Related papers: Systemic Measures for Performance and Robustness o…
Mean-deviation models, along with the existing theory of coherent risk measures, are well studied in the literature. In this paper, we characterize monotonic mean-deviation (risk) measures from a general mean-deviation model by applying a…
Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…
In this paper, we study the robustness of safety properties of a linear dynamical system with respect to model uncertainties. Our paper involves three parts. In the first part, we provide symbolic (analytical) and numerical (representation…
This paper leverages linear systems theory to propose a principled measure of complexity for network systems. We focus on a network of first-order scalar linear systems interconnected through a directed graph. By locally filtering out the…
We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…
Similarity measure as a fundamental task in heterogeneous information network analysis has been applied to many areas, e.g., product recommendation, clustering and Web search. Most of the existing metrics depend on the meta-path or…
We axiomatically introduce risk-consistent conditional systemic risk measures defined on multidimensional risks. This class consists of those conditional systemic risk measures which can be decomposed into a state-wise conditional…
With neural networks being used to control safety-critical systems, they increasingly have to be both accurate (in the sense of matching inputs to outputs) and robust. However, these two properties are often at odds with each other and a…
Network robustness is critical for various industrial and social networks against malicious attacks, which has various meanings in different research contexts and here it refers to the ability of a network to sustain its functionality when…
In spite of a few attempts in understanding the dynamical robustness of complex networks, this extremely important subject of research is still in its dawn as compared to the other dynamical processes on networks. We hereby consider the…
This paper gives an overview of the theory of dynamic convex risk measures for random variables in discrete time setting. We summarize robust representation results of conditional convex risk measures, and we characterize various time…
Performance metrics (error measures) are vital components of the evaluation frameworks in various fields. The intention of this study was to overview of a variety of performance metrics and approaches to their classification. The main goal…
We propose a new class of mappings, called Dynamic Limit Growth Indices, that are designed to measure the long-run performance of a financial portfolio in discrete time setup. We study various important properties for this new class of…
Optimizing the stability and control performance of complex networks often hinges on effectively identifying critical nodes for targeted intervention. Due to their inherent complexity and high dimensionality, large-scale energy flow…
Complex networks are at the core of an intense research activity. However, in most cases, intricate and costly measurement procedures are needed to explore their structure. In some cases, these measurements rely on link queries: given two…
Metros (heavy rail transit systems) are integral parts of urban transportation systems. Failures in their operations can have serious impacts on urban mobility, and measuring their robustness is therefore critical. Moreover, as physical…
In power networks based on Inverter-Based Resources (IBRs), fast controllers cause frequency and voltage dynamics to overlap. Thus, it becomes critical to assess the overall dynamic performance of such networks through a combined…
We introduce a framework for quantifying propagation of uncertainty arising in a dynamic setting. Specifically, we define dynamic uncertainty sets designed explicitly for discrete stochastic processes over a finite time horizon. These…
We propose here two new recommendation methods, based on the appropriate normalization of already existing similarity measures, and on the convex combination of the recommendation scores derived from similarity between users and between…
Despite the robustness of complex networks has been extensively studied in the last decade, there still lacks a unifying framework able to embrace all the proposed metrics. In the literature there are two open issues related to this gap:…