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A Heuristic Policy for Maintaining Multiple Multi-State Systems
(2020)This work is concerned with the optimal allocation of limited maintenance resources among a collection of competing multi-state systems, and the dynamic of each multi-state system is modelled by a Markov chain. Determining ... -
A Bayesian approach to modeling mortgage default and prepayment
(2019)In this paper we present a Bayesian competing risk proportional hazards model to describe mortgage defaults and prepayments. We develop Bayesian inference for the model using Markov chain Monte Carlo methods. Implementation ... -
Estimating redshift distributions using Hierarchical Logistic Gaussian processes
(2019)This work uses hierarchical logistic Gaussian processes to infer true redshift distributions of samples of galaxies, through their cross-correlations with spatially overlapping spectroscopic samples. We demonstrate that ... -
Vine Copula Approximation: A Generic Method for Coping with Conditional Dependence
(2018)Pair-copula constructions (or vine copulas) are structured, in the layout of vines, with bivariate copulas and conditional bivariate copulas. The main contribution of the current work is an approach to the long-standing ... -
Model selection with application to gamma process and inverse Gaussian process
(2016)The gamma process and the inverse Gaussian process are widely used in condition-based maintenance. Both are suitable for modelling monotonically increasing degradation processes. Hence, one challenge for practitioners ...
