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In economic program evaluation, it is common to obtain panel data in which outcomes are indicators that an individual has reached an absorbing state. For example, they may indicate whether an individual has exited a period of unemployment,…

Econometrics · Economics 2026-05-26 Ben Deaner , Hyejin Ku

Measuring the statistical dependence between observed signals is a primary tool for scientific discovery. However, biological systems often exhibit complex non-linear interactions that currently cannot be captured without a priori knowledge…

This work considers reasons for and implications of discarding the assumption of transitivity, which (transitivity) is the fundamental postulate in the utility theory of Von Neumann and Morgenstern, the adiabatic accessibility principle of…

Economics · Quantitative Finance 2015-07-14 A. Y. Klimenko

A fundamental concept in two-arm non-parametric survival analysis is the comparison of observed versus expected numbers of events on one of the treatment arms (the choice of which arm is arbitrary), where the expectation is taken assuming…

Applications · Statistics 2020-07-10 Dominic Magirr

The purpose of this note is to establish a connection between the problem of reliability (when there is an intermittent control-input channel failure that may occur between actuators, controllers and/or sensors in the system) and the notion…

Dynamical Systems · Mathematics 2013-03-12 Getachew K Befekadu

Sustainability of common-pool resources hinges on the interplay between human and environmental systems. However, there is still a lack of a novel and comprehensive framework for modelling extraction of common-pool resources and cooperation…

Theoretical Economics · Economics 2023-10-18 Chengyi Tu , Renfei Chen , Ying Fan , Xuwei Pan

This paper introduces a novel methodology that utilizes latency to unveil time-series dependence patterns. A customized statistical test detects memory dependence in event sequences by analyzing their inter-event time distributions.…

Econometrics · Economics 2023-09-22 Fabio Vanni , David Lambert

Algorithmic risk assessments are used to inform decisions in a wide variety of high-stakes settings. Often multiple predictive models deliver similar overall performance but differ markedly in their predictions for individual cases, an…

Machine Learning · Computer Science 2021-05-04 Amanda Coston , Ashesh Rambachan , Alexandra Chouldechova

The world of empirical machine learning (ML) strongly relies on benchmarks in order to determine the relative effectiveness of different algorithms and methods. This paper proposes the notion of "a benchmark lottery" that describes the…

Machine Learning · Computer Science 2021-07-19 Mostafa Dehghani , Yi Tay , Alexey A. Gritsenko , Zhe Zhao , Neil Houlsby , Fernando Diaz , Donald Metzler , Oriol Vinyals

This paper deals with the assessment of the performance of a system under a finite planning horizon. The system is subject to two dependent causes of failure: internal degradation and sudden shocks. We assume that internal degradation…

Systems and Control · Electrical Eng. & Systems 2024-09-21 Nuria Caballé , Inma T. Castro

Survival competing risks models are very useful for studying the incidence of diseases whose occurrence competes with other possible diseases or health conditions. These models perform properly when working with terminal events, such as…

Applications · Statistics 2021-04-09 Fran Llopis-Cardona , Carmen Armero , Gabriel Sanfélix-Gimeno

The storage effect is a well-known explanation for coexistence in temporally varying environments. Like many complex ecological theories, the storage effect is often used as an explanation for observed coexistence on the basis of heuristic…

Populations and Evolution · Quantitative Biology 2023-01-13 Evan C. Johnson , Oscar Godoy , Alan Hastings

Components in many real-world complex systems depend on each other for the resources required for survival, and may die of a shortage. These patterns of dependencies often take the form of a complex network whose structure potentially…

Physics and Society · Physics 2022-02-04 Madhusudan Ingale , Snehal M. Shekatkar

Prognostic models in survival analysis are aimed at understanding the relationship between patients' covariates and the distribution of survival time. Traditionally, semi-parametric models, such as the Cox model, have been assumed. These…

Machine Learning · Statistics 2020-11-06 Denise Rava , Jelena Bradic

Hazard and impact analysis is an indispensable task during the specification and development of safety-critical technical systems, and particularly of their software-intensive control parts. There is a lack of methods supporting an…

Software Engineering · Computer Science 2015-12-10 Sonila Dobi , Mario Gleirscher , Maria Spichkova , Peter Struss

In biology and ecology, individuals or communities of individuals living in unpredictable environments often alternate between different evolutionary strategies to spread and reduce risks. Such behavior is commonly referred to as…

Populations and Evolution · Quantitative Biology 2015-03-11 Jorge Hidalgo , Simone Pigolotti , Miguel A. Munoz

Long range dependence or long memory is a feature of many processes in the natural world, which provides important insights on the underlying mechanisms that generate the observed data. The usual tools available to characterize the…

Populations and Evolution · Quantitative Biology 2016-05-11 Hugo C. Mendes , Alberto Murta , R. Vilela Mendes

The impact of machine learning models on healthcare will depend on the degree of trust that healthcare professionals place in the predictions made by these models. In this paper, we present a method to provide people with clinical expertise…

Machine Learning · Computer Science 2021-03-05 Aniruddh Raghu , John Guttag , Katherine Young , Eugene Pomerantsev , Adrian V. Dalca , Collin M. Stultz

This article investigates the maximum time of simulation in which the phenomenon of the intermittence can be observed with numerical confidence in discrete maps. Interval analysis and the lower error limit were used. As a result, it was…

Signal Processing · Electrical Eng. & Systems 2017-12-05 Marcella N. R. Oliveira , Erivelton G. Nepomuceno

Forecasting is usually framed as a problem of model choice. This paper starts earlier, asking how much predictive information is available at each horizon. Under logarithmic loss, the answer is exact: the mutual information between the…

Applications · Statistics 2026-03-31 Peter Maurice Catt
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