[ABE-L] Ciclo de Palestras PPG em Estatística IM-UFRJ (Rosangela Loschi - 09/12 às 15:30)

[Kelly Cristina]

Caros redistas,

dando continuidade ao Ciclo de Palestras do Programa de Pós-Graduação
em Estatística do IM-UFRJ, *na próxima 4a feira, 09/12/20, às 15:30*,
teremos a palestra da professora:

*Rosangela H. Loschi (UFMG)*

*Título: *Semi-parametric Bayesian models for heterogeneous degradation
data: An application to Laser data

*Resumo: * Degradation data are considered to make reliability assessments
in highly reliable systems. The class of general path models is a  popular
tool to approach degradation data. In this class of models, the random
effects correlate the degradation measures in each device. Random effects
are interpreted in terms of the degradation rates, which facilitates the
specification of their prior distribution.  The usual approaches assume
that the devices under test come from a homogeneous population.  This
assumption is strong, mainly,  if the variability in the manufacturing
process is high or there are no guarantees that the devices work on similar
conditions. To account for heterogeneous degradation data, we develop
semi-parametric degradation models based on the Dirichlet process mixture
of both, normal and skew-normal distributions.  The proposed model
accommodates different shapes for the degradation rate distribution and
also allows the estimation of the number of populations involved in the
study.  We prove that the proposed model also imposes heterogeneity in the
lifetime data. We introduce a method to build the prior distributions which
adapt previous approaches to the context in which mixture models fit latent
variables.  We carry out simulation studies and data analysis to show the
flexibility of the proposed model in modeling skewness, heavy tail and
multi-modal behavior of the random effects.  Results show that the proposed
models are competitive approaches to analyze degradation data. Joint work
with Cristiano C. Santos.

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A palestra ocorrerá remotamente, via Google Meets. Segue o link para o
acesso a sala: meet.google.com/ruv-ruxx-ehg . A sala será aberta sempre 10
minutos antes do início de cada sessão.

Contamos com a presença de vocês.
Acompanhem a atualização da programação do nosso ciclo de palestras no
sitio  www.dme.ufrj.br opção Atividades subopção Ciclo de Palestras. Para
ver palestras anteriores, se inscreva no nosso canal Ciclo de
Palestras Estatística
UFRJ  <https://www.youtube.com/channel/UCoLTqHW20Ne1qFYL2xYJOcg/featured>!

Atenciosamente,
-- 
*Kelly C. M. Gonçalves*
*Professora Adjunta III*
*Departamento de Métodos Estatísticos*
*Universidade Federal do Rio de Janeiro*
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