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This paper presents some ideas to reduce the computational cost of evidence-based robust design optimization. Evidence Theory crystallizes both the aleatory and epistemic uncertainties in the design parameters, providing two quantitative…

Computational Engineering, Finance, and Science · Computer Science 2012-07-17 Massimiliano Vasile , Edmondo Minisci , Quirien Wijnands

This paper introduces and reviews some of the principles and methods used in Bayesian reliability. It specifically discusses methods used in the analysis of success/no-success data and then reminds the reader of a simple Monte Carlo…

Methodology · Statistics 2024-06-10 Carsten H. Botts

This article describes an efficient procedure for computing approximate confidence levels for searches for new particles where the expected signal and background levels are small enough to require the use of Poisson statistics. The results…

High Energy Physics - Experiment · Physics 2008-11-26 Thomas Junk

In this paper, we develop efficient randomized algorithms for estimating probabilistic robustness margin and constructing robustness degradation curve for uncertain dynamic systems. One remarkable feature of these algorithms is their…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou , Jorge L. Aravena

That science and other domains are now largely data-driven means virtually unlimited opportunities for statisticians. With great power comes responsibility, so it's imperative that statisticians ensure that the methods being developing to…

Statistics Theory · Mathematics 2023-12-25 Ryan Martin

In this paper, we derive an explicit formula for constructing the confidence interval of binomial parameter with guaranteed coverage probability. The formula overcomes the limitation of normal approximation which is asymptotic in nature and…

Statistics Theory · Mathematics 2008-05-12 Xinjia Chen , Kemin Zhou , Jorge L. Aravena

Traditional reliability analysis has been using time to event data, degradation data, and recurrent event data, while the associated covariates tend to be simple and constant over time. Over the past years, we have witnessed the rapid…

Applications · Statistics 2019-08-27 Yueyao Wang , I-Chen Lee , Lu Lu , Yili Hong

In this article, we derive an explicit formula for computing confidence interval for the mean of a bounded random variable. Moreover, we have developed multistage point estimation methods for estimating the mean value with prescribed…

Statistics Theory · Mathematics 2010-11-29 Xinjia Chen

We review the methods of constructing confidence intervals that account for a priori information about one-sided constraints on the parameter being estimated. We show that the so-called method of sensitivity limit yields a correct solution…

Data Analysis, Statistics and Probability · Physics 2015-05-20 A. V. Lokhov , F. V. Tkachov

A calculator program has been written to give confidence intervals on branching ratios for rare decay modes (or similar quantities) calculated from the number of events observed, the acceptance factor, the background estimate and the…

High Energy Physics - Experiment · Physics 2011-07-19 Roger Barlow

Binary classification is a fundamental task in machine learning, with applications spanning various scientific domains. Whether scientists are conducting fundamental research or refining practical applications, they typically assess and…

Machine Learning · Computer Science 2023-10-20 Attila Fazekas , György Kovács

Reproducibility, the ability to recompute results, and replicability, the chances other experimenters will achieve a consistent result, are two foundational characteristics of successful scientific research. Consistent findings from…

Applications · Statistics 2015-06-23 Jeffrey T. Leek , Roger D. Peng

We design a general framework for answering adaptive statistical queries that focuses on providing explicit confidence intervals along with point estimates. Prior work in this area has either focused on providing tight confidence intervals…

Machine Learning · Computer Science 2020-03-10 Ryan Rogers , Aaron Roth , Adam Smith , Nathan Srebro , Om Thakkar , Blake Woodworth

We need to collect data in any science and reliability is a fundamental problem for measurement in all of science. Reliability means calculation the variance ratio. Reliability was defined as the fraction of an observed score variance that…

Methodology · Statistics 2025-11-13 Shibo Diao

In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As…

Systems and Control · Electrical Eng. & Systems 2021-09-17 Bineet Ghosh , Parasara Sridhar Duggirala

Confidence intervals are central to statistical inference as a tool to evaluate the type I error risk at a given significance level. We devise a method to construct confidence intervals using a single run of a permutation test. This…

Methodology · Statistics 2022-06-22 Niels Lundtorp Olsen

We show that confidence intervals in a variance component model, with asymptotically correct uniform coverage probability, can be obtained by inverting certain test-statistics based on the score for the restricted likelihood. The results…

Methodology · Statistics 2024-11-05 Yiqiao Zhang , Karl Oskar Ekvall , Aaron J. Molstad

Estimating the fidelity with a target state is important in quantum information tasks. Many fidelity estimation techniques present a suitable measurement scheme to perform the estimation. In contrast, we present techniques that allow the…

Quantum Physics · Physics 2024-07-12 Akshay Seshadri , Martin Ringbauer , Jacob Spainhour , Thomas Monz , Stephen Becker

Simple Monte Carlo is a versatile computational method with a convergence rate of $O(n^{-1/2})$. It can be used to estimate the means of random variables whose distributions are unknown. Bernoulli random variables, $Y$, are widely used to…

Numerical Analysis · Mathematics 2014-11-06 Lan Jiang , Fred J. Hickernell

Over the recent years the importance of numerical experiments has gradually been more recognized. Nonetheless, sufficient documentation of how computational results have been obtained is often not available. Especially in the scientific…

Mathematical Software · Computer Science 2021-05-10 Jörg Fehr , Jan Heiland , Christian Himpe , Jens Saak