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We consider solution of stochastic storage problems through regression Monte Carlo (RMC) methods. Taking a statistical learning perspective, we develop the dynamic emulation algorithm (DEA) that unifies the different existing approaches in…

Computational Finance · Quantitative Finance 2018-04-02 Michael Ludkovski , Aditya Maheshwari

In this article, an efficient sequential linear programming algorithm (SLP) for uncertainty analysis-based data-driven computational mechanics (UA-DDCM) is presented. By assuming that the uncertain constitutive relationship embedded behind…

Optimization and Control · Mathematics 2022-11-09 Mengcheng Huang , Chang Liu , Zongliang Du , Shan Tang , Xu Guo

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Computation · Statistics 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

Model-based paradigms for decision-making and control are becoming ubiquitous in robotics. They rely on the ability to efficiently learn a model of the system from data. Structured Mechanical Models (SMMs) are a data-efficient black-box…

Robotics · Computer Science 2021-05-06 Kunal Menda , Jayesh K. Gupta , Zachary Manchester , Mykel J. Kochenderfer

The models that set the closest targets have made an important contribution to DEA as tool for the best-practice benchmarking of decision making units (DMUs). These models may help defining plans for improvement that require less effort…

Optimization and Control · Mathematics 2017-11-28 Nuria Ramón , José L. Ruiz , Inmaculada Sirvent

The methods currently used to determine the scaling exponent of a complex dynamic process described by a time series are based on the numerical evaluation of variance. This means that all of them can be safely applied only to the case where…

Statistical Mechanics · Physics 2009-11-07 Nicola Scafetta , Paolo Grigolini

Dependability is an umbrella concept that subsumes many key properties about a system, including reliability, maintainability, safety, availability, confidentiality, and integrity. Various dependability modeling techniques have been…

Software Engineering · Computer Science 2016-06-23 Waqar Ahmed , Osman Hasan , Sofiene Tahar

Identification of the reference set for each decision making unit (DMU) is a main concern in the data envelopment analysis (DEA). All of the methods developed to date have been focused on finding the furthest reference DMUs. In this paper,…

Optimization and Control · Mathematics 2014-07-10 Israfil Roshdi , Mahmood Mehdiloozad , Dimitris Margaritis

Experimental Modal Analysis (EMA) has been widely used to identify structural dynamic properties, including natural frequencies, damping ratios, and mode shapes, for structural integrity assessment. The Poly-reference Least Squares Complex…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Yanxin Si , Bayu Jayawardhana , J. Nathan Kutz , Yunpeng Zhu , Liangliang Cheng

We address the problem of the statistical analysis of a time series generated by complex dynamics with a new method: the Diffusion Entropy Analysis (DEA) (Fractals, {\bf 9}, 193 (2001)). This method is based on the evaluation of the Shannon…

Statistical Mechanics · Physics 2016-08-31 Nicola Scafetta , Vito Latora , Paolo Grigolini

This paper introduces a new specification for the nonparametric production-frontier based on Data Envelopment Analysis (DEA) when dealing with decision-making units whose economic performances are correlated with those of the neighbors…

Econometrics · Economics 2021-03-29 Julian Ramajo , Miguel A. Marquez , Geoffrey J. D. Hewings

Deep learning (DL) techniques are on the rise in the software engineering research community. More and more approaches have been developed on top of DL models, also due to the unprecedented amount of software-related data that can be used…

Software Engineering · Computer Science 2021-03-23 Alejandro Mazuera-Rozo , Anamaria Mojica-Hanke , Mario Linares-Vásquez , Gabriele Bavota

AI tools to support real world decision making must be able to build simulation models that inform their recommendations and render them interpretable. Tools that can automate aspects of modeling practice must complement human expertise,…

Artificial Intelligence · Computer Science 2026-05-29 Sara Metcalf , William Schoenberg

Fuzzing has become a widely adopted technique for vulnerability discovery, yet it remains ineffective for structured-input programs due to strict syntactic constraints and limited semantic awareness. Traditional greybox fuzzers rely on…

Cryptography and Security · Computer Science 2026-04-21 Yihao Zou , Tianming Zheng , Futai Zou , Yue Wu

Data analysis and performance evaluation of simulation deduction plays a pivotal role in modern warfare, which enables military personnel to gain invaluable insights into the potential effectiveness of different strategies, tactics, and…

Computation and Language · Computer Science 2025-11-17 Shansi Zhang , Min Li

In this paper we propose robust efficiency scores for the scenario in which the specification of the inputs/outputs to be included in the DEA model is modelled with a probability distribution. This proba- bilistic approach allows us to…

Optimization and Control · Mathematics 2020-01-22 Mercedes Landete , Juan F. Monge , José L. Ruiz

An alternative approach for the panel second stage of data envelopment analysis (DEA) is presented in this paper. Instead of efficiency scores, we propose to model rankings in the second stage using a dynamic ranking model in the…

Applications · Statistics 2024-05-09 Vladimír Holý

Background. Effort-aware metrics (EAMs) are widely used to evaluate the effectiveness of software defect prediction models, while accounting for the effort needed to analyze the software modules that are estimated defective. The usual…

Software Engineering · Computer Science 2025-04-29 Luigi Lavazza , Gabriele Rotoloni , Sandro Morasca

Speculative Decoding (SD) has emerged as a critical technique for accelerating Large Language Model (LLM) inference. Unlike deterministic system optimizations, SD performance is inherently data-dependent, meaning that diverse and…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-29 Talor Abramovich , Maor Ashkenazi , Izzy Putterman , Benjamin Chislett , Tiyasa Mitra , Bita Darvish Rouhani , Ran Zilberstein , Yonatan Geifman

For a general statistical model, we introduce the notion of data dependent measure (DDM) on the model parameter. Typical examples of DDM are the posterior distributions. Like for posteriors, the quality of a DDM is characterized by the…

Statistics Theory · Mathematics 2019-04-01 Eduard Belitser