云亭数学讲坛2025第105讲——庄亮亮研究员

Modeling Two-Scale Degradation with Heterogeneity: A Unified Random-Effects Inverse Gaussian Framework

发布者:徐有基发布时间:2025-11-17浏览次数:28

应甘肃省数学与统计学基础学科研究中心邀请,南京理工大学庄亮亮研究员将为我院师生作学术报告。


报告题目Modeling Two-Scale Degradation with Heterogeneity: A Unified Random-Effects Inverse Gaussian Framework

报告摘要:Accurate modeling of product degradation is essential for reliable life prediction and maintenance planning. In many applications, degradation is jointly driven by age (calendar time) and usage (cumulative operation), and further complicated by unit-to-unit heterogeneity due to manufacturing or environmental variations. While existing models often focus on single-scale processes or assume homogeneous systems, few frameworks can flexibly accommodate both two scales and population-level variability. This paper proposes a unified two-scale degradation model based on additive reparameterized inverse Gaussian processes with random effects. The model captures monotonic degradation under the joint influence of age and usage, and introduces two forms of random effects to flexibly capture varying degrees of heterogeneity across units. It provides closed-form expressions for failure time distributions, enabling efficient reliability analysis. Two inference methods are developed: (i) a maximum likelihood estimator via an expectation-maximization algorithm with bootstrap intervals, and (ii) a Bayesian approach using Hamiltonian Monte Carlo sampling. Simulation studies confirm the accuracy and robustness of the proposed estimators and highlight the risks of model misspecification in reliability assessment. A real-world case study on outdoor coating degradation further demonstrates the model's practical applicability. An open-source R package is provided to support implementation.


报告时间:202511191900

报告地点:腾讯会议378607264

邀请人: 颜荣芳教授  张建东副教授

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报告人简介

庄亮亮,现为南京理工大学研究员,曾于2021年在香港理工大学物流及航运学系担任研究助理,2024年赴新加坡国立大学开展研究工作。主要研究方向包括贝叶斯统计、工业系统的可靠性统计分析与预防性维修策略等内容,研究成果发表于IISE Transactions》、《European Journal of Operational Research》、《Journal of Quality Technology等国际权威期刊。





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20251117