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Risk analysis : an official publication of the Society for Risk Analysis, 2015
We consider the problem of estimating the probability of detection (POD) of flaws in an industria... more We consider the problem of estimating the probability of detection (POD) of flaws in an industrial steel component. Modeled as an increasing function of the flaw height, the POD characterizes the detection process; it is also involved in the estimation of the flaw size distribution, a key input parameter of physical models describing the behavior of the steel component when submitted to extreme thermodynamic loads. Such models are used to assess the resistance of highly reliable systems whose failures are seldom observed in practice. We develop a Bayesian method to estimate the flaw size distribution and the POD function, using flaw height measures from periodic in-service inspections conducted with an ultrasonic detection device, together with measures from destructive lab experiments. Our approach, based on approximate Bayesian computation (ABC) techniques, is applied to a real data set and compared to maximum likelihood estimation (MLE) and a more classical approach based on Mark...
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Risk analysis : an official publication of the Society for Risk Analysis, 2015
We consider the problem of estimating the probability of detection (POD) of flaws in an industria... more We consider the problem of estimating the probability of detection (POD) of flaws in an industrial steel component. Modeled as an increasing function of the flaw height, the POD characterizes the detection process; it is also involved in the estimation of the flaw size distribution, a key input parameter of physical models describing the behavior of the steel component when submitted to extreme thermodynamic loads. Such models are used to assess the resistance of highly reliable systems whose failures are seldom observed in practice. We develop a Bayesian method to estimate the flaw size distribution and the POD function, using flaw height measures from periodic in-service inspections conducted with an ultrasonic detection device, together with measures from destructive lab experiments. Our approach, based on approximate Bayesian computation (ABC) techniques, is applied to a real data set and compared to maximum likelihood estimation (MLE) and a more classical approach based on Mark...
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Les modèles markoviens sont particulièrement utiles pour décrire des systèmes qui, au long de leu... more Les modèles markoviens sont particulièrement utiles pour décrire des systèmes qui, au long de leur vie, passent à travers différents états. Les paramètres de ces modèles sont les probabilités de transition entre les états. Normalement, les données disponibles pour l'inférence statistique sont des séquences temporelles d'états pour un nombre donné d'individus. Quand les séquences sont incomplètes, l'estimation de la matrice de transition n'est pas triviale et demande l'utilisation de techniques plus avancées. Dans cette communication, nous nous focalisons sur l'estimation bayésienne des probabilités de transition. Premièrement, nous présentons différentes méthodes MCMC, en fonction de la structure des données manquantes. Ensuite, nous proposons une manière d'accélérer les calculs MCMC en tenant compte de la dépendance entre les lignes de la matrice de transition. Finalement, nous montrons les résultats d'essais simulés menés sur des matrices typiqu...
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Quality and Reliability Engineering International, 2015
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A simple competing risk distribution as a possible alternative to the Weibull distri- bution in l... more A simple competing risk distribution as a possible alternative to the Weibull distri- bution in lifetimes analysis is proposed. This distribution is the minimum between an exponential and a Weibull distributions. First, its main characteristics are pre- sented. Then the estimation of its parameters are considered through maximum likelihood and Bayesian inference. Statistical tests to choose between a Weibull distribution
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International Journal for Uncertainty Quantification, 2014
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PLoS ONE, 2013
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PLoS ONE, 2014
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Marine Ecology Progress Series, 2009
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Lifetime Data Analysis, 2006
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Journal of theoretical biology, Jan 7, 2008
The focus of this article is to investigate the biological reference points, such as the maximum ... more The focus of this article is to investigate the biological reference points, such as the maximum sustainable yield (MSY), in a common Schaefer (logistic) surplus production model in the presence of a multiplicative environmental noise. This type of model is used in fisheries stock assessment as a first-hand tool for biomass modelling. Under the assumption that catches are proportional to the biomass, we derive new conditions on the environmental noise distribution such that stationarity exists and extinction is avoided. We then get new explicit results about the stationary behavior of the biomass distribution for a particular specification of the noise, namely the biomass distribution itself and a redefinition of the MSY and related quantities that now depend on the value of the variance of the noise. Consequently, we obtain a more precise vision of how less optimistic the stochastic version of the MSY can be than the traditionally used (deterministic) MSY. In addition, we give empi...
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ICES Journal of Marine Science, 2014
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Computational Statistics & Data Analysis, 2012
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Canadian Journal of Fisheries and Aquatic Sciences, 2010
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Fisheries Research, 2015
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Bookmarks Related papers MentionsView impact
Risk analysis : an official publication of the Society for Risk Analysis, 2015
We consider the problem of estimating the probability of detection (POD) of flaws in an industria... more We consider the problem of estimating the probability of detection (POD) of flaws in an industrial steel component. Modeled as an increasing function of the flaw height, the POD characterizes the detection process; it is also involved in the estimation of the flaw size distribution, a key input parameter of physical models describing the behavior of the steel component when submitted to extreme thermodynamic loads. Such models are used to assess the resistance of highly reliable systems whose failures are seldom observed in practice. We develop a Bayesian method to estimate the flaw size distribution and the POD function, using flaw height measures from periodic in-service inspections conducted with an ultrasonic detection device, together with measures from destructive lab experiments. Our approach, based on approximate Bayesian computation (ABC) techniques, is applied to a real data set and compared to maximum likelihood estimation (MLE) and a more classical approach based on Mark...
