Related papers: An Estimation Method Using Periodic Inspection of …
We present a unified technique for sequential estimation of convex divergences between distributions, including integral probability metrics like the kernel maximum mean discrepancy, $\varphi$-divergences like the Kullback-Leibler…
A sensor observes a random phenomenon and transmits updates about the observed phenomenon to a remote monitor. The sensor may experience intermittent failures in which case the monitor will not receive any updates until the sensor has…
Competing risks data arise frequently in clinical trials. When the proportional subdistribution hazard assumption is violated or two cumulative incidence function (CIF) curves cross, rather than comparing the overall treatment effects,…
We develop an estimation methodology for a factor model for high-dimensional matrix-valued time series, where common stochastic trends and common stationary factors can be present. We study, in particular, the estimation of (row and column)…
This work presents a distributed method for control centers to monitor the operating condition of a power network, i.e., to estimate the network state, and to ultimately determine the occurrence of threatening situations. State estimation…
This paper deals with the impact of fault prediction techniques on checkpointing strategies. We suppose that the fault-prediction system provides prediction windows instead of exact predictions, which dramatically complicates the analysis…
Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…
We consider the problem of evaluating the cumulative distribution function (CDF) of the sum of order statistics, which serves to compute outage probability (OP) values at the output of generalized selection combining receivers. Generally,…
Signal data often contains missing values. Effective replacement (imputation) of the missing values can have significant positive effects on processing the signal. In this paper, we compare three commonly employed methods for estimating…
We consider problems in which a system receives external \emph{perturbations} from time to time. For instance, the system can be a train network in which particular lines are repeatedly disrupted without warning, having an effect on…
This paper describes a novel approach based on "proportional imputation" when identical units produced in a batch have random but independent installation and failure times. The current problem is motivated by a real life industrial…
Time series data often contain initial transient periods before reaching a stable state, posing challenges in analysis and interpretation. In this paper, we propose a novel approach to detect and estimate the end of the initial transient in…
We consider estimation of the cumulative incidence function (CIF) in the competing risks Cox model. We study three methods. Methods 1 and 2 are existing methods while Method 3 is a newly-proposed method. Method 3 is constructed so that the…
In this paper, we consider the situation under a life test, in which the failure time of the test units are not related deterministically to an observable stochastic time varying covariate. In such a case, the joint distribution of failure…
In engineering systems, it is usually assumed that lifetimes of components are independent and identically distributed (iid). But, the failure of a component results in a higher load on the remaining components and hence causes the…
The present study supposes a single unit and investigates cumulative damage and catastrophic failure models for the unit, in situations where the interarrival times between the shocks, and the magnitudes of the shocks, involve two different…
We present the analysis of behavior of N identical finite time memories with the imperfections characterized by a step-function model, based on a study of independent copies of the geometric distribution. We show a step-by-step derivation…
In the competing risks problem, an important role is played by the cumulative incidence function (CIF), whose value at time $t$ is the probability of failure by time $t$ from a particular type of failure in the presence of other risks. In…
In this paper, a distributed optimization problem is investigated via input feedforward passivity. First, an input-feedforward-passivity-based continuous-time distributed algorithm is proposed. It is shown that the error system of the…
With the development of information technology and the Internet, recommendation systems have become an important means to solve the problem of information overload. However, recommendation system is greatly fragile as it relies heavily on…