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Record W4385201802 · doi:10.30699/ijrrs.5.2.7

Direct Quantile Function Estimation Using Information Principles and Its Applications in Reliability Analysis

2023· article· en· W4385201802 on OpenAlexafffund
Jian Deng

Bibliographic record

VenueInternational Journal of Reliability Risk and Safety Theory and Application · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicProbabilistic and Robust Engineering Design
Canadian institutionsLakehead University
FundersNatural Sciences and Engineering Research Council of CanadaGovernment of Canada
KeywordsPrinciple of maximum entropyRandom variableMathematicsQuantileMaximum entropy probability distributionEntropy (arrow of time)StatisticsAkaike information criterionRandomnessMaximum entropy spectral estimationOrder statisticKullback–Leibler divergenceApplied mathematicsMathematical optimization

Abstract

fetched live from OpenAlex

Jaynes's information principle, i.e., maximum entropy principle (MEP), constrained by probability weighted moments (PWM), has been well established as an alternative method to directly estimate quantile functions (QF) from samples of a random variable. The existence, unbiasedness, and efficiency of the maximum entropy QFs have been illustrated in the literature. However, the issue of how many orders of PWMs is optimal for a given sample of data remains unsolved, and applications of the maximum entropy QFs to reliability analysis in civil engineering are still obscure. This paper serves four main purposes: (1) a new general formulation is developed for the PWM-based MEP without sample normalization; (2) the optimal order of PWMs in MEP is determined by another information principle, i.e., Akaike information criterion; (3) The feasibility of the proposed maximum entropy QFs is illustrated by two case studies in probabilistic modeling of the soil undrained shear strength and the flood frequency; (4) applications of the proposed maximum entropy QFs are substantiated in QF-based first order reliability analysis of a cantilever steel beam with uncorrelated random variables and with correlated random variables. The maximum entropy QFs are compared to common empirical probability distributions, such as normal and lognormal distributions, in reliability analysis to demonstrate the advantages and disadvantages of the method developed.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.010
metaresearch head score (Gemma)0.004
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.522
Threshold uncertainty score0.501

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0100.004
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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.

Opus teacher head0.025
GPT teacher head0.322
Teacher spread0.297 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

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".

Quick stats

Citations0
Published2023
Admission routes2
Has abstractyes

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