Related papers: A variance-based importance index for systems with…
This note aims at obtaining a variational characterization of complex structures by means of a calculus of variations for real vector bundle valued differential forms, and outlines a perspective to study existence questions via functionals…
Tests for break points detection in the law of random vectors have been proposed in several papers. Nevertheless, they have often little powers for alternatives involving a change in the dependence between components of vectors. Specific…
Component-based systems often describe context requirements in terms of explicit inter-component dependencies. Studying large instances of such systems?such as free and open source software (FOSS) distributions?in terms of declared…
This paper proposes a signature-based approach for solving redundancy allocation problems when component lifetimes are not only heterogeneous but also dependent. The two common schemes for allocations, that is active and standby…
A method for estimating the Shannon differential entropy of multidimensional random variables using independent samples is described. The method is based on decomposing the distribution into a product of the marginal distributions and the…
Redundant architectures can improve the reliability of complex systems. However, component dependencies can affect the architecture and negate the benefit of redundancy. In this paper, we develop three component dependency models and…
Relevance of key quantum information measures for analysis of quantum systems is discussed. It is argued that possible ways of measuring quantum information are based on compatibility/incompatibility of the quantum states of a quantum…
In this paper we propose an extension of the classical Sobol' estimator for the estimation of variance based sensitivity indices. The approach assumes a linear correlation model between the input variables which is used to decompose the…
Estimating the probability of failure is a critical step in developing safety-critical autonomous systems. Direct estimation methods such as Monte Carlo sampling are often impractical due to the rarity of failures in these systems. Existing…
In the era of "big data", it is becoming more of a challenge to not only build state-of-the-art predictive models, but also gain an understanding of what's really going on in the data. For example, it is often of interest to know which, if…
The relative ageing is an important notion which is useful to measure how a system ages relative to another one. Among all existing stochastic orders, there are two important orders describing the relative ageing of two systems, namely,…
The concept of independence plays a crucial role in probability theory and has been the subject of extensive research in recent years. Numerous approaches have been proposed to test for independence; however, most of them address the…
Besides the classical distinction of correlation and dependence, many dependence measures bear further pitfalls in their application and interpretation. The aim of this paper is to raise and recall awareness of some of these limitations by…
We analyze the extreme value dependence of independent, not necessarily identically distributed multivariate regularly varying random vectors. More specifically, we propose estimators of the spectral measure locally at some time point and…
A load sharing system has several components and the failure of one component can affect the lifetime of the surviving components. Since component failure does not equate to system failure for different system designs, the analysis of the…
In many applications, it is of interest to assess the relative contribution of features (or subsets of features) toward the goal of predicting a response -- in other words, to gauge the variable importance of features. Most recent work on…
This article presents factor copula approaches to model temporal dependency of non-Gaussian (continuous/discrete) longitudinal data. Factor copula models are canonical vine copulas which explain the underlying dependence structure of a…
This article is devoted to the design of importance sampling method for the Monte Carlo simulation of a linear transport equation. This model is of great importance in the simulation of inertial confinement fusion experiments. Our method is…
Structural reliability methods aim at computing the probability of failure of systems with respect to some prescribed performance functions. In modern engineering such functions usually resort to running an expensive-to-evaluate…
Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…