All Outputs (139)

A Bayesian Imprecise Classification method that weights instances using the error costs (2024)
Journal Article
Moral-García, S., Coolen-Maturi, T., Coolen, F. P., & Abellán, J. (in press). A Bayesian Imprecise Classification method that weights instances using the error costs. Applied Soft Computing, 165, 112080. https://doi.org/10.1016/j.asoc.2024.112080

In practical applications, Bayesian classification methods have been successfully employed. The Naïve Bayes algorithm (NB) is a quick, successful, and well-known Bayesian classification method. The Naïve Credal Classifier (NCC) is... Read More about A Bayesian Imprecise Classification method that weights instances using the error costs.

Nonparametric Predictive Inference for Two Future Observations with Right-Censored Data (2024)
Journal Article
Coolen-Maturi, T., Mahnashi, A. M., & Coolen, F. P. A. (in press). Nonparametric Predictive Inference for Two Future Observations with Right-Censored Data. Mathematical Methods of Statistics,

In reliability and survival analyses, right-censored observations are common. This type of data occurs when an event of interest is not fully observed during an experiment and there is no information provided about a random quantity, except that it e... Read More about Nonparametric Predictive Inference for Two Future Observations with Right-Censored Data.

Smoothed Bootstrap Methods for Hypothesis Testing (2024)
Journal Article
Al Luhayb, A. S. M., Coolen-Maturi, T., & Coolen, F. P. A. (2024). Smoothed Bootstrap Methods for Hypothesis Testing. Journal of statistical theory and practice, 18(1), Article 16. https://doi.org/10.1007/s42519-024-00370-x

This paper demonstrates the application of smoothed bootstrap methods and Efron’s methods for hypothesis testing on real-valued data, right-censored data and bivariate data. The tests include quartile hypothesis tests, two sample medians and Pearson... Read More about Smoothed Bootstrap Methods for Hypothesis Testing.

Reproducibility of Statistical Tests Based on Randomised Response Data (2024)
Journal Article
Alghamdi, F. M., Coolen, F. P. A., & Coolen-Maturi, T. (2024). Reproducibility of Statistical Tests Based on Randomised Response Data. Journal of statistical theory and practice, 18(1), Article 13. https://doi.org/10.1007/s42519-024-00366-7

Reproducibility of experimental conclusions is an important topic in various fields, including social studies. The lack of reproducibility in research results not only limits scientific progress, but also wastes time, resources, and undermines societ... Read More about Reproducibility of Statistical Tests Based on Randomised Response Data.

Discussion of specifying prior distributions in reliability applications (2023)
Journal Article
Coolen, F. (2023). Discussion of specifying prior distributions in reliability applications. Applied Stochastic Models in Business and Industry, https://doi.org/10.1002/asmb.2799

The paper Specifying Prior Distributions in Reliability Applications (Tian et al. (2023)) mainly provides an overview of methods for selecting noninformative prior distributions for parameters of basic lifetime distributions, as often used in reliabi... Read More about Discussion of specifying prior distributions in reliability applications.

Smoothed bootstrap methods for bivariate data (2023)
Journal Article
Al Luhayb, A., Coolen-Maturi, T., & Coolen, F. (2023). Smoothed bootstrap methods for bivariate data. Journal of statistical theory and practice, 17(3), Article 37. https://doi.org/10.1007/s42519-023-00334-7

A smoothed bootstrap method is introduced for right-censored data based on the rightcensoring-A(n) assumption introduced by Coolen and Yan (2004), which is a generalization of Hill’s A(n) assumption (Hill, 1968) for right-censored data. The smoothed... Read More about Smoothed bootstrap methods for bivariate data.

A generalized system reliability model based on survival signature and multiple competing failure processes (2023)
Journal Article
Chang, M., Coolen, F., Coolen-Maturi, T., & Huang, X. (2023). A generalized system reliability model based on survival signature and multiple competing failure processes. Journal of Computational and Applied Mathematics, Article 115364. https://doi.org/10.1016/j.cam.2023.115364

Degradation-based system reliability analysis has been extensively conducted, but the components in a system are assumed to experience similar degradation and shock processes, neglecting actual failure mechanisms. However, multiple types of component... Read More about A generalized system reliability model based on survival signature and multiple competing failure processes.

