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The conditional value-at-risk (CVaR) is a useful risk measure in fields such as machine learning, finance, insurance, energy, etc. When measuring very extreme risk, the commonly used CVaR estimation method of sample averaging does not work…

Methodology · Statistics 2021-03-10 Dylan Troop , Frédéric Godin , Jia Yuan Yu

This paper proposes a robust method for fault detection and severity estimation in multivariate time-series data to enhance predictive maintenance of mechanical systems. We use the Temporal Graph Convolutional Network (T-GCN) model to…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Youngjae Jeon , Eunho Heo , Jinmo Lee , Taewon Uhm , Dongjin Lee

The two promising methods for capturing high-speed flows are local artificial diffusivity (LAD) and centralised gradient-based reconstruction (C-GBR), the former being computationally economical and the latter being more robust and stable…

Fluid Dynamics · Physics 2025-11-25 R. R. Kumar , S. Saini , N. R. Vadlamani , A. S. Chamarthi

Total-variation (TV)-based Computed Tomography (CT) image reconstruction has shown experimentally to be capable of producing accurate reconstructions from sparse-view data. In particular TV-based reconstruction is very well suited for…

Matrix-variate Gaussian graphical models (GGM) have been widely used for modeling matrix-variate data. Since the support of sparse precision matrix represents the conditional independence graph among matrix entries, conducting support…

Methodology · Statistics 2017-09-01 Xi Chen , Weidong Liu

Many modern machine learning tasks require models with high tail performance, i.e. high performance over the worst-off samples in the dataset. This problem has been widely studied in fields such as algorithmic fairness, class imbalance, and…

Machine Learning · Computer Science 2021-11-11 Runtian Zhai , Chen Dan , Arun Sai Suggala , Zico Kolter , Pradeep Ravikumar

Bi-conjugate gradient (Bi-CG) and bi-conjugate residual (Bi-CR) methods are underlying iterative solvers for linear systems with nonsymmetric matrices. Residual smoothing is a standard technique for obtaining smooth convergence behavior of…

Numerical Analysis · Mathematics 2026-02-23 Arisa Kawase , Kensuke Aihara

Gradient-based Bi-Level Optimization (BLO) methods have been widely applied to handle modern learning tasks. However, most existing strategies are theoretically designed based on restrictive assumptions (e.g., convexity of the lower-level…

Machine Learning · Computer Science 2023-05-09 Risheng Liu , Xuan Liu , Shangzhi Zeng , Jin Zhang , Yixuan Zhang

Gradient boosting from the field of statistical learning is widely known as a powerful framework for estimation and selection of predictor effects in various regression models by adapting concepts from classification theory. Current…

Methodology · Statistics 2020-11-03 Colin Griesbach , Benjamin Säfken , Elisabeth Waldmann

In numerical magnetohydrodynamics (MHD), a major challenge is maintaining zero magnetic field-divergence (div-B). Constrained transport (CT) schemes can achieve this at high accuracy, but have generally been restricted to very specific…

Instrumentation and Methods for Astrophysics · Physics 2017-07-11 Philip F. Hopkins

Slender marine structures such as deep-water riser systems are continuously exposed to currents leading to vortex-induced vibrations (VIV) of the structure. This may result in amplified drag loads and fast accumulation of fatigue damage.…

Computational Engineering, Finance, and Science · Computer Science 2020-03-13 Jie Wu , Decao Yin , Halvor Lie , Signe Riemer-Sørensen , Svein Sævik , Michael Triantafyllou

Credit risk scoring must support high-stakes lending decisions where data distributions change over time, probability estimates must be reliable, and group-level fairness is required. While modern machine learning models improve default…

Risk Management · Quantitative Finance 2026-03-10 Srikumar Nayak

Bilevel optimization is a fundamental tool in hierarchical decision-making and has been widely applied to machine learning tasks such as hyperparameter tuning, meta-learning, and continual learning. While significant progress has been made…

Optimization and Control · Mathematics 2025-04-25 Nazanin Abolfazli , Sina Sharifi , Mahyar Fazlyab , Erfan Yazdandoost Hamedani

This paper adapts a Multiple-Model Coding (MMC) approach for sampled electrical signal waveforms to satisfy reconstructed signal quality constraints. The baseline MMC approach consists of two stages processing vectors of Voltage and Current…

Signal Processing · Electrical Eng. & Systems 2025-11-14 Corentin Presvôts , Michel Kieffer , Thibault Prevost

Gradient Boosting Machines (GBMs) have demonstrated remarkable success in solving diverse problems by utilizing Taylor expansions in functional space. However, achieving a balance between performance and generality has posed a challenge for…

Machine Learning · Computer Science 2023-04-12 Jiaqi Luo , Zihao Wei , Junkai Man , Shixin Xu

Disruptions are inevitable during airline operations, and disruptions cost airlines and the traveling public. Disruption recovery decisions are often made in a sequential process that includes flight rescheduling, aircraft rerouting, crew…

Optimization and Control · Mathematics 2025-09-03 Jianlin Jiang , Jiajin Lin , Yan Gu , Yibing Lv , Cheng-Lung Wu

Motivated by high-dimensional nonlinear optimization problems as well as ill-posed optimization problems arising in image processing, we consider a bilevel optimization model where we seek among the optimal solutions of the inner level…

Optimization and Control · Mathematics 2018-09-27 Harshal Kaushik , Farzad Yousefian

Future mobile networks are projected to support integrated sensing and communications in high-speed communication scenarios. Nevertheless, large Doppler shifts induced by time-varying channels may cause severe inter-carrier interference…

Signal Processing · Electrical Eng. & Systems 2025-04-22 Xueyang Wang , Kai Wu , J. Andrew Zhang , Shiqi Gong , Chengwen Xing

In this paper, based on a generalized scalar auxiliary variable approach with relaxation (R-GSAV), we construct a class of high-order backward differentiation formula (BDF) schemes with variable time steps for the…

Numerical Analysis · Mathematics 2025-06-10 Dawei Chen , Qinzhen Ren , Minghui Li

Deep learning methods are increasingly being applied in the optimisation of video compression algorithms and can achieve significantly enhanced coding gains, compared to conventional approaches. Such approaches often employ Convolutional…

Image and Video Processing · Electrical Eng. & Systems 2021-09-07 Di Ma , Fan Zhang , David R. Bull