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We consider an elliptic partial differential equation with a random diffusion parameter discretized by a stochastic collocation method in the parameter domain and a finite element method in the spatial domain. We prove convergence of an…

Numerical Analysis · Mathematics 2025-06-03 Michael Feischl , Andrea Scaglioni

This paper compares two imperfect repair models for a degrading system, with deterioration level modeled by a non homogeneous gamma process. Both models consider instantaneous and periodic repairs. The first model assumes that a repair…

Optimization and Control · Mathematics 2024-01-24 Sophie Mercier , Inma T. Castro

This paper presents a new stochastic finite element method for computing structural stochastic responses. The method provides a new expansion of stochastic response and decouples the stochastic response into a combination of a series of…

Numerical Analysis · Mathematics 2021-04-28 Zhibao Zheng

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

We explore the effect of finite population sampling in design problems with many variables cross-classified in many ways. In particular, we investigate designs where we wish to sample individuals belonging to different groups for which the…

Methodology · Statistics 2017-11-30 Simon C. Shaw , Michael Goldstein

As cancer patient survival improves, late effects from treatment are becoming the next clinical challenge. Chemotherapy and radiotherapy, for example, potentially increase the risk of both morbidity and mortality from second malignancies…

Understanding the phase behavior of mixtures with many components is important in many contexts, including as a key step toward a physics-based description of intracellular compartmentalization. Here, we study the instabilities of a mixture…

Statistical Mechanics · Physics 2023-08-16 Filipe C Thewes , Matthias Krüger , Peter Sollich

A family of non-equilibrium statistical operators is introduced which differ by the system age distribution over which the quasi-equilibrium (relevant) distribution is averaged. To describe the nonequilibrium states of a system we introduce…

Statistical Mechanics · Physics 2015-05-14 V. V. Ryazanov

In this note, we investigate, under what circumstances, a warm standby system (formed by n active components and m warm standby components) has more number of surviving warm standby components than another similar system at the time of…

Probability · Mathematics 2016-01-20 Nil Kamal Hazra , Asok K. Nanda

Finite mixture models are useful in applied econometrics. They can be used to model unobserved heterogeneity, which plays major roles in labor economics, industrial organization and other fields. Mixtures are also convenient in dealing with…

Econometrics · Economics 2018-11-08 Yuichi Kitamura , Louise Laage

In this paper, we study stochastic comparisons of parallel systems having log-Lindley distributed components. These comparisons are carried out with respect to reversed hazard rate and likelihood ratio ordering.

Methodology · Statistics 2016-08-25 Shovan Chowdhury , Amarjit Kundu

Degradation data are considered for assessing reliability in highly reliable systems. The usual assumption is that degradation units come from a homogeneous population. But in presence of high variability in the manufacturing process, this…

Methodology · Statistics 2026-01-15 Barin Karmakar , Biswabrata Pradhan

In this communication, we introduce a new statistical model and study its various mathematical properties. The expressions for hazard rate, reversed hazard rate, and odd functions are provided. We explore the asymptotic behaviors of the…

Methodology · Statistics 2023-04-24 Tuhin Subhra Mahatao , Subhankar Dutta , Suchandan Kayal

This study proposes a mixed logit model with multivariate nonparametric finite mixture distributions. The support of the distribution is specified as a high-dimensional grid over the coefficient space, with equal or unequal intervals…

Econometrics · Economics 2018-02-08 Akshay Vij , Rico Krueger

This paper deals with unobserved heterogeneity in the survival dataset through Accelerated Failure Time (AFT) models under both frameworks--Bayesian and classical. The Bayesian approach of dealing with unobserved heterogeneity has recently…

Applications · Statistics 2017-09-12 Shaila Sharmin , Md Hasinur Rahaman Khan

Optimum lifetime of a series (resp. parallel) system with general standby component(s) always depends on allocation strategy of standby component(s) into the system. Here, we discuss three different models of one or more standby compo-…

Applications · Statistics 2014-01-03 Nil Kamal Hazra , Asok K. Nanda

First-passage probability estimation of high-dimensional nonlinear stochastic systems is a significant task to be solved in many science and engineering fields, but remains still an open challenge. The present paper develops a novel…

A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…

Statistical Mechanics · Physics 2026-04-01 O. Politano , Alejandro L. Garcia , F. Baras , M. Malek Mansour

This work studies fixed priority (FP) scheduling of real-time jobs with end-to-end deadlines in a distributed system. Specifically, given a multi-stage pipeline with multiple heterogeneous resources of the same type at each stage, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-21 Niraj Kumar , Chuanchao Gao , Arvind Easwaran

Mixtures of factor analysers (MFA) models represent a popular tool for finding structure in data, particularly high-dimensional data. While in most applications the number of clusters, and especially the number of latent factors within…

Methodology · Statistics 2023-07-17 Margarita Grushanina , Sylvia Frühwirth-Schnatter