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Fractional cumulative residual entropy (FCRE) is a powerful tool for the analysis of complex systems. Most of the theoretical results and applications related to the FCRE of the lifetime random variable are based on the distribution…

Statistics Theory · Mathematics 2025-02-04 Iona Ann Sebastian , S. M. Sunoj

Principal component analysis (PCA) frequently suffers from the disturbance of outliers and thus a spectrum of robust extensions and variations of PCA have been developed. However, existing extensions of PCA treat all samples equally even…

Machine Learning · Computer Science 2021-03-23 Rui Zhang , Hongyuan Zhang , Xuelong Li

The weighted forms of generalized survival and failure entropies of order ($\alpha,\beta$) are proposed and some properties are obtained. We further propose the dynamic versions of weighted generalized survival and failures entropies and…

Statistics Theory · Mathematics 2020-06-15 Siddhartha Chakraborty , Biswabrata Pradhan

Weight-ensembles are formed when the parameters of multiple neural networks are directly averaged into a single model. They have demonstrated generalization capability in-distribution (ID) and out-of-distribution (OOD) which is not…

Machine Learning · Computer Science 2024-09-05 Alex Rojas , David Alvarez-Melis

Structural failure time models are causal models for estimating the effect of time-varying treatments on a survival outcome. G-estimation and artificial censoring have been proposed to estimate the model parameters in the presence of…

Methodology · Statistics 2019-02-19 Shu Yang , Karen Pieper , Frank Cools

Kernel methods give powerful, flexible, and theoretically grounded approaches to solving many problems in machine learning. The standard approach, however, requires pairwise evaluations of a kernel function, which can lead to scalability…

Machine Learning · Computer Science 2021-04-08 Danica J. Sutherland , Jeff Schneider

Many Artificial Intelligence tasks cannot be evaluated with a single quality criterion and some sort of weighted combination is needed to provide system rankings. A problem of weighted combination measures is that slight changes in the…

Artificial Intelligence · Computer Science 2014-01-21 Enrique Amigó , Julio Gonzalo , Javier Artiles , Felisa Verdejo

Estimating probability of failure in aerospace systems is a critical requirement for flight certification and qualification. Failure probability estimation involves resolving tails of probability distribution, and Monte Carlo sampling…

Numerical Analysis · Mathematics 2022-09-22 S. Ashwin Renganathan , Vishwas Rao , Ionel M. Navon

We establish a profound connection between coherent risk measures, a prominent object in quantitative finance, and uniform integrability, a fundamental concept in probability theory. Instead of working with absolute values of random…

Risk Management · Quantitative Finance 2025-04-08 Muqiao Huang , Ruodu Wang

We establish a set of relations between several quite diverse types of weighted inequalities involving various integral operators and fairly general quasinorm-like functionals which we call sub-monotone. The main result enables one to solve…

Classical Analysis and ODEs · Mathematics 2025-03-13 Amiran Gogatishvili , Luboš Pick

Motivated by real-world situations found in high energy particle physics, we consider a generalisation of the likelihood-ratio estimation task to a quasiprobabilistic setting where probability densities can be negative. By extension, this…

Machine Learning · Statistics 2024-10-15 Matthew Drnevich , Stephen Jiggins , Judith Katzy , Kyle Cranmer

Classical finite mixture regression is useful for modeling the relationship between scalar predictors and scalar responses arising from subpopulations defined by the differing associations between those predictors and responses. Here we…

Methodology · Statistics 2013-12-04 Adam Ciarleglio , R. Todd Ogden

Accelerated failure time (AFT) models are used widely in medical research, though to a much lesser extent than proportional hazards models. In an AFT model, the effect of covariates act to accelerate or decelerate the time to event of…

Methodology · Statistics 2020-06-15 Michael J. Crowther , Patrick Royston , Mark Clements

Properties of weighted averages are studied for the general case that the individual measurements are subject to hidden correlations and have asymmetric statistical as well as systematic errors. Explicit expressions are derived for an…

High Energy Physics - Experiment · Physics 2007-05-23 Michael Schmelling

We introduce and study the cumulative information generating function, which provides a unifying mathematical tool suitable to deal with classical and fractional entropies based on the cumulative distribution function and on the survival…

Information Theory · Computer Science 2023-10-12 Marco Capaldo , Antonio Di Crescenzo , Alessandra Meoli

This paper proposes a variance-based measure of importance for coherent systems with dependent and heterogeneous components. The particular cases of independent components and homogeneous components are also considered. We model the…

Applications · Statistics 2024-09-30 Antonio Arriaza , Jorge Navarro , Miguel Angel Sordo , Alfonso Suárez-Llorens

We introduce a unified formulation of variational methods for simulating ground state properties of quantum many-body systems. The key feature is a novel variational method over quantum circuits via infinitesimal unitary transformations,…

Quantum Physics · Physics 2009-11-13 Christopher M. Dawson , Jens Eisert , Tobias J. Osborne

Quantile Factor Models (QFM) represent a new class of factor models for high-dimensional panel data. Unlike Approximate Factor Models (AFM), where only location-shifting factors can be extracted, QFM also allow to recover unobserved factors…

Econometrics · Economics 2020-09-24 Liang Chen , Juan Jose Dolado , Jesus Gonzalo

In this article we redefine various poverty measures in literature in terms of quantile functions instead of distribution functions in the prevailing approach. This enables provision for alternative methodology for poverty measurement and…

Statistics Theory · Mathematics 2025-04-09 N. Unnikrishnan Nair , S. M. Sunoj

We present a framework to formally describe probabilistic system behavior and symbolically reason about it. In particular we aim at reasoning about possible failures and fault tolerance. We regard systems which are composed of different…

Software Engineering · Computer Science 2015-03-20 Jan Olaf Blech