事实是有理数是可数的,这意味着它们只有整数那么多。本章以一个可爱但简洁的序列和系列介绍结束。第7章是关于实数的。它从有理数集的完备性这个有趣的问题开始,并继续陈述众所周知的实数完备性公理。还讨论和演示了Dedekind切割。实数的不可数性指的是实数多于有理数。本章使用了著名的对角线论证来证明这一事实。最后,本章讨论了代数数和超越数。二次扩展在第8章和第9章中进行了讨论。这两章涉及的主题相对复杂,需要读者更加成熟和集中注意力。第10章试图说服读者,数字世界比他们意识到的更广阔、更广阔。它分为两部分:一部分关于可构造数,另一部分关于超复数,其中包括对希尔伯特四元数和约翰·格雷夫斯八元数的描述。第11章是一本两页的指南,读者应该参考它来更全面、更深入地了解数字系统。这意味着,除了抽象代数之外,分析是一个产生更优雅和意想不到结果的优秀领域。总之,这本书是向本科生介绍数字系统的一次伟大尝试,主要关注数学的严谨性。虽然一方面,它提供了定理及其证明的详细但容易理解的解释,但另一方面,这是为了提供一年级数学课程所需的解释水平,而大多数其他人都没有做到这一点。
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引用次数: 1
Principles of Biostatistics 生物统计学原理
IF 2.5 3区 工程技术 Q1 Mathematics Pub Date : 2023-04-03 DOI: 10.1080/00401706.2023.2201129
P. Wludyka
to produce data that we can evaluate with a given method. Simulation can be used to rule out bad estimators and prove the value of good estimators to ourselves. Chapter 16, Fixed Effects, is about fixed effects, random effects, and fixed effects in the non-linear model and regression estimators. Fixed effects are methods of controlling for all variables whether they are observed or not, as long as they stay constant within some layer category. Chapter 17, Event Studies, is about event studies and how they work. The event study is probably the oldest and simplest causal inference research design. Event studies and performed in the stock market, event studies with regression, and event studies with multiple affected groups. Chapter 18, Differences-in-Differences, is about a method, a quasi-experimental approach that is concerned with comparing the changes in outcomes over time between a population enrolled in a program (the treatment group) and a population that is not (the comparison group). Its usefulness in data analysis has already been felt and appreciated. Chapter 19, Instrumental Variables, is about the working of instrumental variables and isolating variation instrumental variables designs seize directly on the concept of randomized control experiment. For work on instrumental variables, we must satisfy two assumptions: relevance of the instrument and validity of the instrument. Chapter 20, Regression Discontinuity, is about regression discontinuity. Regression discontinuity focuses on treatment that is assigned at a cutoff. It also focuses on the concept of running variable or forcing variable, cutoff, bandwidth, regression discontinuity with ordinary least squares, and the density discontinuity test. Chapter 21, A Gallery of Rogues: Other Methods, shows that the world of research design is too wide to be accommodated in a single book. There are methods and designs, both old and new, both tested and untested. This chapter demonstrates that there is a world of other methods that are new and yet developing. Among such exotic methods, the chapter talks about synthetic control, matrix completion, causal discovery, double machine learning, modeling of heterogeneous effects, causal forests, sorted effects, and structural estimation. This chapter could be inaccessible at the first reading, as the content of the chapter is either too advanced or too new to be grasped and understood. Chapter 22, Under the Rug, is all about the assumptions and concerns that are a part of pretty much any causal inference research study, but which often gets ignored or at least brushed aside. Overall, this book, though very voluminous, is an excellent addition to the world of literature. The book contains a good number of examples and wonderfully drawn diagrams, that facilitate a clearer understanding of the concepts. It is a wonderful exhibition of the parts and parcels of research design and causality.
生成可以用给定方法计算的数据。仿真可以用来排除不好的估计器,并向我们证明好的估计器的价值。第16章,固定效应,是关于固定效应,随机效应,固定效应在非线性模型和回归估计。固定效果是控制所有变量的方法,无论它们是否被观察到,只要它们在某些图层类别中保持不变。第17章,事件研究,是关于事件研究和他们如何工作。事件研究可能是最古老和最简单的因果推理研究设计。事件研究并在股票市场中进行,事件研究与回归,事件研究与多受影响的群体。第18章“差异中的差异”是关于一种方法,一种准实验方法,它涉及比较参加某一计划的人群(治疗组)和未参加该计划的人群(对照组)之间随时间的结果变化。它在数据分析中的有用性已经得到了感受和赞赏。第19章,工具变量,是关于工具变量的工作和隔离变异工具变量设计直接抓住随机对照实验的概念。对于工具变量的研究,我们必须满足两个假设:工具的相关性和工具的有效性。第20章,回归不连续,是关于回归不连续的。回归不连续集中于在截止点指定的处理。重点介绍了运行变量或强制变量的概念、截止、带宽、普通最小二乘回归不连续和密度不连续检验。第21章,流氓画廊:其他方法,表明研究设计的世界太广了,不能在一本书中容纳。有方法和设计,有旧的也有新的,有经过测试的也有未经测试的。这一章表明,还有很多其他的方法是新的,但还在发展中。在这些奇异的方法中,本章讨论了综合控制、矩阵补全、因果发现、双机器学习、异质效应建模、因果森林、分类效应和结构估计。这一章可能在第一次阅读时难以理解,因为这一章的内容要么太高级,要么太新,无法掌握和理解。第22章,在地毯下,是关于假设和关注的,这是几乎任何因果推理研究的一部分,但经常被忽视或至少被搁置一边。总的来说,这本书虽然篇幅很大,但对文学世界来说是一个极好的补充。这本书包含了大量的例子和精美的图表,有助于更清楚地理解这些概念。这是一次精彩的展览,展示了研究设计和因果关系的各个部分。
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引用次数: 0
Accelerated Event Times with Multiple Thresholds 具有多个阈值的加速事件时间
IF 2.5 3区 工程技术 Q1 Mathematics Pub Date : 2023-03-24 DOI: 10.1080/00401706.2023.2190770
B. Weaver, S. V. Wiel
Abstract In some systems lowering any one of several stress variables limits the extent to which the others are able to accelerate random event times. That is, each stress variable can cap acceleration of the time to failure distribution, independent of the others. For example, repeated electrostatic shocks will set off a high-explosive detonator within the first few attempts only if voltage and energy are both sufficiently large. This article presents a class of time-to-event models with soft thresholds on multiple stressors. These models are fit to data obtained from an experiment performed at Los Alamos National Laboratory to estimate probabilities that detonators will fire from accidental electrostatic discharge. The models include a limited failure component to account for the possibility that a fraction of units is completely unable to produce the event of interest regardless of how long one waits or how many trials are attempted.
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引用次数: 0
期刊
Technometrics
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