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This work introduces the use of multivariate global sensitivity analysis for assessing the impact of uncertain electric machine design parameters on efficiency maps and profiles. Contrary to the common approach of applying variance-based…

Computational Engineering, Finance, and Science · Computer Science 2026-04-29 Aylar Partovizadeh , Sebastian Schöps , Dimitrios Loukrezis

Simulations are becoming ever more common as a tool for designing complex products. Sensitivity analysis techniques can be applied to these simulations to gain insight, or to reduce the complexity of the problem at hand. However, these…

Other Computer Science · Computer Science 2017-02-03 Tom Van Steenkiste , Joachim van der Herten , Ivo Couckuyt , Tom Dhaene

In this paper we propose a method for the approximation of high-dimensional functions over finite intervals with respect to complete orthonormal systems of polynomials. An important tool for this is the multivariate classical analysis of…

Numerical Analysis · Mathematics 2022-01-31 Daniel Potts , Michael Schmischke

A new, coordinate-free (geometric) approach to multivariate statistical analysis. General multivariate linear models and linear hypotheses are defined in geometric form. A method of constructing statistical criteria is defined for linear…

Statistics Theory · Mathematics 2009-02-04 Yuri N. Tyurin

Robust test statistics for the two-way MANOVA based on the minimum covariance determinant (MCD) estimator are proposed as alternatives to the classical Wilks' Lambda test statistics which are well known to be very sensitive to outliers as…

Statistics Theory · Mathematics 2018-06-12 Bernhard Spangl

We develop factor copula models for analysing the dependence among mixed continuous and discrete responses. Factor copula models are canonical vine copulas that involve both observed and latent variables, hence they allow tail, asymmetric…

Methodology · Statistics 2020-11-18 Sayed H. Kadhem , Aristidis K. Nikoloulopoulos

Multifactorial experimental designs allow us to assess the contribution of several factors, and potentially their interactions, to one or several responses of interests. Following the principles of the partition of the variance advocated by…

Quantile regression provides a framework for modeling statistical quantities of interest other than the conditional mean. The regression methodology is well developed for linear models, but less so for nonparametric models. We consider…

Statistics Theory · Mathematics 2009-09-29 Mi-Ok Kim

Modern manufacturing industries are increasingly looking to predictive analytics to gain decision making information from process data. This is driven by high levels of competition and a need to reduce operating costs. The presented work…

Signal Processing · Electrical Eng. & Systems 2018-02-28 Darren A Whitaker , David Egan , Eoin OBrien , David Kinnear

We propose VarFA, a variational inference factor analysis framework that extends existing factor analysis models for educational data mining to efficiently output uncertainty estimation in the model's estimated factors. Such uncertainty…

Machine Learning · Statistics 2020-08-18 Zichao Wang , Yi Gu , Andrew Lan , Richard Baraniuk

Mediation analysis is an important analytic tool commonly used in a broad range of scientific applications. In this article, we study the problem of mediation analysis when there are multivariate and conditionally dependent mediators, and…

Methodology · Statistics 2025-01-28 Lan Luo , Chengchun Shi , Jitao Wang , Zhenke Wu , Lexin Li

Testing for the significance of a subset of regression coefficients in a linear model, a staple of statistical analysis, goes back at least to the work of Fisher who introduced the analysis of variance (ANOVA). We study this problem under…

Statistics Theory · Mathematics 2012-02-24 Ery Arias-Castro , Emmanuel J. Candès , Yaniv Plan

This paper introduces new scan statistics for multivariate functional data indexed in space. The new methods are derivated from a MANOVA test statistic for functional data, an adaptation of the Hotelling T2-test statistic, and a…

Methodology · Statistics 2021-03-29 Camille Frévent , Mohamed-Salem Ahmed , Sophie Dabo-Niang , Michaël Genin

When testing for superiority in a parallel-group setting with a continuous outcome, adjusting for covariates (e.g., baseline measurements) is usually recommended, in order to reduce bias and increase power. For this purpose, the analysis of…

Methodology · Statistics 2020-04-28 Georg Zimmermann , Meinhard Kieser , Arne Bathke

Estimations and evaluations of the main patterns of time series data in groups benefit large amounts of applications in various fields. Different from the classical auto-correlation time series analysis and the modern neural networks…

Applications · Statistics 2022-03-29 Rongjiao Ji , Alessandra Micheletti , Nataša Krklec Jerinkić , Zoranka Desnica

The modal factor model represents a new factor model for dimension reduction in high dimensional panel data. Unlike the approximate factor model that targets for the mean factors, it captures factors that influence the conditional mode of…

Econometrics · Economics 2024-10-01 Zhe Sun , Yundong Tu

Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on Factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices…

Portfolio Management · Quantitative Finance 2015-03-19 Daniel Bartz , Kerr Hatrick , Christian W. Hesse , Klaus-Robert Müller , Steven Lemm

Markov automata (MA) constitute an expressive continuous-time compositional modelling formalism. They appear as semantic backbones for engineering frameworks including dynamic fault trees, Generalised Stochastic Petri Nets, and AADL. Their…

Logic in Computer Science · Computer Science 2013-05-31 Dennis Guck , Hassan Hatefi , Holger Hermanns , Joost-Pieter Katoen , Mark Timmer

Large language model (LLM) agents have demonstrated remarkable capabilities in tool use, reasoning, and code generation, yet single-agent systems exhibit fundamental limitations when confronted with complex research tasks demanding…

Artificial Intelligence · Computer Science 2026-03-17 Aaron Shen , Alfred Shen

Split-Plot or Repeated Measures Designs with multiple groups occur naturally in sciences. Their analysis is usually based on the classical Repeated Measures ANOVA. Roughly speaking, the latter can be shown to be asymptotically valid for…

Statistics Theory · Mathematics 2020-03-11 Paavo Sattler