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Page 6532 of Mathematical Reviews Vol. , Issue 99i [page]

1999 Mathematical Reviews  
GGT-B; Washington, DC) Multivariate exponential families and the Taguchi loss function.  ...  We use information theory to define a multivariate loss function based on a divergence measure between two probability distribu- tions that belong to the multivariate exponential family.  ... 

Page 4481 of Mathematical Reviews Vol. , Issue 93h [page]

1993 Mathematical Reviews  
Summary: “Previous results by the authors, regarding the distri- bution of maxima, and linear functions of dependent random variables arising in the context of Taguchi loss functions, are ex- tended.  ...  Summary: “In linear and nonlinear (curved) exponential families we present a generalization of the intrinsic and parameter effect curvatures of Bates and Watts (1980).  ... 

Page 2847 of Mathematical Reviews Vol. , Issue 2000d [page]

2000 Mathematical Reviews  
Klugman and Rahul Parsa, Fitting bivariate loss distributions with copulas (139-148); Moshe Arye Milevsky, Martingales, scale functions and stochastic life annuities: a note (149-154).  ...  Makov, Credibility evaluation for the exponential dispersion family (23-29); Michel Denuit, Claude Lefevre and M’hamed Mesfioui, A class of bivariate stochastic orderings, with applications in actuarial  ... 

Simultaneous Optimization of Multiple Responses That Involve Correlated Continuous and Ordinal Responses According to the Gaussian Copula Models

Fatemeh Jiryaie, Ahmad Khodadadi
2019 Journal of Statistical Theory and Applications (JSTA)  
The copula functions have been used to construct a multivariate model for mixed responses.  ...  We adapted the generalized distance approach to determine settings of the factors that simultaneously optimized the mean of continuous responses and desired cumulative categories of the ordinal responses  ...  They assume all margin distributions are the same and the joint distribution of responses are available and belong to the multivariate exponential family.  ... 
doi:10.2991/jsta.d.190701.001 fatcat:j6brlvp5ivg3thauzso2iethjy

Page 1345 of Mathematical Reviews Vol. 52, Issue 4 [page]

1976 Mathematical Reviews  
squared error loss.  ...  The R.S.L. of this rule and other similar truncated rules are calculated in terms of the R.S.L. of the un- truncated version and the incomplete gamma function.  ... 

Recent developments in metamodel based robust black-box simulation optimization: An overview

Nader Ale Ebrahim, Amir Parnianifard, A Azfanizam, M Ariffin, M Ismail
2018 Figshare  
This context is focused on the management of uncertainty, particularly based on the Taguchi worldview on robust design and robust optimization methods in the class of dual response methodology when simulation  ...  At the end, while both trends and gaps in the research field are highlighted, some suggestions for future research are directed.  ...  Ismail, and N. Ale Ebrahim, "Recent developments in metamodel based robust black-box simulation optimization: An overview," Decision Science Letters, vol. 8, no. 1, pp. 17-44, 2019.  ... 
doi:10.6084/m9.figshare.6466625 fatcat:va7fpxohdvgn7o4boceztyqupe

Recent developments in metamodel based robust black-box simulation optimization: An overview

Amir Parnianifard, A.S. Azfanizam, M.K.A. Ariffin, M.I.S. Ismail, Nader Ale Ebrahim
2019 Decision Science Letters  
For = 1 and = 2 respectively the exponential and Gaussian correlation function is made.  ...  For instance, the general exponential correlation function is defined as below: , ( , ) = ∏ exp (− | − | ) =1 (19) where is dimension of input variables, and determine the smoothness of the correlation  ... 
doi:10.5267/j.dsl.2018.5.004 fatcat:j5ihfxwnlfesbcsuyyli622b44

A Software Tool for the Exponential Power Distribution: Thenormalppackage

Angelo M. Mineo, Mariantonietta Ruggieri
2005 Journal of Statistical Software  
In this package there are functions to compute the density function, the distribution function and the quantiles from an exponential power distribution and to generate pseudo-random numbers from the same  ...  Moreover, methods concerning the estimation of the distribution parameters are described and implemented.  ...  Acknowledgments The authors are grateful to two anonymous referees for thorough and constructive comments which greatly improved this paper.  ... 
doi:10.18637/jss.v012.i04 fatcat:vhdzylsyrnbm5jdsckmk6mo4ui

Observation-Driven Configuration of Complex Software Systems [article]

