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相干可靠性系统中的竞争风险：参数情形下的估计AI 解读

A coherent reliability system is a machine composed of a number of components that fails as soon as the set of failed components reaches certain fatal set-thresholds. On failure of the machine, an autopsy report reveals its time of failure and the set of failed components. I use incomplete data methods to obtain maximum likelihood estimates of parameters characterizing the lifetime distributions of the components, based on a sample of autopsy reports.

相干可靠性系统中的竞争风险：参数情形的估计AI 解读

A coherent reliability system is a machine composed of a number of components that fails as soon as the set of failed components reaches certain fatal set-thresholds. On failure of the machine, an autopsy report reveals its time of failure and the set of failed components. I use incomplete data methods to obtain maximum likelihood estimates of parameters characterizing the lifetime distributions of the components, based on a sample of autopsy reports.

利用 EM 自身计算步骤实现快速改进AI 解读

SUMMARY The EM algorithm is a numerical technique for the evaluation of maximum likelihood estimates for parameters describing incomplete data models. It is easy to apply in many problems and is stable but slow. The algorithm fails to provide a consistent estimator of the standard errors of the maximum likelihood estimates unless the additional analysis required by the Louis method is performed. Newton-type or other gradient methods are faster and provide error estimates but…