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Global catastrophic risk events, such as nuclear war, pose a severe threat to the stability of international financial systems. As evidenced by even less severe scenarios like the Great Recession, an economic failure can propagate through…

In biomedical studies, we are often interested in the association between different types of covariates and the times to disease events. Because the relationship between the covariates and event times is often complex, standard survival…

As models in various fields are becoming more complex, associated computational demands have been increasing significantly. Reliability analysis for these systems when failure probabilities are small is significantly challenging, requiring…

Collaborative Combat Aircraft (CCAs) are envisioned to enable autonomous Intelligence, Surveillance, and Reconnaissance (ISR) missions in contested environments, where adversaries may act strategically to deceive or evade detection. These…

The rapid development of large language models has led to the widespread adoption of Retrieval-Augmented Generation (RAG), which integrates external knowledge to alleviate knowledge bottlenecks and mitigate hallucinations. However, the…

We propose a network architecture capable of reliably estimating uncertainty of regression based predictions without sacrificing accuracy. The current state-of-the-art uncertainty algorithms either fall short of achieving prediction…

Conformal Prediction (CP) has recently received a tremendous amount of interest, leading to a wide range of new theoretical and methodological results for predictive inference with formal theoretical guarantees. However, the vast majority…

Accurate and long-term spatiotemporal prediction for complex physical systems remains a fundamental challenge in scientific computing. While deep learning models, as powerful parametric approximators, have shown remarkable success, they…

This paper considers an alternative method for fitting CARR models using combined estimating functions (CEF) by showing its usefulness in applications in economics and quantitative finance. The associated information matrix for…

A class of discrete renewal processes with super-exponentially decaying inter-arrival distributions coincides with the infinite volume limit of general homogeneous pinning models in their localized phase. Pinning models are statistical…

This paper develops risk-averse models to support system operators in planning and operating the electricity grid under uncertainty from renewable power generation. We incorporate financial risk hedging using conditional value at risk…

To date, power electronics parameter design tasks are usually tackled using detailed optimization approaches with detailed simulations or using brute force grid search grid search with very fast simulations. A new method, named…

Beneficial to advanced computing devices, models with massive parameters are increasingly employed to extract more information to enhance the precision in describing and predicting the patterns of objective systems. This phenomenon is…

Improving the accuracy of forecast models for physical systems such as the atmosphere is a crucial ongoing effort. Errors in state estimation for these often highly nonlinear systems has been the primary focus of recent research, but as…

The focus of this paper is on operating the electric power grid in a secure manner when wildfire risks are high. This is a challenging problem because of the uncertain ways in which the fires can impact the operation of the power system. To…

Conformal prediction methodologies have significantly advanced the quantification of uncertainties in predictive models. Yet, the construction of confidence regions for model parameters presents a notable challenge, often necessitating…

Predictive models are often required to produce reliable predictions under statistical conditions that are not matched to the training data. A common type of training-testing mismatch is covariate shift, where the conditional distribution…

Machine-learning techniques are essential in modern collider research, yet their probabilistic outputs often lack calibrated uncertainty estimates and finite-sample guarantees, limiting their direct use in statistical inference and…

Conformal Prediction methods have finite-sample distribution-free marginal coverage guarantees. However, they generally do not offer conditional coverage guarantees, which can be important for high-stakes decisions. In this paper, we…

Deeply-learned planning methods are often based on learning representations that are optimized for unrelated tasks. For example, they might be trained on reconstructing the environment. These representations are then combined with predictor…