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We propose a new factor analysis framework and estimators of the factors and loadings that are robust to certain weak factors in a large $N$ and large $T$ setting. Our framework, by simultaneously considering all quantile levels of the…

Econometrics · Economics 2026-02-20 Songnian Chen , Junlong Feng

The Functional Failure Rate analysis of today's complex circuits is a difficult task and requires a significant investment in terms of human efforts, processing resources and tool licenses. Thereby, de-rating or vulnerability factors are a…

Signal Processing · Electrical Eng. & Systems 2020-02-27 Thomas Lange , Aneesh Balakrishnan , Maximilien Glorieux , Dan Alexandrescu , Luca Sterpone

Specification theories as a tool in model-driven development processes of component-based software systems have recently attracted a considerable attention. Current specification theories are however qualitative in nature, and therefore…

Logic in Computer Science · Computer Science 2012-10-23 Sebastian S. Bauer , Uli Fahrenberg , Line Juhl , Kim G. Larsen , Axel Legay , Claus Thrane

Various financial market scenarios may cause heterogeneous risk assessments among analysts, which motivates the usage of the Generalized Risk Measure in Fadina et al. (2024, Finance and Stochastics). Effectively synthesizing these diverse…

Risk Management · Quantitative Finance 2026-03-13 Yang Liu , Yunran Wei , Xintao Ye

A weight system is defined from the (multivariable) Conway potential function. We also show that it can be calculated recursively by using five axioms.

Geometric Topology · Mathematics 2007-05-23 Hitoshi Murakami

This work presents a new model and estimation procedure for the illness-death survival data where the hazard functions follow accelerated failure time (AFT) models. A shared frailty variate induces positive dependence among failure times of…

Methodology · Statistics 2022-05-10 Lea Kats , Malka Gorfine

Quantile regression is a statistical method for estimating conditional quantiles of a response variable. In addition, for mean estimation, it is well known that quantile regression is more robust to outliers than $l_2$-based methods. By…

Methodology · Statistics 2021-08-18 Steven Siwei Ye , Oscar Hernan Madrid Padilla

We present a general theoretical analysis of structured prediction with a series of new results. We give new data-dependent margin guarantees for structured prediction for a very wide family of loss functions and a general family of…

Machine Learning · Statistics 2016-12-02 Corinna Cortes , Mehryar Mohri , Vitaly Kuznetsov , Scott Yang

The problem of prediction in functional linear regression is conventionally addressed by reducing dimension via the standard principal component basis. In this paper we show that an alternative basis chosen through weighted least-squares,…

Methodology · Statistics 2009-02-20 Aurore Delaigle , Peter Hall , Tatiyana V. Apanasovich

When the experimental objective is expressed by a set of estimable functions, and any eigenvalue-based optimality criterion is selected, we prove the equivalence of the recently introduced weighted optimality and the 'standard' optimality…

Statistics Theory · Mathematics 2016-10-21 Samuel Rosa

Complementary-label learning (CLL) is widely used in weakly supervised classification, but it faces a significant challenge in real-world datasets when confronted with class-imbalanced training samples. In such scenarios, the number of…

Machine Learning · Computer Science 2024-03-21 Meng Wei , Yong Zhou , Zhongnian Li , Xinzheng Xu

Factor analysis is a flexible technique for assessment of multivariate dependence and codependence. Besides being an exploratory tool used to reduce the dimensionality of multivariate data, it allows estimation of common factors that often…

Methodology · Statistics 2020-02-19 Kelly C. M. Gonçalves , Afonso C. B. Silva

Testability is the probability whether tests will detect a fault, given that a fault in the program exists. How efficiently the faults will be uncovered depends upon the testability of the software. Various researchers have proposed…

Software Engineering · Computer Science 2013-08-16 Sujata Khatri , R. S. Chhillar , V. B. Singh

This paper studies the consequences of capturing non-linear dependence among the covariates that drive the default of different obligors and the overall riskiness of their credit portfolio. Joint default modeling is, without loss of…

Risk Management · Quantitative Finance 2023-09-06 Margherita Doria , Elisa Luciano , Patrizia Semeraro

In this paper we prove the equivalence of sequential, Mealy-type and Moore-type weighted finite automata with output, with respect to various semantics which are defined here.

Formal Languages and Automata Theory · Computer Science 2014-10-10 Jelena Ignjatović , Miroslav Ćirić , Zorana Jančić

We consider mixed finite element methods for linear elasticity where the symmetry of the stress tensor is weakly enforced. Both an a priori and a posteriori error analysis are given for several known families of methods that are uniformly…

Numerical Analysis · Mathematics 2023-02-01 Philip L. Lederer , Rolf Stenberg

Since the seminal work by Angluin and the introduction of the L*-algorithm, active learning of automata by membership and equivalence queries has been extensively studied to learn various extensions of automata. For weighted automata,…

Formal Languages and Automata Theory · Computer Science 2025-08-13 Laure Daviaud , Marianne Johnson

The existing Fr\'echet regression is actually defined within a linear framework, since the weight function in the Fr\'echet objective function is linearly defined, and the resulting Fr\'echet regression function is identified to be a linear…

Methodology · Statistics 2024-03-28 Lu Lin , Ze Chen

The nonlinear model of the best-worst method frequently produces multiple optimal weight sets, which are conventionally determined through optimization software. While an analytical approach exists that provides both a closed-form…

Optimization and Control · Mathematics 2026-02-02 Harshit M. Ratandhara , Mohit Kumar

We analyze inexact fixed point iterations where the generating function contains an inexact solve of an equation system to answer the question of how tolerances for the inner solves influence the iteration error of the outer fixed point…

Numerical Analysis · Mathematics 2014-03-12 Philipp Birken