Related papers: On weighted failure rate, its means and associated…
This paper studies the generalization properties of a recently proposed kernel method, the Random Feature models with Learnable Activation Functions (RFLAF). By applying a data-dependent sampling scheme for generating features, we provide…
The quantile residual lifetime (QRL) regression is an attractive tool for assessing covariate effects on the distribution of residual life expectancy, which is often of interest in clinical studies. When the study subjects are exposed to…
Weighted automata are non-deterministic automata where the transitions are equipped with weights. They can model quantitative aspects of systems like costs or energy consumption. The value of a run can be computed, for example, as the…
Over the last decade, nonparametric methods have gained increasing attention for modeling complex data structures due to their flexibility and minimal structural assumptions. In this paper, we study a general multivariate nonparametric…
Using cumulative residual processes, we propose joint goodness-of-fit tests for conditional means and variances functions in the context of nonlinear time series with martingale difference innovations. The main challenge comes from the fact…
We develop methods to analyze clustered competing risks data when the event types are only available in a training dataset and are missing in the main study. We propose to estimate the exposure effects through the cause-specific…
We develop flexible methods of deriving variational inference for models with complex latent variable structure. By splitting the variables in these models into "global" parameters and "local" latent variables, we define a class of…
We introduce a new test for conditional independence which is based on what we call the weighted generalised covariance measure (WGCM). It is an extension of the recently introduced generalised covariance measure (GCM). To test the null…
For complex latent variable models, the likelihood function is not available in closed form. In this context, a popular method to perform parameter estimation is Importance Weighted Variational Inference. It essentially maximizes the…
We compare failure distributions of quantum error correction circuits for stochastic errors and coherent errors. We utilize a fully coherent simulation of a fault tolerant quantum error correcting circuit for a $d=3$ Steane and surface…
Multivariate sign functions are often used for robust estimation and inference. We propose using data dependent weights in association with such functions. The proposed weighted sign functions retain desirable robustness properties, while…
Let $I\subset (0,\infty )$ be an interval that is closed with respect to the multiplication. The operations $C_{f,g}\colon I^{2}\rightarrow I$ of the form \begin{equation*} C_{f,g}\left( x,y\right) =\left( f\circ g\right) ^{-1}\left(…
This paper proposes a new extension of the linear failure rate (LFR) model to better capture real-world lifetime data. The model incorporates an additional shape parameter to increase flexibility. It helps model the minimum survival time…
We do the error analysis in reliability measures due to the assumption of independence amongst the component lifetimes. In reliability theory, we come across different n-component structures like series, parallel, and k-out-of-n systems. A…
In this paper we present an unsupervised method to learn the weights with which the scores of multiple classifiers must be combined in classifier fusion settings. We also introduce a novel metric for ranking instances based on an index…
Measurement system analysis aims to quantify the variability in data attributable to the measurement system and evaluate its contribution to overall data variability. This paper conducts a rigorous theoretical investigation of the…
We establish properties of a new type of fractal which has partial self similarity at all scales. For any collection of iterated functions systems with an associated probability distribution and any positive integer V there is a…
The writers propose a mathematical Method for deriving risk weights which describe how a borrower's income, relative to their debt service obligations (serviceability) affects the probability of default of the loan. The Method considers the…
Often the rows (cases, objects) of a dataset have weights. For instance, the weight of a case may reflect the number of times it has been observed, or its reliability. For analyzing such data many rowwise weighted techniques are available,…
We set up some weighted norm inequalities for fractional oscillatory integral operators. As applications, the corresponding results for commutators formed by $BMO(\mathbb{R}^{n})$ functions and the operators are established.