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200 papers

This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network. Following Doukhan and Louhichi (1999), we measure the strength of dependence by covariances of nonlinearly…

Econometrics · Economics 2025-03-10 Denis Kojevnikov , Vadim Marmer , Kyungchul Song

The fragility of financial systems was starkly demonstrated in early 2023 through a cascade of major bank failures in the United States, including the second, third, and fourth largest collapses in the US history. The highly interdependent…

Risk Management · Quantitative Finance 2024-11-19 Kamil Fortuna , Janusz Szwabiński

In a dynamic matching market, such as a marriage or job market, how should agents balance accepting a proposed match with the cost of continuing their search? We consider this problem in a discrete setting, in which agents have cardinal…

Computer Science and Game Theory · Computer Science 2021-06-16 Ishan Agarwal , Richard Cole , Yixin Tao

In this paper, we introduce a probabilistic approach to risk assessment of robot systems by focusing on the impact of uncertainties. While various approaches to identifying systematic hazards (e.g., bugs, design flaws, etc.) can be found in…

Robotics · Computer Science 2024-10-28 Woo-Jeong Baek , Tom P. Huck , Joschka Haas , Jonas Lewandrowski , Tamim Asfour , Torsten Kröger

Heterogeneity is a dominant factor in the behaviour of many biological processes. Despite this, it is common for mathematical and statistical analyses to ignore biological heterogeneity as a source of variability in experimental data.…

Criticality has been proposed as a mechanism for the emergence of complexity, life, and computation, as it exhibits a balance between robustness and adaptability. In classic models of complex systems where structure and dynamics are…

Statistical Mechanics · Physics 2026-02-04 Fernanda Sánchez-Puig , Octavio Zapata , Omar K. Pineda , Gerardo Iñiguez , Carlos Gershenson

The penetration of renewable energies requires additional storages to deal with intermittency. Accordingly, there is growing interest in evaluating the opportunity cost (usage value) associated with stored energy in large storages, a cost…

Optimization and Control · Mathematics 2025-01-20 Camila Martinez Parra , Michel de Lara , Jean-Philippe Chancelier , Pierre Carpentier , Jean-Marc Janin , Manuel Ruiz

This review article provides an overview of recent work in the modeling and analysis of recurrent events arising in engineering, reliability, public health, biomedicine and other areas. Recurrent event modeling possesses unique facets…

Methodology · Statistics 2007-08-03 Edsel A. Peña

Regulators and academics are increasingly interested in the causal effect that algorithmic actions of a digital platform have on consumption. We introduce a general causal inference problem we call the steerability of consumption that…

Machine Learning · Computer Science 2023-02-13 Gary Cheng , Moritz Hardt , Celestine Mendler-Dünner

This paper draws distinctions among various concepts related to tipping points, robustness, path dependence, and other properties of system dynamics. For each concept a formal definition is provided that utilizes Markov model…

Adaptation and Self-Organizing Systems · Physics 2008-11-06 Aaron L Bramson

Although species longevity is subject to a diverse range of selective forces, the mortality curves of a wide variety of organisms are rather similar. We argue that aging and its universal characteristics may have evolved by means of a…

Populations and Evolution · Quantitative Biology 2013-02-01 Dervis Can Vural , Greg Morrison , L. Mahadevan

We consider the notion of herdability, a set-based reachability condition, which asks whether the state of a system can be controlled to be element-wise larger than a non-negative threshold. First a number of foundational results on…

Systems and Control · Computer Science 2019-04-19 Sebastian F Ruf , Magnus Egerstedt , Jeff S. Shamma

The recent explosion in the amount and dimensionality of data has exacerbated the need of trading off computational and statistical efficiency carefully, so that inference is both tractable and meaningful. We propose a framework that…

Computation · Statistics 2015-06-29 Daniel L. Sussman , Alexander Volfovsky , Edoardo M. Airoldi

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

This work is a commentary of the article \href{https://doi.org/10.18716/ojs/phai/2025.2801}{AI Survival Stories: a Taxonomic Analysis of AI Existential Risk} by Cappelen, Goldstein, and Hawthorne. It is not just a commentary though, but a…

Artificial Intelligence · Computer Science 2025-10-28 Marco Grossi

In many real problems, dependence structures more general than exchangeability are required. For instance, in some settings partial exchangeability is a more reasonable assumption. For this reason, vectors of dependent Bayesian…

Methodology · Statistics 2018-03-20 Alan Riva Palacio , Fabrizio Leisen

Time-to-event data are often recorded on a discrete scale with multiple, competing risks as potential causes for the event. In this context, application of continuous survival analysis methods with a single risk suffer from biased…

Methodology · Statistics 2024-08-14 Willem van den Boom , Maria De Iorio , Fang Qian , Alessandra Guglielmi

Insightful interdisciplinary collaboration is essential to the principled governance of technology. When such efforts address the interaction between computation and society, they often focus on modeling, the process by which computer…

Computers and Society · Computer Science 2025-05-29 Samuel Judson , Joan Feigenbaum

The sequential compactness afforded hybrid systems under mild regularity constraints guarantee outer/upper semicontinuous dependence of solutions on initial conditions and perturbations. For reachable sets of hybrid systems, this property…

Optimization and Control · Mathematics 2022-10-18 Berk Altın , Ricardo G. Sanfelice

The Makeham term is a crucial element in mortality modeling, representing a constant additive hazard that addresses background mortality factors unrelated to aging. Widely used in mortality analysis, this term enables the capture of risks…

Applications · Statistics 2024-09-09 Silvio C. Patricio , Trifon I. Missov