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Survival time is the primary endpoint of many randomized controlled trials, and a treatment effect is typically quantified by the hazard ratio under the assumption of proportional hazards. Awareness is increasing that in many settings this…

Methodology · Statistics 2023-10-04 Robin Ristl , Heiko Götte , Armin Schüler , Martin Posch , Franz König

In this thesis a comprehensive verification framework is proposed to contend with some important issues in composability verification and a verification process is suggested to verify composability of different kinds of systems models, such…

Software Engineering · Computer Science 2023-01-10 Imran Mahmood

Users want to know the reliability of the recommendations; they do not accept high predictions if there is no reliability evidence. Recommender systems should provide reliability values associated with the predictions. Research into…

Information Retrieval · Computer Science 2024-02-08 Jesús Bobadilla , Abraham Gutierrez , Fernando Ortega , Bo Zhu

Moment closure methods are widely used to analyze mathematical models. They are specifically geared toward derivation of approximations of moments of stochastic models, and of similar quantities in other models. The methods possess several…

Probability · Mathematics 2017-07-12 Ingemar Nåsell

We consider studies where multiple measures on an outcome variable are collected over time, but some subjects drop out before the end of follow up. Analyses of such data often proceed under either a 'last observation carried forward' or…

Methodology · Statistics 2022-07-26 Oliver Dukes , David Richardson , Eric Tchetgen Tchetgen

Measurements are generally collected as unilateral or bilateral data in clinical trials or observational studies. For example, in ophthalmology studies, the primary outcome is often obtained from one eye or both eyes of an individual. In…

Methodology · Statistics 2021-11-01 Kejia Wang , Chang-Xing Ma

The paper deals with the allocation of the probability of false alert within the advanced receiver integrity monitoring method. Namely, the stress is laid on the correct computation of the probability of false alert per sample under…

Signal Processing · Electrical Eng. & Systems 2024-02-19 Jindrich Dunik , Martin Orejas

Positive predictive value and negative predictive value are two widely used parameters to assess the clinical usefulness of a medical diagnostic test. When there are two diagnostic tests, it is recommendable to make a comparative assessment…

Methodology · Statistics 2024-05-29 Antonio Martín Andrés , Pedro Femia Marzo

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

Probability · Mathematics 2013-08-16 Richard Arratia , Simon Tavare

The ongoing concern about systemic risk since the outburst of the global financial crisis has highlighted the need for risk measures at the level of sets of interconnected financial components, such as portfolios, institutions or members of…

Risk Management · Quantitative Finance 2017-03-24 Yannick Armenti , Stephane Crepey , Samuel Drapeau , Antonis Papapantoleon

While sensitivity analysis improves the transparency and reliability of mathematical models, its uptake by modelers is still scarce. This is partially explained by its technical requirements, which may be hard to understand and implement by…

Applications · Statistics 2023-03-20 Arnald Puy , Pamphile T. Roy , Andrea Saltelli

In a multi-fidelity setting, data are available from two sources, high- and low-fidelity. Low-fidelity data has larger size and can be leveraged to make more efficient inference about quantities of interest, e.g. the mean, for high-fidelity…

Methodology · Statistics 2026-03-12 Minji Kim , Brendan Brown , Vladas Pipiras

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…

We describe a simple measure of fidelity for mixed state postselecting devices. The measure is most appropriate for postselection where the task performed by the output is only effected by a specific state.

Quantum Physics · Physics 2007-11-27 Craig S. Hamilton , John Jeffers

We establish dual representations for systemic risk measures based on acceptance sets in a general setting. We deal with systemic risk measures of both "first allocate, then aggregate" and "first aggregate, then allocate" type. In both…

Mathematical Finance · Quantitative Finance 2019-10-25 Maria Arduca , Pablo Koch-Medina , Cosimo Munari

In model checking for regressions, nonparametric estimation-based tests usually have tractable limiting null distributions and are sensitive to oscillating alternative models, but suffer from the curse of dimensionality. In contrast,…

Methodology · Statistics 2019-03-12 Lingzhu Li , Xuehu Zhu , Lixing Zhu

Ensuring safety is the primary objective of automated driving, which necessitates a comprehensive and accurate perception of the environment. While numerous performance evaluation metrics exist for assessing perception capabilities,…

Computer Vision and Pattern Recognition · Computer Science 2025-12-18 Jörg Gamerdinger , Sven Teufel , Stephan Amann , Oliver Bringmann

In this paper we provide a flexible framework allowing for a unified study of time consistency of risk measures and performance measures (also known as acceptability indices). The proposed framework not only integrates existing forms of…

Probability · Mathematics 2017-09-08 Tomasz R. Bielecki , Igor Cialenco , Marcin Pitera

Many studies in economics deal with the non-reliability cost to assess insurance fees or investment analyses, but none takes into consideration the mechanical aspect of reliability analysis. Other studies in mechanics give some tools and…

Risk Management · Quantitative Finance 2019-12-16 P-J. Tisserand , M. Ragueneau

Efficient methods for characterizing the performance of quantum measurements are important in the experimental quantum sciences. Ideally, one requires both a physically relevant distinguishability measure between measurement operations and…

Quantum Physics · Physics 2015-06-12 Easwar Magesan , Paola Cappellaro