面向质量设计的计算机试验元建模研究——基于统计检验视角
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Metamodeling in computer experiments for quality design: A statistical test perspective
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    摘要:

    针对质量设计中的计算机试验元建模过程,本研究综合考虑质量变量不确定性与模型结构不确定性,提出了基于统计检验的贝叶斯Kriging模型,为持续质量改进奠定基础.该方法以贝叶斯层次模型与因子效应原则为基础,不仅筛选出了Kriging全局趋势模型中的显著性变量,而且从统计检验角度考虑了模型的有效性问题.首先,在Kriging模型中引入二元变量指示器,通过在参数先验分布中融合因子效应原则,厘清变量间关系同时降低变量空间维度;其次,运用马尔科夫链蒙特卡洛模拟估计模型后验概率,得到显著变量下的候选模型集合;接着,结合多重假设检验与Bootstrap预测方差修正,对候选模型有效性进行分析,综合考虑模型的有效性与泛化能力得到最佳模型;最后,通过仿真试验验证了所提方法在不同显著性水平和样本规模下均表现较好的预测效果,同时两类工业情景下的建模结果表明,所提方法在差异性后验概率与无差异后验概率下均能有效地识别出显著性变量.

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    This paper presents a novel Bayesian Kriging model for quality design which tackles both variable uncertainty and model structure uncertainty in the metamodeling process, thus providing a robust foundation for quality improvement. Within the Bayesian hierarchical framework, significant variables in the global trend model of Kriging are effectively identified, and the validity of the candidate models is rigorously assessed through statistical tests. Initially, factor effect principles are integrated into the prior distributions of parameters to clarify their relationships, thus significantly reducing the dimensionality of the candidate space. Subsequently, Markov Chain Monte Carlo simulations are employed to estimate the posterior probabilities of the models, identifying Kriging models with sparse global trend structures. The validity of candidate models is then analyzed through multiple hypothesis testing, with corrections applied to the underestimated prediction variance. The final model is selected based on a comprehensive assessment of both its validity and generalization capability. The simulation results indicate that the proposed method performs satisfactorily across different sample sizes and significance levels. Additionally, the results of the case studies under two industrial scenarios demonstrate that the proposed method effectively identifies significant variables under both differential and non-differential posterior probability conditions.

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欧阳林寒,陶宝平,何桢.面向质量设计的计算机试验元建模研究——基于统计检验视角[J].管理科学学报,2026,(6):75~90

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  • 在线发布日期: 2026-07-03
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