报告题目：Some Innovative Multivariate Bayesian Schemes for Monitoring the Mean Vector with Applications to Monitoring Production Processes

报告时间：2026年9月3日下午14:00

报告地点：南湖校区新图书馆5302室

主办单位：Porn TV

报告人：张久军

报告人简介：张久军，辽宁大学Porn TV 教授，博士研究生导师，统计与数据科学系主任。辽宁省“百千万人才工程”百人层次人选，辽宁省普通本科教学名师。获辽宁大学本科优秀主讲教师、辽宁大学师德师风模范标兵等荣誉称号。兼任全国工业统计学教学研究会人工智能与大数据技术专业委员会副理事长、中国现场统计研究会多元统计分析分会理事，中国现场统计学会生存分析分会理事，辽宁省数学会理事。主持参与国家自然科学基金、辽宁省自然科学基金十余项，在Comput. Statist. & Data Anal、J. Qual. Tech.、Eur J Oper Res、Int. J. Prod. Res、Comput. & Ind. Eng、Qual. Technol. Quant. M.、《数理统计与管理》等国内外杂志发表论文80余篇。

摘要：Bayesian approaches have gained popularity for addressing operational research and management problems, including process monitoring and product quality as-sessment. In particular, Bayesian approaches are often used to address complex multivariable processes. This paper analyses and evaluates a multivariate Bayesian generalised likelihood ratio (MBGLR) scheme, a multivariate Bayesian cumulative sum (MBCUSUM) scheme and a combination of two MBCUSUM (2MBCUSUM) schemes to monitor the mean vector of a multivariate Gaussian process distribution. Monte Carlo simulations are employed to evaluate the detection performance of these three schemes. Furthermore, they are compared with the multivariate generalised likelihood ratio (MGLR) scheme, the multivariate empirical Bayes (MEB) scheme, and a CUSUM-type multivariate empirical Bayes (CUSUM-MEB) scheme based on the steady-state average time to signal (SSATS). Simulation results show that the MBGLR scheme exhibits strong overall monitoring performance when suitable prior parameters and window sizes are selected. While the MBCUSUM and 2MB-CUSUM schemes outperform the MBGLR scheme in detecting certain small shifts, the MBGLR scheme consistently outperforms the MGLR, MEB, and CUSUM-MEB schemes across all shift magnitudes for the different instances considered in this study. Finally, a lumber manufacturing dataset and a carbon-ffbre tubing manu-facturing dataset are used to illustrate the practical applicability of the proposed schemes.