Related papers: A Cloud-based Real-time Probabilistic Remaining Us…
Computer vision leveraging deep learning has achieved significant success in the last decade. Despite the promising performance of the existing deep models in the recent literature, the extent of models' reliability remains unknown.…
This paper proposes a synergy of amortised and particle-based methods for sampling from distributions defined by unnormalised density functions. We state a connection between sequential Monte Carlo (SMC) and neural sequential samplers…
This article presents a stochastic framework to quantify the biometric risk of an insurance portfolio in solvency regimes such as Solvency II or the Swiss Solvency Test (SST). The main difficulty in this context constitutes in the proper…
Synthetic likelihood (SL) is a strategy for parameter inference when the likelihood function is analytically or computationally intractable. In SL, the likelihood function of the data is replaced by a multivariate Gaussian density over…
nimble is an R package for constructing algorithms and conducting inference on hierarchical models. The nimble package provides a unique combination of flexible model specification and the ability to program model-generic algorithms.…
Continual learning (CL) is crucial for the adaptation of neural network models to new environments. Although outperforming weight-space regularisation approaches, the functional regularisation-based CL methods suffer from high computational…
When evaluating the impact of a policy on a metric of interest, it may not be possible to conduct a randomized control trial. In settings where only observational data is available, Synthetic Control (SC) methods provide a popular…
Sequential Monte Carlo (SMC) methods are not only a popular tool in the analysis of state space models, but offer an alternative to MCMC in situations where Bayesian inference must proceed via simulation. This paper introduces a new SMC…
Continuous-time random disturbances from the renewable generation pose a significant impact on power system dynamic behavior. In evaluating this impact, the disturbances must be considered as continuous-time random processes instead of…
Predictive maintenance (PdM) is increasingly pursued to reduce wind farm operation and maintenance costs by accurately predicting the remaining useful life (RUL) and strategically scheduling maintenance. However, the remoteness of wind…
Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases…
Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…
Fault diagnosis of rolling bearings is of great significance for post-maintenance in rotating machinery, but it is a challenging work to diagnose faults efficiently with a few samples. Additionally, faults commonly occur with randomness and…
Security-constrained unit commitment (SCUC) is solved for power system day-ahead generation scheduling, which is a large-scale mixed-integer linear programming problem and is very computationally intensive. Model reduction of SCUC may bring…
We develop a Starshaped Mean Residual Life (SMEL) framework for survival data with non-monotonic hazard patterns, where early-stage attrition is followed by mid-career stabilization. Unlike Cox proportional hazards models or standard mean…
Global climate models (GCMs), typically run at ~100-km resolution, capture large-scale environmental conditions but cannot resolve convection and cloud processes at kilometer scales. Convection-permitting models offer higher-resolution…
Continuous unsupervised representation learning (CURL) research has greatly benefited from improvements in self-supervised learning (SSL) techniques. As a result, existing CURL methods using SSL can learn high-quality representations…
Turbofan engine degradation under sustained operational stress necessitates robust prognostic systems capable of accurately estimating the Remaining Useful Life (RUL) of critical components. Existing deep learning approaches frequently fail…
Many approaches for estimation of Remaining Useful Life (RUL) of a machine, using its operational sensor data, make assumptions about how a system degrades or a fault evolves, e.g., exponential degradation. However, in many domains…
In this article we focus on dynamic network data which describe interactions among a fixed population through time. We model this data using the latent space framework, in which the probability of a connection forming is expressed as a…