New reliability model for complex systems based on stochastic processes and survival signature (2023)
Journal Article
Chang, M., Huang, X., Coolen, F., & Coolen-Maturi, T. (2023). New reliability model for complex systems based on stochastic processes and survival signature. European Journal of Operational Research, 309(3), 1349-1364. https://doi.org/10.1016/j.ejor.2023.02.027

For systems with complicated structures, reliability analysis based on survival signature has been carried out by modelling time-to-failure data with specific distributions. However, for highly reliable systems, only little or no failure data may be... Read More about New reliability model for complex systems based on stochastic processes and survival signature.

Smoothed Bootstrap for Right-Censored Data (2023)
Journal Article
Luhayb, A. S. M. A., Coolen, F. P., & Coolen-Maturi, T. (2023). Smoothed Bootstrap for Right-Censored Data. Communications in Statistics - Theory and Methods, https://doi.org/10.1080/03610926.2023.2171708

A smoothed bootstrap method is introduced for right-censored data based on the right-censoring-A(n) assumption introduced by Coolen and Yan, which is a generalization of Hill’s A(n) assumption for right-censored data. The smoothed bootstrap method is... Read More about Smoothed Bootstrap for Right-Censored Data.

Logic Differential Calculus for Reliability Analysis Based on Survival Signature (2022)
Journal Article
Rusnak, P., Zaitseva, E., Coolen, F., Kvassay, M., & Levashenko, V. (2023). Logic Differential Calculus for Reliability Analysis Based on Survival Signature. IEEE Transactions on Dependable and Secure Computing, 20(2), 1529-1540. https://doi.org/10.1109/tdsc.2022.3159126

The structure function is an often-used mathematical representation of the investigated system in reliability analysis. It is a binary function that models system state according to states of its components. The size of the structure function depends... Read More about Logic Differential Calculus for Reliability Analysis Based on Survival Signature.

Discussion of signature‐based models of preventive maintenance (2022)
Journal Article
Coolen, F. P., Coolen‐Maturi, T., & van Houtum, G. (2023). Discussion of signature‐based models of preventive maintenance. Applied Stochastic Models in Business and Industry, 39(1), 68-70. https://doi.org/10.1002/asmb.2716

As a contribution to the discussion of the paper An overview of some classical models and discussion of the signature-based models of preventive maintenance,1 we consider the assumption of exchangeability of the failure times of components in systems... Read More about Discussion of signature‐based models of preventive maintenance.

A Cost-Sensitive Imprecise Credal Decision Tree based on Nonparametric Predictive Inference (2022)
Journal Article
Moral-Garcia, S., Abellan, J., Coolen-Maturi, T., & Coolen, F. (2022). A Cost-Sensitive Imprecise Credal Decision Tree based on Nonparametric Predictive Inference. Applied Soft Computing, 123, Article 108916. https://doi.org/10.1016/j.asoc.2022.108916

Classifiers sometimes return a set of values of the class variable since there is not enough information to point to a single class value. These classifiers are known as imprecise classifiers. Decision Trees for Imprecise Classification were proposed... Read More about A Cost-Sensitive Imprecise Credal Decision Tree based on Nonparametric Predictive Inference.

Pricing exotic options in the incomplete market: an imprecise probability method (2022)
Journal Article
He, T., Coolen, F., & Coolen-Maturi, T. (2022). Pricing exotic options in the incomplete market: an imprecise probability method. Applied Stochastic Models in Business and Industry, 38(3), 422-440. https://doi.org/10.1002/asmb.2668

This paper considers a novel exotic option pricing method for incomplete markets. Nonparametric Predictive Inference (NPI) is applied to the option pricing procedure based on the binomial tree model allowing the method to evaluate exotic options with... Read More about Pricing exotic options in the incomplete market: an imprecise probability method.

