Master's Project: Reliability Estimation in Series Systems
My master's project on maximum likelihood estimation for series systems with right-censored and masked failure data.
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My master's project on maximum likelihood estimation for series systems with right-censored and masked failure data.
Fine-tuning a small language model to generate ElasticSearch DSL queries from natural language, as a proof of concept for domain-specific LLM specialization.
A retrospective on three years of building R packages and writing papers for masked series system reliability, and what comes next.
Observation functors in maskedcauses: composable functions that separate the data-generating process from the observation mechanism, enabling mixed-censoring simulation and verified Monte Carlo studies.
The maskedcauses R package for MLE in series systems with masked component failures, built on composable likelihood contributions and validated through simulation.
An R package where optimization solvers are first-class functions that compose through chaining, racing, and restarts.
My graduate coursework from SIUe's math program is up: time series, regression, computational stats, multivariate analysis, and statistical methods.
Define statistical models symbolically and automatically derive score functions, Hessians, and Fisher information. No numerical approximation.
Extending masked failure data analysis when the standard C1-C2-C3 masking conditions are violated.
When can reliability engineers safely use simpler models? Likelihood ratio tests on Weibull series systems give sharp boundaries.
Closed-form MLEs and Fisher information for exponential series systems with masked failure data. No numerical optimization required.
Solomonoff induction, MDL, speed priors, and neural networks are all special cases of one Bayesian framework with four knobs.
I experiment with simple predictive / generative models to approximate Solomonoff induction for a relatively simple synthetic data-generating process.
In my paper, Reliability Estimation in Series Systems, I discarded a lot of research that may be interesting to pursue further. This one is about using homogeneous shape parameters for the Weibull series system, which can greatly simplify the …
A generic R framework for composable likelihood models. Likelihoods are first-class objects that compose through independent contributions.
An R package that gives hypothesis tests a consistent interface. Every test returns the same structure. You can write generic code that works across all of them.
This problem set covers the E-M algorithm for right-censored normal data with known variance.
A review of SAX (Symbolic Aggregate approXimation), a method for converting real-valued time series into symbolic representations with guaranteed distance lower bounds.
An R package for specifying hazard functions directly instead of picking from a catalog of named distributions. You write the hazard. It handles the rest.
An R package that treats MLEs as algebraic objects. They carry Fisher information, compose through independent likelihoods, and propagate uncertainty correctly.
An R package that treats probability distributions as algebraic objects. They compose through standard operations. The algebra preserves distributional structure.
Model averaging over hypotheses, the principled way to handle uncertainty in prediction