相关论文: Computing subsignatures of systems with exchangeab…

Much research in systemic risk is focused on default contagion. While this demands an understanding of valuation, fewer articles specifically deal with the existence, the uniqueness, and the computation of equilibrium prices in structural…

In this paper we propose a new approach to code-based signatures that makes use in particular of rank metric codes. When the classical approach consists in finding the unique preimage of a syndrome through a decoding algorithm, we propose…

In this paper, we provide a compositional methodology for constructing symbolic models for networks of discrete-time switched systems. We first define a notion of so-called augmented-storage functions to relate switched subsystems and their…

The sequence of moments of a vector-valued random variable can characterize its law. We study the analogous problem for path-valued random variables, that is stochastic processes, by using so-called robust signature moments. This allows us…

Nonlinear dynamic models are widely used for characterizing functional forms of processes that govern complex biological pathway systems. Over the past decade, validation and further development of these models became possible due to data…

We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment…

We propose a holistic framework for constructing sensitivity measures for any elicitable functional $T$ of a response variable. The sensitivity measures, termed score-based sensitivities, are constructed via scoring functions that are…

Manufacturing energy consumption data contains important process signatures required for operational visibility and diagnostics. These signatures may be of different temporal scales, ranging from monthly to sub-second resolutions. We…

The signature is a fundamental object that describes paths (that is, continuous functions from an interval to a Euclidean space). Likewise, the expected signature provides a statistical description of the law of stochastic processes. We…

We propose a resilience-based framework for computing feasible assume-guarantee contracts that ensure the satisfaction of temporal specifications in interconnected discrete-time systems. Interconnection effects are modeled as structured…

Providing compact and understandable counterexamples for violated system properties is an essential task in model checking. Existing works on counterexamples for probabilistic systems so far computed either a large set of system runs or a…

Understanding protein dynamics are essential for deciphering protein functional mechanisms and developing molecular therapies. However, the complex high-dimensional dynamics and interatomic interactions of biological processes pose…

Passivity indices have been widely adopted to derive distributed stability certificates for power systems. Nevertheless, conventional passivity indices remain scalar-valued even for multi-input-multi-output (MIMO) systems, which can…

Affine systems reachability is the basis of many verification methods. With further computation, methods exist to reason about richer models with inputs, nonlinear differential equations, and hybrid dynamics. As such, the scalability of…

We propose learning flexible but interpretable functions that aggregate a variable-length set of permutation-invariant feature vectors to predict a label. We use a deep lattice network model so we can architect the model structure to…

A bit-string model of biological life-histories is parallelized, with hundreds of millions of individuals. It gives the desired drastic decay of survival probabilities with increasing age for 32 age intervals.

Usually, methods evaluating system reliability require engineers to quantify the reliability of each of the system components. For series and parallel systems, there are some options to handle the estimation of each component's reliability.…

We address the problem of parameter estimation in models of systems biology from noisy observations. The models we consider are characterized by simultaneous deterministic nonlinear differential equations whose parameters are either taken…

Computational problem certificates are additional data structures for each output, which can be used by a-possibly randomized-verification algorithm that proves the correctness of each output. In this paper, we give an algorithm that…

This paper considers the pricing of equity-linked life insurance contracts with death and survival benefits in a general model with multiple stochastic risk factors: interest rate, equity, volatility, unsystematic and systematic mortality.…