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Recent discussions on alternative facts, fake news, and post truth politics have motivated research on creating technologies that allow people not only to access information, but also to assess the credibility of the information presented…
The evaluation of the probability of union of a large number of independent events requires several combinations involving the factorial and the use of high performance computers with several hours of processing. Bounds and simplifications…
A sensor observes a random phenomenon and transmits updates about the observed phenomenon to a remote monitor. The sensor may experience intermittent failures in which case the monitor will not receive any updates until the sensor has…
In this paper we present a theoretical framework for studying coherent acceptability indices in a dynamic setup. We study dynamic coherent acceptability indices and dynamic coherent risk measures, and we establish a duality between them. We…
The analysis of low dimensional factorial designs with possible interactions is a relevant issue. Instead of the common pre-tests for interaction, a simultaneous inference procedure of the primary factor at the respective level of the…
Systemic risk refers to the risk that the financial system is susceptible to failures due to the characteristics of the system itself. The tremendous cost of systemic risk requires the design and implementation of tools for the efficient…
Measuring inter-dataset similarity is an important task in machine learning and data mining with various use cases and applications. Existing methods for measuring inter-dataset similarity are computationally expensive, limited, or…
Parametric statistical methods play a central role in analyzing risk through its underlying frequency and severity components. Given the wide availability of numerical algorithms and high-speed computers, researchers and practitioners often…
We present dynamic measurements of a lattice gas during phase separation, which we use as an analogy for self-assembly of equilibrium ordered structures. We use two approaches to quantify the degree of 'reversibility' of this process:…
We derive tests of stationarity for univariate time series by combining change-point tests sensitive to changes in the contemporary distribution with tests sensitive to changes in the serial dependence. The proposed approach relies on a…
This paper proposes a variance-based measure of importance for coherent systems with dependent and heterogeneous components. The particular cases of independent components and homogeneous components are also considered. We model the…
We do the error analysis in reliability measures due to the assumption of independence amongst the component lifetimes. In reliability theory, we come across different n-component structures like series, parallel, and k-out-of-n systems. A…
A vision system that can assess its own performance and take appropriate actions online to maximize its effectiveness would be a step towards achieving the long-cherished goal of imitating humans. This paper proposes a method for performing…
In a coherent reliability system composed of multiple components configured according to a specific structure function, the distribution of system time to failure, or system lifetime, is often of primary interest. Accurate estimation of…
We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…
The new notion of maturity-independent risk measures is introduced and contrasted with the existing risk measurement concepts. It is shown, by means of two examples, one set on a finite probability space and the other in a diffusion…
Many methods of estimating causal models do not provide estimates of confidence in the resulting model. In this work, a metric is proposed for validating the output of a causal model fit; the robustness of the model structure with resampled…
We consider the problem of simultaneous detection and estimation under a sequential framework. In particular we are interested in sequential tests that distinguish between the null and the alternative hypothesis and every time the decision…
Various fidelity measures can be defined between two quantum processes especially when at least one of them is non-unitary. In this paper we consider two such measures of state averaged process fidelity, put forward an efficient procedure…
We consider mixed finite element approximation of a singularly perturbed fourth-order elliptic problem with two different boundary conditions, and present a new measure of the error, whose components are balanced with respect to the…