Related papers: Applications of a change of measures technique for…
The goal of MRI reconstruction is to restore a high fidelity image from partially observed measurements. This partial view naturally induces reconstruction uncertainty that can only be reduced by acquiring additional measurements. In this…
This paper studies the properties of the Multiply Iterated Poisson Process (MIPP), a stochastic process constructed by repeatedly time-changing a Poisson process, and its applications in ruin theory. Like standard Poisson processes, MIPPs…
This paper presents a new mixed finite element method for the Cahn-Hilliard equation. The well-posedness of the mixed formulation is established and the error estimates for its linearized fully discrete scheme are provided. The new mixed…
With the emergence of mixed precision capabilities in hardware, iterative refinement schemes for solving linear systems $Ax=b$ have recently been revisited and reanalyzed in the context of three or more precisions. These new analyses show…
Adjusted for chance measures are widely used to compare partitions/clusterings of the same data set. In particular, the Adjusted Rand Index (ARI) based on pair-counting, and the Adjusted Mutual Information (AMI) based on Shannon information…
We study the asymptotic behavior of ruin probabilities, as the initial reserve goes to infinity, for a reserve process model where claims arrive according to a renewal process, while between the claim times the process has the dynamics of…
Hyperparameter tuning of multi-stage pipelines introduces a significant computational burden. Motivated by the observation that work can be reused across pipelines if the intermediate computations are the same, we propose a pipeline-aware…
Cure models have been developed as an alternative modelling approach to conventional survival analysis in order to account for the presence of cured subjects that will never experience the event of interest. Mixture cure models, which model…
Consider a system consisting of multiple sockets into each of which a component is inserted. If a component fails, it is replaced immediately and system operation resumes. Then the failure process of the system is the superposition of…
We examine a constrained Markov decision process under uncertain transition probabilities, with the uncertainty modeled as deviations from observed transition probabilities. We construct the uncertainty set associated with the deviations…
We study robust estimators of the mean of a probability measure $P$, called robust empirical mean estimators. This elementary construction is then used to revisit a problem of aggregation and a problem of estimator selection, extending…
In this paper, we consider a classical risk model refracted at given level. We give an explicit expression for the joint density of the ruin time and the cumulative number of claims counted up to ruin time. The proof is based on solving…
This paper considers a Cram\'er-Lundberg risk setting, where the components of the underlying model change over time. These components could be thought of as the claim arrival rate, the claim-size distribution, and the premium rate, but we…
In this paper, we derive a representation for the value process associated to the solutions of FBSDEs in a jump-diffusion setting under multiple probability measures. Motivated by concrete financial problems, the latter representations are…
The purpose of this paper is to describe and extend the use of the newly-introduced measure, residual estimation risk. Following the seminal work of Bignozzi and Tsanakas, the quantification of residual estimation risk is proposed in a…
This paper studies the problem of accurately recovering a structured signal from a small number of corrupted sub-Gaussian measurements. We consider three different procedures to reconstruct signal and corruption when different kinds of…
We analyze the asymptotics of crossing a high piecewise linear barriers by a renewal compound process with the subexponential jumps. The study is motivated by ruin probabilities of two insurance companies (or two branches of the same…
We present in detail two resummation methods emerging from the application of the Simplified Differential Equations approach to a canonical basis of master integrals. The first one is a method which allows for an easy determination of the…
We consider the problem of modifying a quasi-probability kernel in order to improve its properties without changing the set of measures whose conditional probabilities it specifies.
The extension of piezoresistance coefficient extraction method was proposed, for protection from errors in estimation of the thickness of the test structure membrane. This new approach requires finding models of elements of matrix of…