Bookmarks Related papers MentionsView impact
Risk analysis : an official publication of the Society for Risk Analysis, 2015
We consider the problem of estimating the probability of detection (POD) of flaws in an industria... more We consider the problem of estimating the probability of detection (POD) of flaws in an industrial steel component. Modeled as an increasing function of the flaw height, the POD characterizes the detection process; it is also involved in the estimation of the flaw size distribution, a key input parameter of physical models describing the behavior of the steel component when submitted to extreme thermodynamic loads. Such models are used to assess the resistance of highly reliable systems whose failures are seldom observed in practice. We develop a Bayesian method to estimate the flaw size distribution and the POD function, using flaw height measures from periodic in-service inspections conducted with an ultrasonic detection device, together with measures from destructive lab experiments. Our approach, based on approximate Bayesian computation (ABC) techniques, is applied to a real data set and compared to maximum likelihood estimation (MLE) and a more classical approach based on Mark...
Bookmarks Related papers MentionsView impact
Bookmarks Related papers MentionsView impact
Bookmarks Related papers MentionsView impact
Bookmarks Related papers MentionsView impact
Les modèles markoviens sont particulièrement utiles pour décrire des systèmes qui, au long de leu... more Les modèles markoviens sont particulièrement utiles pour décrire des systèmes qui, au long de leur vie, passent à travers différents états. Les paramètres de ces modèles sont les probabilités de transition entre les états. Normalement, les données disponibles pour l'inférence statistique sont des séquences temporelles d'états pour un nombre donné d'individus. Quand les séquences sont incomplètes, l'estimation de la matrice de transition n'est pas triviale et demande l'utilisation de techniques plus avancées. Dans cette communication, nous nous focalisons sur l'estimation bayésienne des probabilités de transition. Premièrement, nous présentons différentes méthodes MCMC, en fonction de la structure des données manquantes. Ensuite, nous proposons une manière d'accélérer les calculs MCMC en tenant compte de la dépendance entre les lignes de la matrice de transition. Finalement, nous montrons les résultats d'essais simulés menés sur des matrices typiqu...
Bookmarks Related papers MentionsView impact
Quality and Reliability Engineering International, 2015
Bookmarks Related papers MentionsView impact
A simple competing risk distribution as a possible alternative to the Weibull distri- bution in l... more A simple competing risk distribution as a possible alternative to the Weibull distri- bution in lifetimes analysis is proposed. This distribution is the minimum between an exponential and a Weibull distributions. First, its main characteristics are pre- sented. Then the estimation of its parameters are considered through maximum likelihood and Bayesian inference. Statistical tests to choose between a Weibull distribution
Bookmarks Related papers MentionsView impact
International Journal for Uncertainty Quantification, 2014
Bookmarks Related papers MentionsView impact
Bookmarks Related papers MentionsView impact
PLoS ONE, 2013
Bookmarks Related papers MentionsView impact
PLoS ONE, 2014
Bookmarks Related papers MentionsView impact
Marine Ecology Progress Series, 2009
Bookmarks Related papers MentionsView impact
Lifetime Data Analysis, 2006
Bookmarks Related papers MentionsView impact
Journal of theoretical biology, Jan 7, 2008
The focus of this article is to investigate the biological reference points, such as the maximum ... more The focus of this article is to investigate the biological reference points, such as the maximum sustainable yield (MSY), in a common Schaefer (logistic) surplus production model in the presence of a multiplicative environmental noise. This type of model is used in fisheries stock assessment as a first-hand tool for biomass modelling. Under the assumption that catches are proportional to the biomass, we derive new conditions on the environmental noise distribution such that stationarity exists and extinction is avoided. We then get new explicit results about the stationary behavior of the biomass distribution for a particular specification of the noise, namely the biomass distribution itself and a redefinition of the MSY and related quantities that now depend on the value of the variance of the noise. Consequently, we obtain a more precise vision of how less optimistic the stochastic version of the MSY can be than the traditionally used (deterministic) MSY. In addition, we give empi...
Bookmarks Related papers MentionsView impact
ICES Journal of Marine Science, 2014
Bookmarks Related papers MentionsView impact
Computational Statistics & Data Analysis, 2012
Bookmarks Related papers MentionsView impact
Canadian Journal of Fisheries and Aquatic Sciences, 2010
Bookmarks Related papers MentionsView impact
Fisheries Research, 2015
Bookmarks Related papers MentionsView impact