Related papers: System reliability and weighted lattice polynomial…
The focus of a survival study is partly on the distribution of survival times, and partly on the health or quality of life of patients while they live. Health varies over time, and survival is the most basic aspect of health, so the two…
We describe new methods for deciding the stability of switching systems. The methods build on two ideas previously appeared in the literature: the polytope norm iterative construction, and the lifting procedure. Moreover, the combination of…
We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…
The paper proposes a general notion of interaction between attributes, which can be applied to many fields in decision making and data analysis. It generalizes the notion of interaction defined for criteria modelled by capacities, by…
Reliability (survival analysis, to biostatisticians) is a key ingredient for mak- ing decisions that mitigate the risk of failure. The other key ingredient is utility. A decision theoretic framework harnesses the two, but to invoke this…
Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…
Considering deterministic classical lattice systems with continuous variables, we show that, if the initial conditions are sampled according to a probability distribution in which the dynamical variables are statistically independent, the…
The concept of signature is a useful tool in the analysis of semicoherent systems with continuous and i.i.d. component lifetimes, especially for the comparison of different system designs and the computation of the system reliability. For…
In this paper, we investigate several properties of the weighted varextropy measure and obtain it for specific distribution functions, such as the equilibrium and weighted distributions. We also obtain bounds for the weighted varextropy, as…
In data analysis, latent variables play a central role because they help provide powerful insights into a wide variety of phenomena, ranging from biological to human sciences. The latent tree model, a particular type of probabilistic…
A codeword is associated to a linearized polynomial. The weight distribution of the codewords is determined as the linearized polynomial varies in a family of fixed degree. There is a corresponding result on Wenger graphs from linearized…
A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A…
This paper proposes a variance-based measure of importance for coherent systems with dependent and heterogeneous components. The particular cases of independent components and homogeneous components are also considered. We model the…
This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…
We consider a discrete latent variable model for two-way data arrays, which allows one to simultaneously produce clusters along one of the data dimensions (e.g. exchangeable observational units or features) and contiguous groups, or…
We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…
Random-matrix eigenvalues have a well-known interpretation as a gas of like-charge particles. We make use of this to introduce a model of vortex dynamics by defining a time-dependent wave function as the characteristic polynomial of a…
This work proposes a view of probability as a relative measure rather than an absolute one. To demonstrate this concept, we focus on finite outcome spaces and develop three fundamental axioms that establish requirements for relative…
Dependence among multiple lifetimes is a key factor for pricing and evaluating the risk of joint life insurance products. The dependence structure can be exposed to model uncertainty when available data and information are limited. We…
The statistics of the resonance widths and the behavior of the survival probability is studied in a particular model of quantum chaotic scattering (a particle in a periodic potential subject to static and time-periodic forces) introduced…