学术报告

题      目：Model Averaging and Reliability Estimation of k-Out-of-n: G System with Model Uncertainty

报  告  人：喻达磊  教授  (邀请人：吴琴 )

                                    西安交通大学

时      间：1月15日  15：00-16：00

地     点：数科院西楼二楼会议室

报告人简介:

        喻达磊，博士（香港城市大学），西安交通大学数学与统计学院教授，博士生导师。研究领域为模型选择、模型平均、估计理论和统计极限理论等，一些成果发表在JRSS-B、JASA、JBES和中国科学：数学上。入选了国家高层次青年人才计划。

摘      要：

        Improving the reliability estimation of the k-out-of-n: G system provides support for its proper operation. Taking the example of a supply chain with the k-out-of-n: G system, we use the copula function to model the dependence structure among suppliers. A model averaging method is also introduced based on Kullback–Leibler (KL) loss to estimate the reliability of the supply chain with a k-out-of-n: G system. The proposed estimator accommodates the uncertainty in the dependence structures among suppliers and is the first to use the optimal model averaging for developing the reliability estimation. We prove the asymptotic optimality of the proposed estimator and the consistency of weights. Simulation studies and an example in analyzing a real dataset demonstrate the effectiveness of the proposed method.

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