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The intention with this paper is to provide all the estimation concepts and techniques that are needed to implement a two-phases approach to the parametric estimation of probability of default (PD) curves. In the first phase of this…

Risk Management · Quantitative Finance 2010-03-05 Dirk Tasche

Pedestrian tracking has long been considered an important problem, especially in security applications. Previously,many approaches have been proposed with various types of sensors. One popular method is Pedestrian Dead Reckoning(PDR) [1]…

Computer Vision and Pattern Recognition · Computer Science 2020-06-23 Mahdi Elhousni , Xinming Huang

This paper focuses on designing a particle filter for randomly delayed measurements with an unknown latency probability. A generalized measurement model is adopted which includes measurements that are delayed randomly by an arbitrary but…

Signal Processing · Electrical Eng. & Systems 2018-03-22 Ranjeet Kumar Tiwari , Shovan Bhaumik , Paresh Date

A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…

Machine Learning · Computer Science 2023-09-04 Falcon Z. Dai

Model predictive control (MPC) is a control strategy widely used in industrial applications. However, its implementation typically requires a mathematical model of the system being controlled, which can be a time-consuming and expensive…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Valentina Breschi , Alessandro Chiuso , Marco Fabris , Simone Formentin

Context: Changing a software application with many build-time configuration settings may introduce unexpected side-effects. For example, a change intended to be specific to a platform (e.g., Windows) or product configuration (e.g.,…

Software Engineering · Computer Science 2021-04-05 Mehran Meidani , Maxime Lamothe , Shane McIntosh

To address feasibility issues in model predictive control (MPC), most implementations relax state constraints by using slack variables and adding a penalty to the cost. We propose an alternative strategy: relaxing the initial state…

Optimization and Control · Mathematics 2026-02-18 Johannes Köhler , Melanie N. Zeilinger

The problem of how to properly quantify redundant information is an open question that has been the subject of much recent research. Redundant information refers to information about a target variable S that is common to two or more…

Information Theory · Computer Science 2017-07-14 Robin A. A. Ince

On the basis of an analysis of previous research, we present a generalized approach for measuring the difference of plans with an exemplary application to machine scheduling. Our work is motivated by the need for such measures, which are…

Artificial Intelligence · Computer Science 2015-03-17 Martin Josef Geiger

Predictive student models are increasingly used in learning environments due to their ability to enhance educational outcomes and support stakeholders in making informed decisions. However, predictive models can be biased and produce unfair…

Machine Learning · Computer Science 2023-07-24 Mélina Verger , Sébastien Lallé , François Bouchet , Vanda Luengo

This paper analyzes a scenario where the distribution system operator needs to estimate whether the average power demand in a given period is above a predetermined threshold using an 1-bit memoryless scheme. Specifically, individual…

Information Theory · Computer Science 2016-08-05 Iran Ramezanipour , Mauricio C. Tomé , Pedro H. J. Nardelli , Hirley Alves

The rise of AI workloads and growing data center demands have driven the need for ultra-high-speed interconnects exceeding 200 Gb/s. As unit intervals (UI) shrink, even a few picoseconds of P/N skew can degrade serializer-deserializer…

Systems and Control · Electrical Eng. & Systems 2025-08-08 David Nozadze , Zurab Kiguradze , Amendra Koul , Mike Sapozhnikov

In the Min-cost Perfect Matching with Delays (MPMD) problem, 2 m requests arrive over time at points of a metric space. An online algorithm has to connect these requests in pairs, but a decision to match may be postponed till a more…

Data Structures and Algorithms · Computer Science 2018-09-11 Marcin Bienkowski , Artur Kraska , Hsiang-Hsuan Liu , Paweł Schmidt

In mainstream neoclassical economics, utility maximization is the only engine of individual action, and the other or the social, if it is modeled for decisions deemed fundamental, it is done as a tacit externality parameter affecting an…

Theoretical Economics · Economics 2026-02-24 Alfio Giarlotta , M. Ali Khan , Angelo Enrico Petralia , Francesco Reito

The uncertainty-penalized information criterion (UBIC) has been proposed as a new model-selection criterion for data-driven partial differential equation (PDE) discovery. In this paper, we show that using the UBIC is equivalent to employing…

Machine Learning · Computer Science 2024-04-29 Pongpisit Thanasutives , Ken-ichi Fukui

This paper presents a model of pedestrian crossing decisions, based on the theory of computational rationality. It is assumed that crossing decisions are boundedly optimal, with bounds on optimality arising from human cognitive limitations.…

Artificial Intelligence · Computer Science 2024-02-08 Yueyang Wang , Aravinda Ramakrishnan Srinivasan , Jussi P. P. Jokinen , Antti Oulasvirta , Gustav Markkula

Difference-in-differences (DID) is one of the most popular tools used to evaluate causal effects of policy interventions. This paper extends the DID methodology to accommodate interval outcomes, which are often encountered in empirical…

Econometrics · Economics 2025-12-10 Daisuke Kurisu , Yuta Okamoto , Taisuke Otsu

Procedures in assessing the impact of serial dependency on performance analysis are usually built on parametrically specified models. In this paper, we propose a robust, nonparametric approach to carry out this assessment, by computing the…

Methodology · Statistics 2016-06-22 Henry Lam

In this paper, we accomplish two objectives: First, we provide a new mathematical characterization of the value function for impulse control problems with implementation delay and present a direct solution method that differs from its…

Optimization and Control · Mathematics 2008-12-10 Erhan Bayraktar , Masahiko Egami

In this paper, we present a novel error measure to compare a segmentation against ground truth. This measure, which we call Tolerant Edit Distance (TED), is motivated by two observations: (1) Some errors, like small boundary shifts, are…

Computer Vision and Pattern Recognition · Computer Science 2016-02-02 Jan Funke , Francesc Moreno-Noguer , Albert Cardona , Matthew Cook
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