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Related papers: Mean Residual Life Ageing Intensity Function

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Yang (1978) considered an empirical estimate of the mean residual life function on a fixed finite interval. She proved it to be strongly uniformly consistent and (when appropriately standardized) weakly convergent to a Gaussian process.…

Statistics Theory · Mathematics 2017-07-12 W. J. Hall , Jon A. Wellner

In this paper, we develop a relative cumulative residual information measure (RCRI) that aims to quantify the divergence between two survival functions. The dynamic relative cumulative residual information (DRCRI) measure is also…

Methodology · Statistics 2025-12-12 Mary Andrews , Smitha S , Sudheesh K. Kattumannil

In life insurance, life tables are used to estimate the survival distribution of individuals from a given population. However, these tables only provide survival probabilities at integer ages but no information about the distribution of…

Risk Management · Quantitative Finance 2026-03-19 Jean-Loup Dupret , Edouard Motte

Building resilience into today's complex infrastructures is critical to the daily functioning of society and its ability to withstand and recover from natural disasters, epidemics, and cyber-threats. This study proposes quantitative…

We introduce some new generalized stochastic orderings (in the spirit of relative ageing) which compare probability distributions with the exponential distribution. These orderings are useful to understand the phenomenon of positive ageing…

Applications · Statistics 2014-10-21 Nil Kamal Hazra , Asok K. Nanda

The stochastic system approach to causality is applied to situations where the risk of death is not negligible. This approach grounds causality on physical laws, distinguishes system and observation and represents the system by multivariate…

Methodology · Statistics 2016-10-07 Daniel Commenges

Background: Frailty, a state of increased vulnerability to adverse health outcomes, has garnered significant attention in research and clinical practice. Existing constructs aggregate clinical features or health deficits into a single…

Applications · Statistics 2024-03-04 Lara Johnson , Bruce Guthrie , Paul A T Kelly , Atul Anand , Alan Marshall , Sohan Seth

The effect of vigorous physical activity on mortality in the elderly is difficult to estimate using conventional approaches to causal inference that define this effect by comparing the mortality risks corresponding to hypothetical scenarios…

Applications · Statistics 2007-12-18 Oliver Bembom , Mark J. van der Laan

The mean-field dynamics of a particle in a random, but short range correlated potential, offers the opportunity of observing both aging and driven stationary regimes. Using a geometrical approach previously introduced by the author, we…

Condensed Matter · Physics 2009-10-31 Fabrice Thalmann

Mobile edge computing (MEC) is a promising paradigm for real-time applications with intensive computational needs (e.g., autonomous driving), as it can reduce the processing delay. In this work, we focus on the timeliness of…

Machine Learning · Computer Science 2023-12-20 Lyudong Jin , Ming Tang , Meng Zhang , Hao Wang

We discuss the response of aging systems with short-range interactions to a class of random perturbations. Although these systems are out of equilibrium, the limit value of the free energy at long times is equal to the equilibrium free…

Disordered Systems and Neural Networks · Physics 2015-06-25 S. Franz , M. Mezard , G. Parisi , L. Peliti

This paper develops a continuous-time filtering framework for estimating a hazard rate subject to an unobservable change-point. This framework naturally arises in both financial and insurance applications, where the default intensity of a…

Mathematical Finance · Quantitative Finance 2026-01-12 Matteo Buttarazzi , Claudia Ceci

In real-world Information Retrieval (IR) experiments, the Evaluation Environment (EE) is exposed to constant change. Documents are added, removed, or updated, and the information need and the search behavior of users is evolving.…

Information Retrieval · Computer Science 2023-08-22 Jüri Keller , Timo Breuer , Philipp Schaer

As an emerging metric of communication systems, Age of Information (AoI) has been derived to have a critical impact in networked control systems with unreliable information links. This work sets up a novel model of outage probability in a…

Information Theory · Computer Science 2021-11-30 Bin Han , Siyu Yuan , Zhiyuan Jiang , Yao Zhu , Hans D. Schotten

Information Retrieval (IR) systems are exposed to constant changes in most components. Documents are created, updated, or deleted, the information needs are changing, and even relevance might not be static. While it is generally expected…

Information Retrieval · Computer Science 2024-09-10 Jüri Keller , Timo Breuer , Philipp Schaer

Recent work in reinforcement learning has focused on several characteristics of learned policies that go beyond maximizing reward. These properties include fairness, explainability, generalization, and robustness. In this paper, we define…

Machine Learning · Computer Science 2022-09-20 Katherine Avery , Jack Kenney , Pracheta Amaranath , Erica Cai , David Jensen

At the physiological level, aging is neither rigid nor unchangeable. Instead, the molecular and mechanisms driving aging are sufficiently plastic that a variety of diverse interventions--dietary, pharmaceutical, and genetic--have been…

Quantitative Methods · Quantitative Biology 2018-08-28 Nicholas Stroustrup

Algorithms in machine learning and AI do critically depend on at least three key components: (i) the risk function, which is the expectation of the loss function, (ii) the function space, which is often called the hypothesis space, and…

Machine Learning · Statistics 2026-05-08 Lena Helgerth , Andreas Christmann

Mendelian Randomization is a widely used instrumental variable method for assessing causal effects of lifelong exposures on health outcomes. Many exposures, however, have causal effects that vary across the life course and often influence…

Systematic investment strategies are exposed to a subtle but pervasive vulnerability: the progressive erosion of their effectiveness as market regimes change. Traditional risk measures, designed to capture volatility or drawdowns, overlook…

Risk Management · Quantitative Finance 2026-04-10 Nolan Alexander , Frank Fabozzi