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Related papers: Environmental contours and optimal design

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This paper proposes strategies for designing a system whose computational model is subject to aleatory and epistemic uncertainty. Aleatory variables, which are caused by randomness in physical parameters, are draws from a possibly unknown…

Methodology · Statistics 2026-02-18 Luis G. Crespo

In safety-critical decision-making, the environment may evolve over time, and the learner adjusts its risk level accordingly. This work investigates risk-averse online optimization in dynamic environments with varying risk levels, employing…

Optimization and Control · Mathematics 2025-12-30 Siyi Wang , Zifan Wang , Karl H. Johansson

Computer experiments with quantitative and qualitative inputs are widely used to study many scientific and engineering processes. Much of the existing work has focused on design and modeling or process optimization for such experiments.…

Methodology · Statistics 2025-04-30 A. Shahrokhian , X. Deng , C. D. Lin , P. Ranjan , L. Xu

Environmental exposures are often defined using buffer zones around geocoded home addresses, but these static boundaries can miss dynamic daily activity patterns, leading to biased results. This paper presents a novel measurement error…

Methodology · Statistics 2024-10-15 Lin Ge , Ce Yang , David Zucker , Jiaxuan Li , Donna Spiegelman , Molin Wang

The increasing recognition of the association between adverse human health conditions and many environmental substances as well as processes has led to the need to monitor them. An important problem that arises in environmental statistics…

Applications · Statistics 2020-02-05 Yu Wang , Nhu D. Le , James V. Zidek

With increased access to data and the advent of computers, the use of statistical tools and numerical simulations is becoming commonplace for ecologists. These approaches help improve our understanding of ecological phenomena and their…

Other Quantitative Biology · Quantitative Biology 2025-04-08 Maxime Clenet , Maxime Dion , F. Guillaume Blanchet

In a physical design problem, the designer chooses values of some physical parameters, within limits, to optimize the resulting field. We focus on the specific case in which each physical design parameter is the ratio of two field…

Optimization and Control · Mathematics 2020-02-19 Guillermo Angeris , Jelena Vučković , Stephen Boyd

Many algorithms for processing probabilistic networks are dependent on the topological properties of the problem's structure. Such algorithms (e.g., clustering, conditioning) are effective only if the problem has a sparse graph captured by…

Artificial Intelligence · Computer Science 2013-02-18 Yousri El Fattah , Rina Dechter

Clusters form the basis of a number of research study designs including survey and experimental studies. Cluster-based designs can be less costly but also less efficient than individual-based designs due to correlation between individuals…

Methodology · Statistics 2021-07-22 Samuel I. Watson

Preemptive identification of potential failure under loading of engineering structures is a critical challenge. Our study presents an innovative approach to built-in pre-failure indicators within multiscale structural designs utilizing the…

Computational Engineering, Finance, and Science · Computer Science 2024-08-26 Christoffer Fyllgraf Christensen , Jonas Engqvist , Fengwen Wang , Ole Sigmund , Mathias Wallin

One of the most common problem-solving heuristics is by analogy. For a given problem, a solver can be viewed as a strategic walk on its fitness landscape. Thus if a solver works for one problem instance, we expect it will also be effective…

Machine Learning · Computer Science 2023-12-06 Mingyu Huang , Ke Li

Compositional energy-based models can generalize to larger combinatorial reasoning problems by reusing a learned factor energy across many local constraints. In our paper, we show that a key bottleneck in compositional reasoning is not…

Design and operation of complex engineering systems rely on reliability optimization. Such optimization requires us to account for uncertainties expressed in terms of compli-cated, high-dimensional probability distributions, for which only…

Optimization and Control · Mathematics 2021-09-22 Ji-Eun Byun , Johannes O. Royset

Accurate prediction of future loan defaults is a critical capability for financial institutions that provide lines of credit. For institutions that issue and manage extensive loan volumes, even a slight improvement in default prediction…

The stability and ability of an ecosystem to withstand climate change is directly linked to its biodiversity. Dead trees are a key indicator of overall forest health, housing one-third of forest ecosystem biodiversity, and constitute 8%of…

Computer Vision and Pattern Recognition · Computer Science 2021-12-07 Jacquelyn A. Shelton , Przemyslaw Polewski , Wei Yao , Marco Heurich

We propose two structural models for stochastic losses given default which allow to model the credit losses of a portfolio of defaultable financial instruments. The credit losses are integrated into a structural model of default events…

Risk Management · Quantitative Finance 2015-03-20 Simone Farinelli , Mykhaylo Shkolnikov

Distributionally robust optimization tackles out-of-sample issues like overfitting and distribution shifts by adopting an adversarial approach over a range of possible data distributions, known as the ambiguity set. To balance conservatism…

Machine Learning · Computer Science 2025-10-02 Ahmad-Reza Ehyaei , Golnoosh Farnadi , Samira Samadi

Although climate and nature related scenario analysis is increasingly important in finance, operational implementations remain limited for translating long horizon environmental scenarios into counterparty credit risk measures used in…

Risk Management · Quantitative Finance 2026-03-30 Takayuki Sakuma

In spite of extended recent interest in System Reliability-Based Design Optimization (System RBDO) and life-cycle cost or Risk Optimization (RO), there is a lack of published studies on optimal design of redundant hyperstatic systems with…

Computational Engineering, Finance, and Science · Computer Science 2022-01-26 Andre T. Beck

In stochastic control applications, typically only an ideal model (controlled transition kernel) is assumed and the control design is based on the given model, raising the problem of performance loss due to the mismatch between the assumed…

Systems and Control · Computer Science 2020-02-04 Ali Devran Kara , Serdar Yüksel