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Robust multi-response surface optimisation based on Bayesian quantile model

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Listed:
  • Shijuan Yang
  • Jianjun Wang
  • Yiliu Tu
  • Yunxia Han
  • Xiaolei Ren
  • Chunfeng Ding
  • Xiaoying Chen

Abstract

In robust parameter design, model parameter uncertainty and quality of experimental data often affect the establishment of response surface models, which in turn affect the acquisition of the optimal operating conditions. This paper proposes a robust multi-response surface modelling and optimisation method based on Bayesian quantile regression, which is a robust regression technique insensitive to outliers, to address the above problems. We first incorporate quantile regression into the Bayesian framework and use Bayes's theorem to obtain posterior inference of model parameters. Then, the Monte Carlo-based expectation maximisation algorithm is used to estimate the model parameters, and the entropy-based overall desirability function is taken as an optimisation objective to obtain the optimal settings. The effectiveness of the proposed method is demonstrated by an additive manufacturing process and a simulation study. Compared with other existing methods, the proposed method can resist the disturbance of outliers, and thus obtain more accurate optimisation results.

Suggested Citation

  • Shijuan Yang & Jianjun Wang & Yiliu Tu & Yunxia Han & Xiaolei Ren & Chunfeng Ding & Xiaoying Chen, 2023. "Robust multi-response surface optimisation based on Bayesian quantile model," International Journal of Production Research, Taylor & Francis Journals, vol. 61(10), pages 3260-3278, May.
  • Handle: RePEc:taf:tprsxx:v:61:y:2023:i:10:p:3260-3278
    DOI: 10.1080/00207543.2022.2079014
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