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Machine Learning (ML) algorithms are increasingly used as surrogate models to increase the efficiency of stochastic reliability analyses in geotechnical engineering. This paper presents a highly efficient ML aided reliability technique that…

Machine Learning · Computer Science 2022-04-14 Mohammad Aminpour , Reza Alaie , Navid Kardani , Sara Moridpour , Majidreza Nazem

Supervised time series prediction relies on directly measured target variables, but real-world use cases such as predicting remaining useful life (RUL) involve indirect supervision, where the target variable is labeled as a function of…

Machine Learning · Computer Science 2025-12-18 Jiaxiang Cheng , Yipeng Pang , Guoqiang Hu

Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the…

Statistics Theory · Mathematics 2012-03-05 Pierre Del Moral , Arnaud Doucet , Ajay Jasra

Accurately predicting the remaining useful life (RUL) of rotating machinery, such as bearings, is essential for ensuring equipment reliability and minimizing unexpected industrial failures. Traditional data-driven deep learning methods face…

Systems and Control · Electrical Eng. & Systems 2025-01-14 Laifa Tao , Zhengduo Zhao , Xuesong Wang , Bin Li , Wenchao Zhan , Xuanyuan Su , Shangyu Li , Qixuan Huang , Haifei Liu , Chen Lu , Zhixuan Lian

Uncertainty quantification (UQ) includes the characterization, integration, and propagation of uncertainties that result from stochastic variations and a lack of knowledge or data in the natural world. Monte Carlo (MC) method is a…

Methodology · Statistics 2020-11-03 Jiaxin Zhang

In industrial applications, nearly half the failures of motors are caused by the degradation of rolling element bearings (REBs). Therefore, accurately estimating the remaining useful life (RUL) for REBs are of crucial importance to ensure…

Machine Learning · Computer Science 2022-08-31 Cheng Cheng , Guijun Ma , Yong Zhang , Mingyang Sun , Fei Teng , Han Ding , Ye Yuan

The aim of Predictive Maintenance, within the field of Prognostics and Health Management (PHM), is to identify and anticipate potential issues in the equipment before these become critical. The main challenge to be addressed is to assess…

Machine Learning · Computer Science 2023-03-13 David Solís-Martín , Juan Galán-Páez , Joaquín Borrego-Díaz

Energy storage solutions play an increasingly important role in modern infrastructure and lead-acid batteries are among the most commonly used in the rechargeable category. Due to normal degradation over time, correctly determining the…

Resilience is emerging as a key requirement for next-generation wireless communication systems, requiring the ability to assess and control rare, path-dependent failure events arising from sequential degradation and delayed recovery. In…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Onel Luis Alcaraz López

We consider a class of queries called durability prediction queries that arise commonly in predictive analytics, where we use a given predictive model to answer questions about possible futures to inform our decisions. Examples of…

Databases · Computer Science 2021-04-02 Junyang Gao , Yifan Xu , Pankaj K. Agarwal , Jun Yang

Sequential Monte Carlo methods are a powerful framework for approximating the posterior distribution of a state variable in a sequential manner. They provide an attractive way of analyzing dynamic systems in real-time, taking into account…

Populations and Evolution · Quantitative Biology 2024-08-29 Dhorasso Temfack , Jason Wyse

Resilience is becoming crucial for future wireless networks, which must withstand, adapt to, and recover from rare but potentially cascading disruptions. This paper develops a sequential Monte Carlo (SMC) simulation framework for such…

Systems and Control · Electrical Eng. & Systems 2026-05-07 Onel L. A. López , Amirhossein Azarbahram

The examination of uncertainty in the predictions of machine learning (ML) models is receiving increasing attention. One uncertainty modeling technique used for this purpose is Monte-Carlo (MC)-Dropout, where repeated predictions are…

Computer Vision and Pattern Recognition · Computer Science 2023-05-25 Florian Heidecker , Ahmad El-Khateeb , Bernhard Sick

The prediction of the Remaining Useful Life of aircraft engines is a critical area in high-reliability sectors such as aerospace and defense. Early failure predictions help ensure operational continuity, reduce maintenance costs, and…

Applications · Statistics 2025-08-19 Yigitcan Yardimci , Mustafa Cavus

We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

This work presents self-rewarding sequential Monte Carlo (SMC), an inference-time scaling algorithm enabling effective sampling of masked diffusion language models (MDLMs). Our algorithm stems from the observation that most existing MDLMs…

Machine Learning · Computer Science 2026-02-03 Ziwei Luo , Ziqi Jin , Lei Wang , Lidong Bing , Thomas B. Schön

We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditional expectation is intractable in most cases, one may…

Numerical Analysis · Mathematics 2020-11-25 Zhenghang Xu , Zhijian He , Xiaoqun Wang

Recent developments in big data analysis, machine learning, Industry 4.0, and IoT applications have enabled the monitoring and processing of multi-sensor data collected from systems, allowing for the prediction of the "Remaining Useful…

Methodology · Statistics 2025-03-12 Cevahir Yildirim , Alba M. Franco-Pereira , Rosa E. Lillo

The aim of this paper is to describe a new an integrated methodology for project control under uncertainty. This proposal is based on Earned Value Methodology and risk analysis and presents several refinements to previous methodologies.…

Risk Management · Quantitative Finance 2024-06-06 Fernando Acebes , M Pereda , David Poza , Javier Pajares , Jose M Galan

The application of remaining useful life (RUL) prediction has taken great importance in terms of energy optimization, cost-effectiveness, and risk mitigation. The existing RUL prediction algorithms mostly constitute deep learning…

Artificial Intelligence · Computer Science 2021-05-25 Shaashwat Agrawal , Sagnik Sarkar , Gautam Srivastava , Praveen Kumar Reddy Maddikunta , Thippa Reddy Gadekallu
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