Nous proposons un nouvel outil d’aide à la décision pour l’étude d’un phénomène inconnu modélisé par un champ aléatoire représentant simultanément notre connaissance et notre manque d’information. Cet outil est la distribution d’une variable aléatoire appelée probabilité du risque de défaillance. Avant de préciser la définition de cet objet, nous décrivons un contexte industriel dans lequel un problème décisionnel apparaît et nous examinons des constructions bayésiennes de modèles par champs aléatoires.
We propose a new tool of decision support in front of a globally unknown phenomenon which is modeled by a random field representing simultaneously our knowledge and our lack of information. This tool is the distribution of a random variable called failure risk probability. Before giving the precise definition of this object, we describe an industrial context in which the decision problem occurs and we discuss Bayesian random field model constructions.
Mot clés : krigeage, inférence bayésienne, mélange de processus gaussiens, distribution de Student multivariée, analyse d’incertitude, évaluation de rendement industriel, aide à la décision
@article{JSFS_2015__156_3_1_0, author = {Oger, Julie and Lesigne, Emmanuel and Leduc, Philippe}, title = {A {Random} {Field} {Model} and {Decision} {Support} in {Industrial} {Production}}, journal = {Journal de la soci\'et\'e fran\c{c}aise de statistique}, pages = {1--26}, publisher = {Soci\'et\'e fran\c{c}aise de statistique}, volume = {156}, number = {3}, year = {2015}, zbl = {1381.62293}, language = {en}, url = {http://www.numdam.org/item/JSFS_2015__156_3_1_0/} }
TY - JOUR AU - Oger, Julie AU - Lesigne, Emmanuel AU - Leduc, Philippe TI - A Random Field Model and Decision Support in Industrial Production JO - Journal de la société française de statistique PY - 2015 SP - 1 EP - 26 VL - 156 IS - 3 PB - Société française de statistique UR - http://www.numdam.org/item/JSFS_2015__156_3_1_0/ LA - en ID - JSFS_2015__156_3_1_0 ER -
%0 Journal Article %A Oger, Julie %A Lesigne, Emmanuel %A Leduc, Philippe %T A Random Field Model and Decision Support in Industrial Production %J Journal de la société française de statistique %D 2015 %P 1-26 %V 156 %N 3 %I Société française de statistique %U http://www.numdam.org/item/JSFS_2015__156_3_1_0/ %G en %F JSFS_2015__156_3_1_0
Oger, Julie; Lesigne, Emmanuel; Leduc, Philippe. A Random Field Model and Decision Support in Industrial Production. Journal de la société française de statistique, Tome 156 (2015) no. 3, pp. 1-26. http://www.numdam.org/item/JSFS_2015__156_3_1_0/
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