Aled Sage
2010 arXiv   pre-print
The novel contribution here is an industrial case study, applying the combination of ACT and Taguchi Methods to DC-Directory, a product from Data Connection Ltd (DCL).  ...  Taguchi Methods were found to be useful for modelling and configuring DC- Directory, making them a valuable addition to the techniques available to system administrators and developers.  ...  Andrew Lang 14 This is the loss function suggested by Taguchi.  ... 
arXiv:1006.5804v1 fatcat:s2hegcz2lfblfmtapc4skwzgam

Ch. 7. A review of design and modeling in computer experiments [chapter]

Victoria C.P. Chen, Kwok-Leung Tsui, Russell R. Barton, Janet K. Allen
2003 Handbook of Statistics  
However, we also mention the case of a stochastic simulation, and examples of both cases are discussed.  ...  We provide an overview of the general strategy and discuss applications in electrical engineering, chemical engineering, mechanical engineering, and dynamic programming.  ...  The "exponential" correlation function has ρ j = 1 for all j and is the product of Ornstein-Uhlenbeck processes.  ... 
doi:10.1016/s0169-7161(03)22009-5 fatcat:32x27g76sneaxix2sxhog3joty

Multivariate Bayesian Statistics: Models for Source Separation and Signal Unmixing

Michael Conklin
2005 Technometrics  
These opinions do not represent positions of the reviewer's organization and may not reflect those of the editors or the sponsoring societies.  ...  Listed prices reflect information provided by the publisher and may not be current.  ...  BOOK REVIEWS Nature-Inspired Methods in Chemometrics: Genetic Algorithms and Artificial Neural Networks, edited by Riccardo LEARDI, Amsterdam: Elsevier, 2003, ISBN 0-444-51350-7, xviii + 383 pp., $240.00  ... 
doi:10.1198/tech.2005.s824 fatcat:y6cla6trlbes7ojnfvqdordmni

Monte Carlo Solution to Find Input Parameters in Systems Design Problems

Hossein Arsham
2013 International Journal for Computational Methods in Engineering Science & Mechanics  
This paper considers a stochastic approximation algorithm for estimating the controllable input parameter within a desired accuracy, given a target value for the performance function.  ...  Finally, the mean time to failure (MTTF) of a reliability subsystem is computed and compared with its known analytical MTTF value for validation purposes.  ...  Below the lower limit, the product is rejected; above the upper limit, the product must be reworked. The parabolic curve shown in Figure 2 represents the Taguchi loss function.  ... 
doi:10.1080/15502287.2012.756957 fatcat:lpeqdmyfxbae3f5mck5ypw4uhu

Parameter Estimation of a Nonlinear Burgers Model using Nanoindentation and Finite Element-based Inverse Analysis [article]

Salah U. Hamim
2016 arXiv   pre-print
Nanoindentation involves probing a hard diamond tip into a material, where the load and the displacement experienced by the tip is recorded continuously.  ...  This load-displacement data is a direct function of material's innate stress-strain behavior.  ...  On the other hand, RBF provides the ability to approximate a function with high fidelity in between the known values in a multivariable parameter space.  ... 
arXiv:1612.03247v1 fatcat:eporh4wkkbh2xi2byhygbrwdum

The stochastic control of process capability indices

Nozer D. Singpurwalla, G. Box, D. R. Cox, D. K. Dey, A. Fries, J. K. Ghosh, M. A. Gómez-Villegas, T. Z. Irony, W. Kliemann, S. Kotz, D. V. Lindley, M. F. McGrath (+2 others)
1998 Test (Madrid)  
The available process capability indices should therefore be abandoned and replaced by procedures that are normative, and also proactive with respect to both, prediction and control.  ...  They have been developed under the restrictive assumption of process stability, and the procedures for using them are based on ad hoc rules.  ...  Indeed Professor Dey considers several, to include non-symmetric, logistic, symmetric stable, and the exponential power family.  ... 
doi:10.1007/bf02565102 fatcat:rixae5uzjjfq3oxiva6d2aydse

Robust Multi-Objective Bayesian Optimization Under Input Noise [article]

Samuel Daulton, Sait Cakmak, Maximilian Balandat, Michael A. Osborne, Enlu Zhou, Eytan Bakshy
2022 arXiv   pre-print
We formalize our goal as optimizing the multivariate value-at-risk (MVaR), a risk measure of the uncertain objectives.  ...  Empirically, we find that our approach significantly outperforms alternative methods and efficiently identifies optimal robust designs that will satisfy specifications across multiple metrics with high  ...  Acknowledgements We thank Ben Letham, David Eriksson, James Wilson, and Martin Jørgensen, as well as the members of the Oxford Machine Learning Research Group, for providing insightful feedback.  ... 
arXiv:2202.07549v2 fatcat:kvljtboc5fhgdemlffjgxgc5l4
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