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Survival Analysis (SA) constitutes the default method for time-to-event modeling due to its ability to estimate event probabilities of sparsely occurring events over time. In this work, we show how to improve the training and inference of…

Machine Learning · Computer Science 2023-12-12 Chris Solomou

A risk analyst assesses potential financial losses based on multiple sources of information. Often, the assessment does not only depend on the specification of the loss random variable but also various economic scenarios. Motivated by this…

Risk Management · Quantitative Finance 2023-10-02 Tolulope Fadina , Yang Liu , Ruodu Wang

Generating safety-critical scenarios is essential for testing and verifying the safety of autonomous vehicles. Traditional optimization techniques suffer from the curse of dimensionality and limit the search space to fixed parameter spaces.…

Machine Learning · Computer Science 2024-03-08 Haolan Liu , Liangjun Zhang , Siva Kumar Sastry Hari , Jishen Zhao

Climate hazards can cause major disasters when they occur simultaneously as compound hazards. To understand the distribution of climate risk and inform adaptation policies, scientists need to simulate a large number of physically realistic…

Machine Learning · Computer Science 2023-12-01 Alison Peard , Jim Hall

Sustainability and resilience of urban systems are multifaceted concepts, requiring information about multiple system attributes to adequately evaluate and characterize. However, despite the scientific consensus on the multivariate nature…

Applications · Statistics 2019-05-16 Renee Obringer , Roshanak Nateghi

Uncertainty is prevalent in engineering design, data-driven problems, and decision making broadly. Due to inherent risk-averseness and ambiguity about assumptions, it is common to address uncertainty by formulating and solving conservative…

Optimization and Control · Mathematics 2024-04-05 Johannes O. Royset

Survival analysis provides a well-established framework for modeling time-to-event data, with hazard and survival functions formally defined as population-level quantities. In applied work, however, these quantities are often interpreted as…

Methodology · Statistics 2026-03-26 Xijia Liu

We propose a stochastic model allowing property and casualty insurers with multiple business lines to measure their liabilities for incurred claims risk and calculate associated capital requirements. Our model includes many desirable…

Risk Management · Quantitative Finance 2021-12-07 Carlos Andrés Araiza Iturria , Frédéric Godin , Mélina Mailhot

Resiliency has garnered attention in the management of critical infrastructure as a metric of system performance, but there are significant roadblocks to its implementation in a realistic decision-making framework. Contrasted to risk and…

Systems and Control · Electrical Eng. & Systems 2026-01-08 Vincent P. Paglioni , Graeme Troxell , Aaron Brown , Steve Conrad , Mazdak Arabi

Assurance cases are used to communicate and assess confidence in critical system properties such as safety and security. Historically, assurance cases have been manually created documents, which are evaluated by system stakeholders through…

Software Engineering · Computer Science 2024-06-11 Ran Wei , Simon Foster , Haitao Mei , Fang Yan , Ruizhe Yang , Ibrahim Habli , Colin O'Halloran , Nick Tudor , Tim Kelly , Yakoub Nemouchi

This is a method for discrete event simulation specified by survival analysis. It presents a sequence of steps. First, hazard rates from survival analysis specify the rates of a set of counting processes. Second, those counting processes…

Computation · Statistics 2016-10-14 Andrew J. Dolgert

Climate change is amplifying extreme precipitation events in many regions and imposes substantial challenges for the resilience of road drainage infrastructure. Conventional design storm methodologies, which rely on historical trends of…

Geophysics · Physics 2025-08-15 Mohammad Fereshtehpour , Rashid Bashir , Neil F. Tandon

When a threat is observed, one of the most important challenges is to choose the most appropriate and adequate timely decisions in response to the current and near future situation in order to have the least consequences and costs. Making…

Cryptography and Security · Computer Science 2023-05-01 Mahdieh Safarzadehvahed , Farzaneh Abazari , Afsaneh Madani , Fatemeh Shabani

Model-based safety analysis approaches aim at finding critical failure combinations by analysis of models of the whole system (i.e. software, hardware, failure modes and environment). The advantage of these methods compared to traditional…

Logic in Computer Science · Computer Science 2010-06-29 Matthias Güdemann , Frank Ortmeier

Hazard and impact analysis is an indispensable task during the specification and development of safety-critical technical systems, and particularly of their software-intensive control parts. There is a lack of methods supporting an…

Software Engineering · Computer Science 2015-12-10 Sonila Dobi , Mario Gleirscher , Maria Spichkova , Peter Struss

When random effects are correlated with sample design variables, the usual approach of employing individual survey weights (constructed to be inversely proportional to the unit survey inclusion probabilities) to form a pseudo-likelihood no…

Methodology · Statistics 2021-08-26 Terrance D. Savitsky , Matthew R. Williams

There is a growing need for flexible general frameworks that integrate individual-level data with external summary information for improved statistical inference. External information relevant for a risk prediction model may come in…

Methodology · Statistics 2023-04-11 Tian Gu , Jeremy M. G. Taylor , Bhramar Mukherjee

Numerical simulation of seismicity has been successfully developed and used for the two last decades. Presently, the general theory of modeling and the progress in computational techniques provide wide options for simulation of seismic and…

Geophysics · Physics 2015-07-17 Aleksandr M. Linkov , Liliana Rybarska-Rusinek , Victor V. Zoubkov

Current approaches to design flood-sensitive infrastructure typically assume a stationary rainfall distribution and neglect many uncertainties. These assumptions are inconsistent with observations that suggest intensifying extreme…

Applications · Statistics 2022-01-11 Sanjib Sharma , Ben Seiyon Lee , Robert E. Nicholas , Klaus Keller

Science and technology have a growing need for effective mechanisms that ensure reliable, controlled performance from black-box machine learning algorithms. These performance guarantees should ideally hold conditionally on the input-that is…

Machine Learning · Computer Science 2025-03-28 Vincent Blot , Anastasios N Angelopoulos , Michael I Jordan , Nicolas J-B Brunel