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In risk management it is desirable to grasp the essential statistical features of a time series representing a risk factor. This tutorial aims to introduce a number of different stochastic processes that can help in grasping the essential…

Risk Management · Quantitative Finance 2008-12-23 Damiano Brigo , Antonio Dalessandro , Matthias Neugebauer , Fares Triki

Crossover designs are widely applied in medicine, agriculture, and other biological sciences, yet their analysis remains challenging due to longitudinal observations within each unit and the presence of carry-over effects. Despite their…

Computation · Statistics 2025-12-18 N. A. Cruz , O. O. Melo , C. A. Martinez , R. Alberich

Setting up effective and efficient mechanisms for controlling software and system development projects is still challenging in industrial practice. On the one hand, necessary prerequisites such as established development processes,…

Software Engineering · Computer Science 2014-01-08 Jens Heidrich , Jürgen Münch

In this note, we revisit the $g$ and $h$ control charts that are commonly used for monitoring the number of conforming cases between the two consecutive appearances of nonconformities. It is known that the process parameter of these charts…

Applications · Statistics 2021-01-25 Chanseok Park , Min Wang

Risk scores are an interpretable and actionable class of machine learning models with applications in medicine, insurance, and risk management. Unlike most computational methods, risk scores are designed to be computed by a human by…

Machine Learning · Computer Science 2026-05-05 Costa Georgantas , Jonas Richiardi

Control charts can be applied in a wide range of areas, this paper focuses on generalisations suitable for healthcare applications. We concentrate on the effect of using mixture distributions as the possible shifts in the process mean…

Applications · Statistics 2021-12-14 Balázs Dobi , András Zempléni

During the recent years there was an increased interest in studying the performance of different types of control charts, under various distributional models for continuous proportions, such as percentages and rates. In this work we…

Methodology · Statistics 2025-02-05 Athanasios C. Rakitzis

Random double truncation refers a situation in which the variable of interest is observed only when it falls within two random limits. Such phenomenon occurs in many applications of Survival Analysis and Epidemiology, among many other…

Methodology · Statistics 2020-04-21 Jacobo de Uña-Álvarez

For any forecasting application, evaluation of forecasts is an important task. For example, in the field of renewable energy sources there is high variability and uncertainty of power production, which makes forecasting and the evaluation…

Risk management often plays an important role in decision making under uncertainty. In quantitative risk management, assessing and optimizing risk metrics requires efficient computing techniques and reliable theoretical guarantees. In this…

Optimization and Control · Mathematics 2026-01-01 Zhaolin Hu

Survival analysis aims to predict the timing of future events across various fields, from medical outcomes to customer churn. However, the integration of clustering into survival analysis, particularly for precision medicine, remains…

Machine Learning · Computer Science 2024-05-28 Gabriel Buginga , Edmundo de Souza e Silva

The numerical availability of statistical inference methods for a modern and robust analysis of longitudinal- and multivariate data in factorial experiments is an essential element in research and education. While existing approaches that…

Computation · Statistics 2018-01-25 Sarah Friedrich , Frank Konietschke , Markus Pauly

When dealing with right-censored data, where some outcomes are missing due to a limited observation period, survival analysis -- known as time-to-event analysis -- focuses on predicting the time until an event of interest occurs. Multiple…

Machine Learning · Statistics 2024-10-23 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux

Advancements in medical informatics tools and high-throughput biological experimentation make large-scale biomedical data routinely accessible to researchers. Competing risks data are typical in biomedical studies where individuals are at…

Computation · Statistics 2021-11-30 Eric S Kawaguchi , Jenny I Shen , Gang Li , Marc A Suchard

The advent of miniaturized biologging devices has provided ecologists with unprecedented opportunities to record animal movement across scales, and led to the collection of ever-increasing quantities of tracking data. In parallel,…

Quantitative Methods · Quantitative Biology 2019-10-16 Rocio Joo , Matthew E. Boone , Thomas A. Clay , Samantha C. Patrick , Susana Clusella-Trullas , Mathieu Basille

One key task in environmental science is to map environmental variables continuously in space or even in space and time. Machine learning algorithms are frequently used to learn from local field observations to make spatial predictions by…

Machine Learning · Statistics 2024-04-11 Hanna Meyer , Marvin Ludwig , Carles Milà , Jan Linnenbrink , Fabian Schumacher

In the manufacturing industry, it is very important to keep machines and processes running smoothly and without unexpected problems. One of the most common tools used to check if everything is working properly is called Statistical Process…

Artificial Intelligence · Computer Science 2026-02-02 Mohammad Iqbal Rasul Seeam

The R package optimall offers a collection of functions that efficiently streamline the design process of sampling in surveys ranging from simple to complex. The package's main functions allow users to interactively define and adjust strata…

Methodology · Statistics 2021-06-18 Jasper B. Yang , Bryan E. Shepherd , Thomas Lumley , Pamela A. Shaw

Ensemble forecasts are commonly used to support decision-making and policy planning across various fields because they often offer improved accuracy and stability compared to individual models. As each model has its own unique…

Computation · Statistics 2026-05-29 Minsu Kim , Li Shandross , Evan L. Ray , Nicholas G. Reich

Organizations need to manage numerous business processes for delivering their services and products to customers. One important consideration thereby lies in the adherence to regulations such as laws, guidelines, or industry standards. In…

Computers and Society · Computer Science 2025-11-12 Finn Klessascheck , Luise Pufahl