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Any exchangeable Markov processes on $[k]^{\mathbb{N}}$ with cadlag sample paths projects to a Markov process on the simplex whose sample paths are cadlag and of locally bounded variation. Furthermore, any such process has a de Finetti-type…

We investigate the role of equilibrium methods and stress transfer range in describing the process of damage. We find that equilibrium approaches are not applicable to the description of damage and the catastrophic failure mechanism if the…

Model checking procedures are considered based on the use of the Dirichlet process and relative belief. This combination is seen to lead to some unique advantages for this problem. In particular, it avoids double use of the data and…

We investigate the ability of a homogeneous collection of deferrable energy loads to behave as a battery; that is, to absorb and release energy in a controllable fashion up to fixed and predetermined limits on volume, charge rate and…

Starting from two case histories, where only after thorough Failure Analysis the suddenly appearance of a failure was linked to much earlier events, the possibility of improving the reliability and of adjusting the reliability prediction…

Renewal theorems are developed for point processes with interarrival times $W_n=\xi(X_{n+1}X_n\cdots)$, where $(X_n)_{n\in\mathbb Z}$ is a stochastic process with finite state space $\Sigma$ and $\xi\colon\Sigma_A\to\mathbb R$ is a H\"older…

We present a unified approach to those observables of stochastic processes under reset that take the form of averages of functionals depending on the most recent renewal period. We derive solutions for the observables, and determine the…

Using cumulative residual processes, we propose joint goodness-of-fit tests for conditional means and variances functions in the context of nonlinear time series with martingale difference innovations. The main challenge comes from the fact…

In neuroscience, the time elapsed since the last discharge has been used to predict the probability of the next discharge. Such predictions can be improved taking into account the last two discharge times, and possibly more. Such multi-time…

While logistic regression models are easily accessible to researchers, when applied to network data there are unrealistic assumptions made about the dependence structure of the data. For temporal networks measured in discrete time, recent…

Real-life parallel machine scheduling problems can be characterized by: (i) limited information about the exact task duration at scheduling time, and (ii) an opportunity to reschedule the remaining tasks each time a task processing is…

Balancing the workload of sophisticated simulations is inherently difficult, since we have to balance both computational workload and memory footprint over meshes that can change any time or yield unpredictable cost per mesh entity, while…

Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…

Before autonomous systems can be deployed in safety-critical applications, we must be able to understand and verify the safety of these systems. For cases where the risk or cost of real-world testing is prohibitive, we propose a…

While defaults are rare events, losses can be substantial even for credit portfolios with a large number of contracts. Therefore, not only a good evaluation of the probability of default is crucial, but also the severity of losses needs to…

Complex black-box predictive models may have high performance, but lack of interpretability causes problems like lack of trust, lack of stability, sensitivity to concept drift. On the other hand, achieving satisfactory accuracy of…

Use of machine learning to perform database operations, such as indexing, cardinality estimation, and sorting, is shown to provide substantial performance benefits. However, when datasets change and data distribution shifts, empirical…

Software reliability models are an important tool in quality management and release planning. There is a large number of different models that often exhibit strengths in different areas. This paper proposes a model that is based on a…

In dynamic simulation of complete wheel loaders, one interesting aspect, specific for the working task, is the momentary power distribution between drive train and hydraulics, which is balanced by the operator. This paper presents the…

We conduct a review to assess how the simulation of repeated or recurrent events are planned. For such multivariate time-to-events, it is well established that the underlying mechanism is likely to be complex and to involve in particular…