Related papers: Comparisons of coherent systems under the time-tra…
Although Fault Tree and Event Tree analysis are still today the standard approach to system safety analysis for many engineering sectors, these techniques lack the capabilities of fully capturing the realistic, dynamic behaviour of complex…
Transfer entropy (TE) captures the directed relationships between two variables. Partial transfer entropy (PTE) accounts for the presence of all confounding variables of a multivariate system and infers only about direct causality. However,…
Mathematical models of the real world are simplified representations of complex systems. A caveat to using mathematical models is that predicted causal effects and conditional independences may not be robust under model extensions, limiting…
The problem of testing the reliability of ensemble forecasting systems is revisited. A popular tool to assess the reliability of ensemble forecasting systems (for scalar verifications) is the rank histogram, this histogram is expected to be…
We discuss the construction of component importance measures for binary coherent reliability systems from known stochastic dependence measures by measuring the dependence between system and component failures. We treat both the…
Empirical evidence suggesting that living systems might operate in the vicinity of critical points, at the borderline between order and disorder, has proliferated in recent years, with examples ranging from spontaneous brain activity to…
We consider the general problem of modeling temporal data with long-range dependencies, wherein new observations are fully or partially predictable based on temporally-distant, past observations. A sufficiently powerful temporal model…
We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a…
Lifetime distributions of social entities, such as enterprises, products, and media contents, are one of the fundamental statistics characterizing the social dynamics. To investigate the lifetime distribution of mutually interacting…
We study the transport properties of nonautonomous chaotic dynamical systems over a finite time duration. We are particularly interested in those regions that remain coherent and relatively non-dispersive over finite periods of time,…
A probabilistic method for solving time-dependent load-transfer models of fracture is developed. It is applicable to any rule of load redistribution, i.e, local, hierarchical, etc. In the new method, the fluctuations are generated during…
A semicoherent system can be described by its structure function or, equivalently, by a lattice polynomial function expressing the system lifetime in terms of the component lifetimes. In this paper we point out the parallelism between the…
This paper considers general term structure models like the ones appearing in portfolio credit risk modelling or life insurance. We give a general model starting from families of forward rates driven by infinitely many Brownian motions and…
One-shot devices analysis involves an extreme case of interval censoring, wherein one can only know whether the failure time is either before or after the test time. Some kind of one-shot devices do not get destroyed when tested, and so can…
This paper concerns the use of neural networks for predicting the residual life of machines and components. In addition, the advantage of using condition-monitoring data to enhance the predictive capability of these neural networks was also…
We construct meta-intransitive systems of independent random variables of any finite order from basic tuple of random variables which generalize intransitive dice. Under this construction, the equality of some linear functional is…
The time-dependent reproduction number Rt can be used to track pathogen transmission and to assess the efficacy of interventions. This quantity can be estimated by fitting renewal equation models to time series of infectious disease case…
Stochastic models such as Continuous-Time Markov Chains (CTMC) and Stochastic Hybrid Automata (SHA) are powerful formalisms to model and to reason about the dynamics of biological systems, due to their ability to capture the stochasticity…
In this paper, we studied the stochastic ordering behavior of series as well as parallel systems' lifetimes comprising dependent and heterogeneous components, experiencing random shocks, and exhibiting distinct dependency structures. We…
Compartmental epidemic models have been widely used for predicting the course of epidemics, from estimating the basic reproduction number to guiding intervention policies. Studies commonly acknowledge these models' assumptions but less…