Related papers: Modeling Common Cause Failure in Dynamic PRA
Federated and Continual Learning have emerged as potential paradigms for the robust and privacy-aware use of Deep Learning in dynamic environments. However, Client Drift and Catastrophic Forgetting are fundamental obstacles to guaranteeing…
We propose a multivariate framework for modeling dependent default times that extends the classical Cox process by incorporating both common and idiosyncratic shocks. Our construction uses c\`adl\`ag, increasing processes to model…
Credit default poses significant challenges to financial institutions and consumers, resulting in substantial financial losses and diminished trust. As such, credit default risk management has been a critical topic in the financial…
Catastrophic forgetting (CF) happens whenever a neural network overwrites past knowledge while being trained on new tasks. Common techniques to handle CF include regularization of the weights (using, e.g., their importance on past tasks),…
In the pursuit of modelling a loan's probability of default (PD) over its lifetime, repeat default events are often ignored when using Cox Proportional Hazard (PH) models. Excluding such events may produce biased and inaccurate…
Causal graph, as an effective and powerful tool for causal modeling, is usually assumed as a Directed Acyclic Graph (DAG). However, recommender systems usually involve feedback loops, defined as the cyclic process of recommending items,…
With the rapid development of more complex robots, Fault Detection and Diagnosis (FDD) becomes increasingly harder. Especially the need for predetermined models and historic data is problematic because they do not encompass the dynamic and…
Debugging Cyber-Physical System (CPS) models can be extremely complex. Indeed, only the detection of a failure is insuffcient to know how to correct a faulty model. Faults can propagate in time and in space producing observable…
Federated learning (FL) has become a cornerstone in decentralized learning, where, in many scenarios, the incoming data distribution will change dynamically over time, introducing continuous learning (CL) problems. This continual federated…
Modern industrial systems are often subject to multiple failure modes, and their conditions are monitored by multiple sensors, generating multiple time-series signals. Additionally, time-to-failure data are commonly available. Accurately…
This paper develops a dynamic factor model in which common level and volatility factors evolve jointly, allowing conditional means and variances to interact endogenously within a large-information setting. The joint evolution of these…
Semiparametric accelerated failure time (AFT) models directly relate the predicted failure times to covariates and are a useful alternative to models that work on the hazard function or the survival function. For case-cohort data, much less…
Machine learning-based data-driven modeling can allow computationally efficient time-dependent solutions of PDEs, such as those that describe subsurface multiphysical problems. In this work, our previous approach of conditional generative…
Distributed systems frequently encounter consistency violation faults (cvfs), where nodes operate on outdated or inaccurate data, adversely affecting convergence and overall system performance. This study presents a machine learning-based…
Ensuring safety in autonomous multi-agent systems during time-critical tasks such as rendezvous is a fundamental challenge, particularly under communication delays and uncertainty in system parameters. In this paper, we develop a…
Matrix-valued time series are ubiquitous in modern economics and finance, yet modeling them requires navigating a trade-off between flexibility and parsimony. We propose the Matrix Autoregressive model with Common Factors (MARCF), a unified…
Agentic workflows built on low-code orchestration platforms enable rapid development of multi-agent systems, but they also introduce new and poorly understood failure modes that hinder reliability and maintainability. Unlike traditional…
Cascading failure is a potentially devastating process that spreads on real-world complex networks and can impact the integrity of wide-ranging infrastructures, natural systems, and societal cohesiveness. One of the essential features that…
Resolvers, like all electromagnetic devices, are constantly under investigation, both operationally and structurally. In this regard, proposing a modeling methodology that can save significant time without compromising accuracy is a big…
Complex systems in science and engineering sometimes exhibit behavior that changes across different regimes. Traditional global models struggle to capture the full range of this complex behavior, limiting their ability to accurately…