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The number of recurrent events before a terminating event is often of interest. For instance, death terminates an individual's process of rehospitalizations and the number of rehospitalizations is an important indicator of economic cost. We…

Methodology · Statistics 2021-12-30 Willem van den Boom , Maria De Iorio , Marta Tallarita

Hyper-differential sensitivity analysis with respect to model discrepancy was recently developed to enable uncertainty quantification for optimization problems. The approach consists of two primary steps: (i) Bayesian calibration of the…

Numerical Analysis · Mathematics 2025-10-09 Joseph Hart , Bart van Bloemen Waanders , Jixian Li , Timbwaoga A. J. Ouermi , Chris R. Johnson

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

In reliability-based design, the estimation of the failure probability is a crucial objective. However, focusing only on the occurrence of the failure event may be insufficient to entirely characterize the reliability of the considered…

Statistics Theory · Mathematics 2020-10-08 Pierre Derennes , Jerome Morio , Florian Simatos

A probabilistic method for solving time-dependent load-transfer models of fracture is developed. It is applicable to any rule of load redistribution, i.e, local, hierarchical, etc. In the new method, the fluctuations are generated during…

Statistical Mechanics · Physics 2019-08-17 J. B. Gomez , Y. Moreno , A. F. Pacheco

Models are often misspecified in practice, making model criticism a key part of Bayesian analysis. It is important to detect not only when a model is wrong, but which aspects are wrong, and to do so in a computationally convenient and…

Methodology · Statistics 2025-04-15 Christian T. Covington , Jeffrey W. Miller

This paper presents a probabilistic model for reasoning about the state of a system as it changes over time, both due to exogenous and endogenous influences. Our target domain is a class of medical prediction problems that are neither so…

Artificial Intelligence · Computer Science 2013-02-21 Steve Hanks , David Madigan , Jonathan Gavrin

Deep learning models are widely used across computer vision and other domains. When working on the model induction, selecting the right architecture for a given dataset often relies on repetitive trial-and-error procedures. This procedure…

Machine Learning · Computer Science 2026-01-06 Yen-Chia Chen , Hsing-Kuo Pao , Hanjuan Huang

In many applications, especially those involving prediction, models may yield near-optimal performance yet significantly disagree on individual-level outcomes. This phenomenon, known as predictive multiplicity, has been formally defined in…

Machine Learning · Computer Science 2025-04-17 Mustafa Cavus

The problem of belief tracking in the presence of stochastic actions and observations is pervasive and yet computationally intractable. In this work we show however that probabilistic beliefs can be maintained in factored form exactly and…

Artificial Intelligence · Computer Science 2019-10-01 Blai Bonet , Hector Geffner

Quite often, we observe reliability data with two failure modes that may influence each other, resulting in a setting of dependent failure modes. Here, we discuss modelling of censored reliability data with two dependent failure modes by…

Methodology · Statistics 2024-06-07 Aakash Agrawal , Debanjan Mitra , Ayon Ganguly

We consider the general problem of modeling temporal data with long-range dependencies, wherein new observations are fully or partially predictable based on temporally-distant, past observations. A sufficiently powerful temporal model…

Condition-Based Maintenance is pivotal in enabling the early detection of potential failures in engineering systems, where precise prediction of the Remaining Useful Life is essential for effective maintenance and operation. However, a…

Machine Learning · Computer Science 2024-06-21 Miguel Fernandes , Catarina Silva , Alberto Cardoso , Bernardete Ribeiro

A multi-fidelity simulator is a numerical model, in which one of the inputs controls a trade-off between the realism and the computational cost of the simulation. Our goal is to estimate the probability of exceeding a given threshold on a…

Methodology · Statistics 2021-03-31 Rémi Stroh , Julien Bect , Séverine Demeyer , Nicolas Fischer , Emmanuel Vazquez

Throughout the life sciences we routinely seek to interpret measurements and observations using parameterised mechanistic mathematical models. A fundamental and often overlooked choice in this approach involves relating the solution of a…

Quantitative Methods · Quantitative Biology 2023-11-10 Ryan J. Murphy , Oliver J. Maclaren , Matthew J. Simpson

Data uncertainty in practical person reID is ubiquitous, hence it requires not only learning the discriminative features, but also modeling the uncertainty based on the input. This paper proposes to learn the sample posterior and the class…

Computer Vision and Pattern Recognition · Computer Science 2020-07-20 Yan Zhang , Zhilin Zheng , Binyu He , Li Sun

Machine learning models are often used to inform real world risk assessment tasks: predicting consumer default risk, predicting whether a person suffers from a serious illness, or predicting a person's risk to appear in court. Given…

Machine Learning · Computer Science 2023-06-27 Jamelle Watson-Daniels , David C. Parkes , Berk Ustun

The onset of several silent, chronic diseases such as diabetes can be detected only through diagnostic tests. Due to cost considerations, self-reported outcomes are routinely collected in lieu of expensive diagnostic tests in large-scale…

Applications · Statistics 2015-09-15 Xiangdong Gu , Yunsheng Ma , Raji Balasubramanian

Failure in brittle materials led by the evolution of micro- to macro-cracks under repetitive or increasing loads is often catastrophic with no significant plasticity to advert the onset of fracture. Early failure detection with respective…

Computational Engineering, Finance, and Science · Computer Science 2020-03-25 Eduardo A. Barros de Moraes , Hadi Salehi , Mohsen Zayernouri

Tight performance specifications in combination with operational constraints make model predictive control (MPC) the method of choice in various industries. As the performance of an MPC controller depends on a sufficiently accurate…

Systems and Control · Electrical Eng. & Systems 2020-06-09 Kim P. Wabersich , Melanie N. Zeilinger