Chiranjit Mukhopadhyay

Bayesian analysis for masked system failure data using non-identical Weibull models

In ideal circumstances, failure time data for a K component series system contain the time to failure along with information on the exact component responsible for the system failure. These data then can be used to estimate system and component reliabilities. In many cases, however, due to cost and time constraints, the exact component causing the system failure is not identified, but the cause of failure is only narrowed down to a subsystem or a smaller set of components. A Bayesian analysis is developed in this article for such masked data from a general K component system. The theoretical failure times for the K components are assumed to have independent Weibull distributions. These K Weibulls can have different scale and shape parameters, thus allowing wide flexibility into the model. Further flexibility is introduced in the choice of the prior. Three different prior models are proposed. They can model different prior beliefs and can further provide a vehicle to check for robustness with respect to the prior. A Gibbs sampling based method is described to perform the relevant Bayesian computations. The proposed model is applied to data on a system unit of a particular type of IBM PS/2 models.

Bayesian analysis of incomplete time and cause of failure data

Abstract For series systems with k components it is assumed that the cause of failure is known to belong to one of the 2 k − 1 possible subsets of the failure-modes. The theoretical time to failure due to k causes are assumed to have independent Weibull distributions with equal shape parameters. After finding the MLEs and the observed information matrix of ( λ 1 , …, λ k , β), a prior distribution is proposed for ( λ 1 , …, λ k ), which is shown to yield a scale-invariant noninformative prior as well. No particular structure is imposed on the prior of β. Methods to obtain the marginal posterior distributions of the parameters and other parametric functions of interest and their Bayesian point and interval estimates are discussed. The developed techniques are illustrated using a numerical example.

Bayesian Analysis of Masked Series System Lifetime Data

The problem of analyzing series system lifetime data with masked or partial information on cause of failure is recent, compared to that of the standard competing risks model. A generic Gibbs sampling scheme is developed in this article towards a Bayesian analysis for a general parametric competing risks model with masked cause of failure data. The masking probabilities are not subjected to the symmetry assumption and independent Dirichlet priors are used to marginalize these nuisance parameters. The developed methodology is illustrated for the case where the components of a series system have independent log-Normal life distributions by employing independent Normal-Gamma priors for these component lifetime parameters. The Gibbs sampling scheme developed for the required analysis can also be used to provide a Bayesian analysis of data arising from the conventional competing risks model of independent log-Normals, which interestingly has so far remained by and large neglected in the literature. The developed methodology is deployed to analyze a masked lifetime data of PS/2 computer systems.

A Neural Network Based Hybrid Mixture Model to Extract Information from Non-linear Mixed Pixels

Signals acquired by sensors in the real world are non-linear combinations, requiring non-linear mixture models to describe the resultant mixture spectra for the endmember’s (pure pixel’s) distribution. This communication discusses inferring class fraction through a novel hybrid mixture model (HMM). HMM is a three-step process, where the endmembers are first derived from the images themselves using the N-FINDR algorithm. These endmembers are used by the linear mixture model (LMM) in the second step that provides an abundance estimation in a linear fashion. Finally, the abundance values along with the training samples representing the actual ground proportions are fed into neural network based multi-layer perceptron (MLP) architecture as input to train the neurons. The neural output further refines the abundance estimates to account for the non-linear nature of the mixing classes of interest. HMM is first implemented and validated on simulated hyper spectral data of 200 bands and subsequently on real time MODIS data with a spatial resolution of 250 m. The results on computer simulated data show that the method gives acceptable results for unmixing pixels with an overall RMSE of 0.0089 ± 0.0022 with LMM and 0.0030 ± 0.0001 with the HMM when compared to actual class proportions. The unmixed MODIS images showed overall RMSE with HMM as 0.0191 ± 0.022 as compared to the LMM output considered alone that had an overall RMSE of 0.2005 ± 0.41, indicating that individual class abundances obtained from HMM are very close to the real observations.

Fusion of Multisensor Data: Review and Comparative Analysis

Image fusion is a formal framework which is expressed as means and tools for the alliance of multisensor, multitemporal, and multiresolution data. Multisource data vary in spectral, spatial and temporal resolutions necessitating advanced analytical or numerical techniques for enhanced interpretation capabilities. This paper reviews seven pixel based image fusion techniques -– intensity-hue-saturation, brovey, high pass filter (HPF), high pass modulation (HPM), principal component analysis, fourier transform and correspondence analysis. Validation of these techniques on IKONOS data (Panchromatic band at 1 m spatial resolution and Multispectral 4 bands at 4 m spatial resolution) reveal that HPF and HPM methods synthesise the images closest to those the corresponding multisensors would observe at the high resolution level.

