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Related papers: Component Importance Based on Dependence Measures

200 papers

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

We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…

Probability · Mathematics 2018-11-06 Christoph H. Lampert , Liva Ralaivola , Alexander Zimin

In this work the information loss in deterministic, memoryless systems is investigated by evaluating the conditional entropy of the input random variable given the output random variable. It is shown that for a large class of systems the…

Information Theory · Computer Science 2013-04-18 Bernhard C. Geiger , Gernot Kubin

This paper develops computable metrics to assign priorities for information collection on network systems made up by binary components. Components are worth inspecting because their condition state is uncertain and the system functioning…

Optimization and Control · Mathematics 2021-06-10 Chaochao Lin , Junho Song , Matteo Pozzi

Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that…

Statistical Finance · Quantitative Finance 2013-05-02 Galen Sher , Pedro Vitoria

For critical infrastructure restoration planning, the real-time scheduling and coordination of system restoration efforts, the key in decision-making is to prioritize those critical components that are out of service during the restoration.…

Systems and Control · Electrical Eng. & Systems 2021-01-20 Tao Fu , Dexin Wang , Xiaoyuan Fan , Qiuhua Huang

Nowadays, the consequences of failure and downtime of distributed systems have become more and more severe. As an obvious solution, these systems incorporate protection mechanisms to tolerate faults that could cause systems failures and…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-02-19 Andrey A. Shchurov , Radek Marik

A dependence measure for arbitrary type pairs of random variables is proposed and analyzed, which in the particular case where both random variables are continuous turns out to be a concordance measure. Also, a sample version of the…

Statistics Theory · Mathematics 2017-02-07 Arturo Erdely

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…

Uncertainty reduction is vital for improving system reliability and reducing risks. To identify the best target for uncertainty reduction, uncertainty importance measure is commonly used to prioritize the significance of input variable…

Applications · Statistics 2025-06-12 Shi-Shun Chen , Xiao-Yang Li

In this paper, we investigate various stochastic orderings for series and parallel systems with independent and heterogeneous components having lifetimes following the proportional odds model. We also investigate comparisons between system…

Statistics Theory · Mathematics 2020-07-28 Pradip Kundu , Nil Kamal Hazra , Asok K. Nanda

Measuring a strength of dependence of random variables is an important problem in statistical practice. In this paper, we propose a new function valued measure of dependence of two random variables. It allows one to study and visualize…

Methodology · Statistics 2014-05-12 Teresa Ledwina

We introduce a new dependence order, termed the conditional convex order, whose minimal and maximal elements characterize independence and perfect dependence. Moreover, it characterizes conditional independence, satisfies information…

Statistics Theory · Mathematics 2026-01-22 Jonathan Ansari , Sebastian Fuchs

Reliability is an essential measure of how closely observed scores represent latent scores (reflecting constructs), assuming some latent variable measurement model. We present a general theoretical framework of reliability, placing emphasis…

Methodology · Statistics 2024-10-29 Yang Liu , Jolynn Pek , Alberto Maydeu-Olivares

Reliability sensitivity analysis is concerned with measuring the influence of a system's uncertain input parameters on its probability of failure. Statistically dependent inputs present a challenge in both computing and interpreting these…

Applications · Statistics 2023-06-21 Max Ehre , Iason Papaioannou , Daniel Straub

Measuring the statistical dependence between observed signals is a primary tool for scientific discovery. However, biological systems often exhibit complex non-linear interactions that currently cannot be captured without a priori knowledge…

When an experimentalist measures a time series of qubits, the outcomes generate a classical stochastic process. We show that measurement induces high complexity in these processes in two specific senses: they are inherently unpredictable…

Quantum Physics · Physics 2020-10-14 Ariadna E. Venegas-Li , Alexandra M. Jurgens , James P. Crutchfield

Higher-order information theory has become a rapidly growing toolkit in computational neuroscience, motivated by the idea that multivariate dependencies can reveal aspects of neural computation and communication that are invisible to…

Neurons and Cognition · Quantitative Biology 2025-12-03 D. Rebbin , K. J. A. Down , T. F. Varley , R. Ince , A. Canales-Johnson

Redundancy represents a strategy for achieving high availability. However, various factors, known as singleness factors, necessitate corresponding redundancy measures. The absence of a systematic approach for identifying these singleness…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-10 Hong Su

For a coherent system the Barlow-Proschan importance index, defined when the component lifetimes are independent, measures the probability that the failure of a given component causes the system to fail. Iyer (1992) extended this concept to…

Probability · Mathematics 2012-11-06 Jean-Luc Marichal , Pierre Mathonet