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In several observational contexts where different raters evaluate a set of items, it is common to assume that all raters draw their scores from the same underlying distribution. However, a plenty of scientific works have evidenced the…

Methodology · Statistics 2023-09-27 Giuseppe Mignemi , Antonio Calcagnì , Andrea Spoto , Ioanna Manolopoulou

This paper presents the design and robustness analysis of fractional and integer order PID controllers for the control of a non-linear industrial process in the presence of parametric uncertainness and external disturbances. The nonlinear…

Systems and Control · Computer Science 2018-10-31 J. Viola , L. Angel

The Statistical Process Control (SPC) and the Automated Process Control (APC) have a common goal: achieve optimal product quality by controlling variations in the process. The work in this paper will present a developed integration…

Applications · Statistics 2008-12-18 Wafik Hachicha , Ahmed Ammeri , Sami Abidi , Faouzi Masmoudi

Among the existing works on enhancing system performance via prescribed performance functions (PPFs), the decay rates of PPFs need to be predetermined by the designer, directly affecting the convergence time of the closed-loop system.…

Systems and Control · Electrical Eng. & Systems 2024-04-23 Zhuwu Shao , Yujuan Wang , Huanyu Yang , Yongduan Song

The concordance probability or C-index is a popular measure to capture the discriminatory ability of a regression model. In this article, the definition of this measure is adapted to the specific needs of the frequency and severity model,…

Analysis of PDEs · Mathematics 2019-11-15 Robin Van Oirbeek , Christopher Grumiau , Tim Verdonck

Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…

Machine Learning · Computer Science 2023-01-25 Arpita Gang , Waheed U. Bajwa

Probabilistic Circuits (PCs) have emerged as an efficient framework for representing and learning complex probability distributions. Nevertheless, the existing body of research on PCs predominantly concentrates on data-driven parameter…

Machine Learning · Computer Science 2024-12-20 Athresh Karanam , Saurabh Mathur , Sahil Sidheekh , Sriraam Natarajan

Constant Proportion Portfolio Insurance (CPPI) is an investment strategy designed to give participation in the performance of a risky asset while protecting the invested capital. This protection is however not perfect and the gap risk must…

Pricing of Securities · Quantitative Finance 2010-02-10 Louis Paulot , Xavier Lacroze

Low Density Parity Check (LDPC) codes are linear error correcting codes used in communication systems for Forward Error Correction (FEC). But, intensive computation is required for encoding and decoding of LDPC codes, making it difficult…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-01-13 Bhargav Gokalgandhi , Ivan Seskar

Solving nonlinear model predictive control problems in real time is still an important challenge despite of recent advances in computing hardware, optimization algorithms and tailored implementations. This challenge is even greater when…

Systems and Control · Electrical Eng. & Systems 2021-09-23 Benjamin Karg , Teodoro Alamo , Sergio Lucia

Information coefficient (IC) is a widely used metric for measuring investment managers' skills in selecting stocks. However, its adequacy and effectiveness for evaluating stock selection models has not been clearly understood, as IC from a…

Computational Finance · Quantitative Finance 2020-10-20 Feng Zhang , Ruite Guo , Honggao Cao

Reservoir computing (RC) is becoming increasingly important because of its short training time. The squared error normalized by the target output is called the information processing capacity (IPC) and is used to evaluate the performance of…

Information Theory · Computer Science 2025-11-24 Yohei Saito

Cross-sectional "Information Coefficient" (IC) is a widely and deeply accepted measure in portfolio management. The paper gives an insight into IC in view of high-dimensional directional statistics: IC is a linear operator on the components…

Applications · Statistics 2020-08-17 Yijian Chuan , Lan Wu

Distributed approaches to secondary frequency control have become a way to address the need for more flexible control schemes in power networks with increasingly distributed generation. The distributed averaging proportional-integral (DAPI)…

Optimization and Control · Mathematics 2018-03-01 Hendrik Flamme , Emma Tegling , Henrik Sandberg

Validation is one of the software engineering disciplines that help build quality into software. The major objective of software validation process is to determine that the software performs its intended functions correctly and provide…

Software Engineering · Computer Science 2011-03-22 Mahmoud Khraiwesh

Deep clustering (DC) has become the state-of-the-art for unsupervised clustering. In principle, DC represents a variety of unsupervised methods that jointly learn the underlying clusters and the latent representation directly from…

Machine Learning · Computer Science 2020-05-22 Lele Cao , Sahar Asadi , Wenfei Zhu , Christian Schmidli , Michael Sjöberg

Principal component analysis (PCA) algorithms use neural networks to extract the eigenvectors of the correlation matrix from the data. However, if the process is non-Gaussian, PCA algorithms or their higher order generalisations provide…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Joaquim A. Dente , R. Vilela Mendes

Nowadays, we are to find out solutions to huge computing problems very rapidly. It brings the idea of parallel computing in which several machines or processors work cooperatively for computational tasks. In the past decades, there are a…

Programming Languages · Computer Science 2014-02-07 Brijender Kahanwal

We carry out a comparative performance study of multi-core CPUs, GPUs and Intel Xeon Phi (Many Integrated Core - MIC) with a microscopy image analysis application. We experimentally evaluate the performance of computing devices on core…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-15 George Teodoro , Tahsin Kurc , Guilherme Andrade , Jun Kong , Renato Ferreira , Joel Saltz

This paper introduces a popular dimension reduction method, sliced inverse regression (SIR), into multivariate statistical process monitoring. Provides an extension of SIR for the single-index model by adopting the idea from partial least…

Applications · Statistics 2012-02-03 Yue Yu , Zhijie Sun