Uncertainty in Engineering - Introduction to Methods and Applications (2021)
Book
Aslett, L., Coolen, F., & De Bock, J. (Eds.). (2022). Uncertainty in Engineering - Introduction to Methods and Applications. Springer Verlag. https://doi.org/10.1007/978-3-030-83640-5

This open access book provides an introduction to uncertainty quantification in engineering. Starting with preliminaries on Bayesian statistics and Monte Carlo methods, followed by material on imprecise probabilities, it then focuses on reliability th... Read More about Uncertainty in Engineering - Introduction to Methods and Applications.

Counterfactual explanation of machine learning survival models (2021)
Journal Article
Kovalev, M., Utkin, L., Coolen, F., & Konstantinov, A. (2022). Counterfactual explanation of machine learning survival models. Informatica: An International Journal, 32(4), 817-847. https://doi.org/10.15388/21-infor468

A method for counterfactual explanation of machine learning survival models is proposed. One of the difficulties of solving the counterfactual explanation problem is that the classes of examples are implicitly defined through outcomes of a machine le... Read More about Counterfactual explanation of machine learning survival models.

Statistical reproducibility for pairwise t-tests in pharmaceutical research (2021)
Journal Article
Simkus, A., Coolen, F., Coolen-Maturi, T., Karp, N., & Bendtsen, C. (2022). Statistical reproducibility for pairwise t-tests in pharmaceutical research. Statistical Methods in Medical Research, 31(4), 673-688. https://doi.org/10.1177/09622802211041765

This paper investigates statistical reproducibility of the t-test. We formulate reproducibility as a predictive inference problem and apply the nonparametric predictive inference (NPI) method. Within our research framework, statistical reproducibilit... Read More about Statistical reproducibility for pairwise t-tests in pharmaceutical research.

Survival signature for reliability evaluation of a multi-state system with multi-state components (2021)
Journal Article
Qin, J., & Coolen, F. (2022). Survival signature for reliability evaluation of a multi-state system with multi-state components. Reliability Engineering & System Safety, 218(Part A), Article 108129. https://doi.org/10.1016/j.ress.2021.108129

Survival signature technology has recently attracted increasing attention for its merits on quantifying reliability of systems with multiple types of components. In order to implement reliability evaluation of multi-state system (MSS), computing meth... Read More about Survival signature for reliability evaluation of a multi-state system with multi-state components.

Reliability analysis for systems based on degradation rates and hard failure thresholds changing with degradation levels (2021)
Journal Article
Chang, M., Huang, X., Coolen, F., & Coolen-Maturi, T. (2021). Reliability analysis for systems based on degradation rates and hard failure thresholds changing with degradation levels. Reliability Engineering & System Safety, 216, Article 108007. https://doi.org/10.1016/j.ress.2021.108007

Degradation-shock failure processes widely exist in practice, and extensive work has been carried out to better describe such processes. In this paper, a new model is developed for reliability analysis of systems subject to dependent degradation-shoc... Read More about Reliability analysis for systems based on degradation rates and hard failure thresholds changing with degradation levels.

Survival Signatures for System Reliability (2021)
Book Chapter
Coolen, F. P., & Coolen‐Maturi, T. (2022). Survival Signatures for System Reliability. In Wiley StatsRef: Statistics Reference Online. Wiley. https://doi.org/10.1002/9781118445112.stat08331

In system reliability, the structure function models functioning of a system for given states of its components. The survival signature provides a useful summary of the structure function to aid quantification of system reliability with components of... Read More about Survival Signatures for System Reliability.

The survival signature for quantifying system reliability: an introductory overview from practical perspective (2021)
Book Chapter
Coolen, F., & Coolen-Maturi, T. (2021). The survival signature for quantifying system reliability: an introductory overview from practical perspective. In C. van Gulijk, & E. Zaitseva (Eds.), Reliability Engineering and Computational Intelligence (23-37). Springer Verlag. https://doi.org/10.1007/978-3-030-74556-1_2

The structure function describes the functioning of a system dependent on the states of its components, and is central to theory of system reliability. The survival signature is a summary of the structure function which is sufficient to derive the sy... Read More about The survival signature for quantifying system reliability: an introductory overview from practical perspective.