Hybrid Bayesian Classifier for Improved Classification Accuracy

The widely used Bayesian classifier is based on the assumption of equal prior probabilities for all the classes. However, inclusion of equal prior probabilities may not guarantee high classification accuracy for the individual classes. Here, we propose a novel technique-Hybrid Bayesian Classifier (HBC)-where the class prior probabilities are determined by unmixing a supplemental low spatial-high spectral resolution multispectral (MS) data that are assigned to every pixel in a high spatial-low spectral resolution MS data in Bayesian classification. This is demonstrated with two separate experiments-first, class abundances are estimated per pixel by unmixing Moderate Resolution Imaging Spectroradiometer data to be used as prior probabilities, while posterior probabilities are determined from the training data obtained from ground. These have been used for classifying the Indian Remote Sensing Satellite LISS-III MS data through Bayesian classifier. In the second experiment, abundances obtained by unmixing Landsat Enhanced Thematic Mapper Plus are used as priors, and posterior probabilities are determined from the ground data to classify IKONOS MS images through Bayesian classifier. The results indicated that HBC systematically exploited the information from two image sources, improving the overall accuracy of LISS-III MS classification by 6% and IKONOS MS classification by 9%. Inclusion of prior probabilities increased the average producers and users accuracies by 5.5% and 6.5% in case of LISS-III MS with six classes and 12.5% and 5.4% in IKONOS MS for five classes considered.

Bayesian Accelerated Life Testing under Competing Weibull Causes of Failure

Consider a J-component series system which is put on Accelerated Life Test (ALT) involving K stress variables. First, a general formulation of ALT is provided for log-location-scale family of distributions. A general stress translation function of location parameter of the component log-lifetime distribution is proposed which can accommodate standard ones like Arrhenius, power-rule, log-linear model, etc., as special cases. Later, the component lives are assumed to be independent Weibull random variables with a common shape parameter. A full Bayesian methodology is then developed by letting only the scale parameters of the Weibull component lives depend on the stress variables through the general stress translation function. Priors on all the parameters, namely the stress coefficients and the Weibull shape parameter, are assumed to be log-concave and independent of each other. This assumption is to facilitate Gibbs sampling from the joint posterior. The samples thus generated from the joint posterior is then used to obtain the Bayesian point and interval estimates of the system reliability at usage condition.

A multi-layer perceptron based non-linear mixture model to estimate class abundance from mixed pixels

Sub-pixel classification is essential for the successful description of many land cover (LC) features with spatial resolution less than the size of the image pixels. A commonly used approach for sub-pixel classification is linear mixture models (LMM). Even though, LMM have shown acceptable results, pragmatically, linear mixtures do not exist. A non-linear mixture model, therefore, may better describe the resultant mixture spectra for endmember (pure pixel) distribution. In this paper, we propose a new methodology for inferring LC fractions by a process called automatic linear-nonlinear mixture model (AL-NLMM). AL-NLMM is a three step process where the endmembers are first derived from an automated algorithm. These endmembers are used by the LMM in the second step that provides abundance estimation in a linear fashion. Finally, the abundance values along with the training samples representing the actual proportions are fed to multi-layer perceptron (MLP) architecture as input to train the neurons which further refines the abundance estimates to account for the non-linear nature of the mixing classes of interest. AL-NLMM is validated on computer simulated hyperspectral data of 200 bands. Validation of the output showed overall RMSE of 0.0089±0.0022 with LMM and 0.0030±0.0001 with the MLP based AL-NLMM, when compared to actual class proportions indicating that individual class abundances obtained from AL-NLMM are very close to the real observations.

Bayesian D-optimal Accelerated Life Test plans for series systems with competing exponential causes of failure

This paper provides methods of obtaining Bayesian D-optimal Accelerated Life Test (ALT) plans for series systems with independent exponential component lives under the Type-I censoring scheme. Two different Bayesian D-optimality design criteria are considered. For both the criteria, first optimal designs for a given number of experimental points are found by solving a finite-dimensional constrained optimization problem. Next, the global optimality of such an ALT plan is ensured by applying the General Equivalence Theorem. A detailed sensitivity analysis is also carried out to investigate the effect of different planning inputs on the resulting optimal ALT plans. Furthermore, these Bayesian optimal plans are also compared with the corresponding (frequentist) locally D-optimal ALT plans.

Maximum likelihood analysis of multi-stress accelerated life test data of series systems with competing log-normal causes of failure

This article presents frequentist inference of accelerated life test data of series systems with independent log-normal component lifetimes. The means of the component log-lifetimes are assumed to depend on the stress variables through a linear stress translation function that can accommodate the standard stress translation functions in the literature. An expectation–maximization algorithm is developed to obtain the maximum likelihood estimates of model parameters. The maximum likelihood estimates are then further refined by bootstrap, which is also used to infer about the component and system reliability metrics at usage stresses. The developed methodology is illustrated by analyzing a real as well as a simulated dataset. A simulation study is also carried out to judge the effectiveness of the bootstrap. It is found that in this model, application of bootstrap results in significant improvement over the simple maximum likelihood estimates.