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We show that the effectiveness of the well celebrated Mixup [Zhang et al., 2018] can be further improved if instead of using it as the sole learning objective, it is utilized as an additional regularizer to the standard cross-entropy loss.…
This study investigates the iterative refinement method applied to the solution of linear discrete inverse problems by considering its application to the Tikhonov problem in mixed precision. Previous works on mixed precision iterative…
In a system, there are identical replaceable components working for a given task and a failed component is replaced by a functioning one in the corresponding position, which characterizes a repairable system. Assuming that a replaced…
Planning is a notoriously difficult computational problem of high worst-case complexity. Researchers have been investing significant efforts to develop heuristics or restrictions to make planning practically feasible. Case-based planning is…
A high order expansion of the renewal function is provided under the assumption that the inter-renewal time distribution is light tailed with finite moment generating function g on a neighborhood of 0. This expansion relies on complex…
This paper addresses allocation methodologies for a risk measure inherited from ruin theory. Specifically, we consider a dynamic value-at-risk (VaR) measure defined as the smallest initial capital needed to ensure that the ultimate ruin…
The task of mixture proportion estimation (MPE) is to estimate the weight of a component distribution in a mixture, given observations from both the component and mixture. Previous work on MPE adopts the irreducibility assumption, which…
In the extended gambler's ruin problem we can move one step forward or backward (classical gambler's ruin problem), we can stay where we are for a time unit (delayed action) or there can be absorption in the current state (game is…
We propose a penalized likelihood method to jointly estimate multiple precision matrices for use in quadratic discriminant analysis and model based clustering. A ridge penalty and a ridge fusion penalty are used to introduce shrinkage and…
This paper addresses the issues of conservativeness and computational complexity of probabilistic robustness analysis. We solve both issues by defining a new sampling strategy and robustness measure. The new measure is shown to be much less…
This review-style article presents an overview of recent progress in constructing and studying critical Gaussian multiplicative chaos. A proof that the critical measure in any dimension can be obtained as a limit of subcritical measures is…
We study the problem of robust mean estimation and introduce a novel Hamming distance-based measure of distribution shift for coordinate-level corruptions. We show that this measure yields adversary models that capture more realistic…
This article investigates a bi-objective redundancy allocation problem (RAP) for repairable systems, defined as cost minimization and availability maximization. Binary decisions jointly select the number of components and the standby…
Various approaches to iterative refinement (IR) for least-squares problems have been proposed in the literature and it may not be clear which approach is suitable for a given problem. We consider three approaches to IR for least-squares…
The paper describes development (improvement/extension) approaches for composite (modular) systems (as combinatorial reengineering). The following system improvement/extension actions are considered: (a) improvement of systems component(s)…
Practical structural engineering problems are often characterized by significant uncertainties. Historically, one of the prevalent methods to account for this uncertainty has been the standard Monte Carlo (MC) method. Recently, improved…
A method is discussed that allows combining sets of differential or inclusive measurements. It is assumed that at least one measurement was obtained with simultaneously fitting a set of nuisance parameters, representing sources of…
Robust mixed finite element methods are developed for a quad-curl singular perturbation problem. Lower order H(grad curl)-nonconforming but H(curl)-conforming finite elements are constructed, which are extended to nonconforming finite…
We consider a generalization of the classical risk model when the premium intensity depends on the current surplus of an insurance company. All surplus is invested in the risky asset, the price of which follows a geometric Brownian motion.…
Consider two insurance companies (or two branches of the same company) that divide between them both claims and premia in some specified proportions. We model the occurrence of claims according to a renewal process. One ruin problem…