Related papers: Robust copula estimation for one-shot devices with…
Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice.…
This paper presents a score-based weighted likelihood estimator (SWLE) for robust estimations of generalized linear model (GLM) for insurance loss data. The SWLE exhibits a limited sensitivity to the outliers, theoretically justifying its…
We study offline change-point estimation for time series data exhibiting nonlinear serial dependence. To address this problem, we propose a copula-based Markov chain model with Weibull marginal distributions, which is suitable for modeling…
The robust estimator presented in this paper processes each structure independently. The scales of the structures are estimated adaptively and no threshold is involved in spite of different objective functions. The user has to specify only…
Estimating the size of the modeling error is crucial for robust control. Over the years, numerous metrics have been developed to quantify the model error in a control relevant manner. One of the most important such metrics is the structured…
The restricted polynomially-tilted pairwise interaction (RPPI) distribution gives a flexible model for compositional data. It is particularly well-suited to situations where some of the marginal distributions of the components of a…
We investigate the validity of two resampling techniques when carrying out inference on the underlying unknown copula using a recently proposed class of smooth, possibly data-adaptive nonparametric estimators that contains empirical…
Researchers and practitioners in the field of reliability engineering and optimization frequently use active redundancy techniques to intensify the performance of systems. In this article, we study allocation strategies of non-matching…
Estimating location is a central problem in functional data analysis, yet most current estimation procedures either unrealistically assume completely observed trajectories or lack robustness with respect to the many kinds of anomalies one…
In this manuscript, we consider a finite nonparametric mixture model with non-independent marginal density functions. Dependence between the marginal densities is modeled using a copula device. Until recently, no deterministic algorithms…
Accelerated life-tests (ALTs) are used for inferring lifetime characteristics of highly reliable products. In particular, step-stress ALTs increase the stress level at which units under test are subject at certain pre-fixed times, thus…
In a coherent reliability system composed of multiple components configured according to a specific structure function, the distribution of system time to failure, or system lifetime, is often of primary interest. Accurate estimation of…
In statistics, time-to-event analysis methods traditionally focus on the estimation of hazards. In recent years, machine learning methods have been proposed to directly predict the event times. We propose a method based on vine copula…
In this paper, we study the identifiability and the estimation of the parameters of a copula-based multivariate model when the margins are unknown and are arbitrary, meaning that they can be continuous, discrete, or mixtures of continuous…
We consider the problem of deciding on sampling strategy, in particular sampling design. We propose a risk measure, whose minimizing value guides the choice. The method makes use of a superpopulation model and takes into account uncertainty…
Robust estimation approaches are of fundamental importance for statistical modelling. To reduce susceptibility to outliers, we propose a robust estimation procedure with t-process under functional ANOVA model. Besides common mean structure…
Accurately assessing financial risk requires capturing both individual asset volatility and the complex, asymmetric dependence structures that emerge during extreme market events. While modern diffusion-based models have advanced…
If a Micro Processor Unit (MPU) receives an external electric signal as noise, the system function will freeze or malfunction easily. A new resilience strategy is implemented in order to reset the MPU automatically and stop the MPU from…
The rapid growth of renewable energy penetration has intensified the need for reliable probabilistic forecasts to support grid operations at aggregated (fleet or system) levels. In practice, however, system operators often lack access to…
We study the problem of robustly estimating the posterior distribution for the setting where observed data can be contaminated with potentially adversarial outliers. We propose Rob-ULA, a robust variant of the Unadjusted Langevin Algorithm…