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Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…

Statistics Theory · Mathematics 2021-12-14 Baron Michael , Malov Sergey

Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…

Machine Learning · Computer Science 2021-08-31 Vitor Cerqueira , Luis Torgo , Igor Mozetic

The reliability of a system of components depends on reliability of each component. Thus, the initial statistical work should be the estimation of the reliability of each component of the system. This is not an easy task because when the…

A two--step Christoffel function based solution is proposed to distribution regression problem. On the first step, to model distribution of observations inside a bag, build Christoffel function for each bag of observations. Then, on the…

Machine Learning · Computer Science 2015-11-24 Vladislav Gennadievich Malyshkin

Functional time series have become an integral part of both functional data and time series analysis. Important contributions to methodology, theory and application for the prediction of future trajectories and the estimation of functional…

Methodology · Statistics 2017-01-04 Alexander Aue , Johannes Klepsch

Reliability inference based on parametric distributions is an important problem in electrical and mechanical engineering. Most existing methods rely on approximations or bootstrap procedures, which may not perform satisfactorily when data…

Methodology · Statistics 2026-04-15 Bowen Liu , Malwane M. A. Ananda , Sam Weerahandi

Estimating the distribution over failures is a key step in validating autonomous systems. Existing approaches focus on finding failures for a small range of initial conditions or make restrictive assumptions about the properties of the…

Robotics · Computer Science 2023-05-18 Harrison Delecki , Anthony Corso , Mykel J. Kochenderfer

First, we analyze the variance of the Cross Validation (CV)-based estimators used for estimating the performance of classification rules. Second, we propose a novel estimator to estimate this variance using the Influence Function (IF)…

Machine Learning · Statistics 2021-11-10 Waleed A. Yousef

In statistical process control Weibull distribution can be used to model the time between events or failures (TBE) in a process with increasing decreasing or constant failure rates. Specifically it helps in monitoring processes where the…

Applications · Statistics 2025-08-11 Tanuja Negi

This paper proposes a correlated random coefficient linear panel data model, where regressors can be correlated with time-varying and individual-specific random coefficients through both a fixed effect and a time-varying random shock. I…

Econometrics · Economics 2026-02-24 Ming Li

The Weibull distribution is a very applicable model for the lifetime data. In this paper, we have investigated inference on the parameters of Weibull distribution based on record values. We first propose a simple and exact test and a…

Statistics Theory · Mathematics 2015-01-12 Ali Akbar Jafari , Hojatollah Zakerzadeh

The first step in statistical reliability studies of coherent systems is the estimation of the reliability of each system component. For the cases of parallel and series systems the literature is abundant. It seems that the present paper is…

Transformers have demonstrated remarkable efficacy in forecasting time series data. However, their extensive dependence on self-attention mechanisms demands significant computational resources, thereby limiting their practical applicability…

Machine Learning · Computer Science 2024-06-26 Cat P. Le , Chris Cannella , Ali Hasan , Yuting Ng , Vahid Tarokh

Measures of relative variability, such as the Pearson's coefficient of variation (CV$_p$), give much insight into the spread of lifetime distributions, like the Weibull distribution. The estimation of the Weibull CV$_p$ in modern statistics…

Methodology · Statistics 2025-11-21 Bankitdor M Nongrum , Adarsha Kumar Jena

Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to…

Machine Learning · Computer Science 2023-07-11 Tomas Geffner , George Papamakarios , Andriy Mnih

A quantile is defined as a value below which random draws from a given distribution falls with a given probability. In a centralized setting where the cumulative distribution function (CDF) is unknown, the empirical CDF (ECDF) can be used…

Systems and Control · Computer Science 2018-05-02 Jongmin Lee , Cihan Tepedelenlioglu , Andreas Spanias

We propose a unified rare-event estimator for the performance evaluation of wireless communication systems. The estimator is derived from the well-known multilevel splitting algorithm. In its original form, the splitting algorithm cannot be…

Information Theory · Computer Science 2019-08-29 Nadhir Ben Rached , Daniel MacKinlay , Zdravko Botev , Raul Tempone , Mohamed-Slim Alouini

The limitations resulting from the dichtomisation of continuous outcomes have been extensively described. But the need to present results based on binary outcomes in particular in health science remains. Alternatives based on the…

Methodology · Statistics 2025-01-15 Odile Sauzet

In this paper, we study the classification problem by estimating the conditional probability function of the given data. Different from the traditional expected risk estimation theory on empirical data, we calculate the probability via…

Machine Learning · Computer Science 2022-10-14 Meng-Xian Zhu , Yuan-Hai Shao

We present new estimators for the statistical analysis of the dependence of the mean gap time length between consecutive recurrent events, on a set of explanatory random variables and in the presence of right censoring. The dependence is…

Applications · Statistics 2021-09-10 Ioana Schiopu-Kratina , Hai Yan Liu , Mayer Alvo , Pierre-Jerome Bergeron
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