Maximum Likelihood Estimation for a Hidden Semi‐Markov Model with Multivariate Observations
Bibliographic record
Abstract
In this paper, a parameter estimation procedure for a condition‐based maintenance model under partial observations is presented. The deterioration process of the partially observable system is modeled as a continuous‐time homogeneous semi‐Markov process. The system can be in a healthy or unhealthy operational state, or in a failure state, and the sojourn time in the operational state follows a phase‐type distribution. Only the failure state is observable, whereas operational states are unobservable. Vector observations that are stochastically related to the system state are collected at equidistant sampling times. The objective is to determine maximum likelihood estimates of the model parameters using the Expectation–Maximization (EM) algorithm. We derive explicit formulae for both the pseudo likelihood function and the parameter updates in each iteration of the EM algorithm. A numerical example is developed to illustrate the efficiency of the estimation procedure. Copyright © 2012 John Wiley & Sons, Ltd.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.004 | 0.014 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.001 |
| Bibliometrics | 0.001 | 0.001 |
| Science and technology studies | 0.001 | 0.001 |
| Scholarly communication | 0.001 | 0.002 |
| Open science | 0.002 | 0.001 |
| Research integrity | 0.002 | 0.002 |
| Insufficient payload (model declined to judge) | 0.002 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".