相关论文: Assessment of the lognormality assumption of seism…
We probe the foundations of causal structure inference experimentally. The causal structure concerns which events influence other events. We probe whether causal structure can be determined without intervention in quantum systems.…
The formation of cosmic structures is an important diagnostic for both the dynamics of the cosmological model and the underlying theory of gravity. At the linear level of these structures, certain degeneracies remain between different…
Nonlinear initial value turbulence simulations often exhibit large temporal variations in their dynamics. Quantifying the temporal uncertainty of turbulence simulation outputs is an important component of validating the simulation results…
In many situations it could be interesting to ascertain whether nonparametric regression curves can be grouped, especially when confronted with a considerable number of curves. The proposed testing procedure allows to determine groups with…
Empirical likelihood enables a nonparametric, likelihood-driven style of inference without restrictive assumptions routinely made in parametric models. We develop a framework for applying empirical likelihood to the analysis of experimental…
This paper introduces a likelihood ratio (LR)-type test that possesses the robustness properties of \(C(\alpha)\)-type procedures in an extremum estimation setting. The test statistic is constructed by applying separate adjustments to the…
Seeing the Earth crust as crisscrossed by faults filled with fluid at close to lithostatic pressures, we develop a model in which its elastic modulii are different in net tension versus compression. In constrast with standard nonlinear…
In nonparametric regression analysis, errors are possibly correlated in practice, and neglecting error correlation can undermine most bandwidth selection methods. When no prior knowledge or parametric form of the correlation structure is…
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…
Nearly all aspects of earthquake rupture are controlled by the friction along the fault that progressively increases with tectonic forcing, but in general cannot be directly measured. We show that fault friction can be determined at any…
This work provides a numerical calculation of shape gradients of failure probabilities for mechanical components using a first discretize, then adjoint approach. While deterministic life prediction models for failure mechanisms are not…
A new method for estimating structural equation models (SEM) is proposed and evaluated. In contrast to most other methods, it is based directly on the data, not on the covariance matrix of the data. The new approach is flexible enough to…
In the last fifteen the subset sampling method has often been used in reliability problems as a tool for calculating small probabilities. This method is extrapolating from an initial Monte Carlo estimate for the probability content of a…
This paper is a contribution to the development of a framework, to be used in the context of semiclassical canonical quantum gravity, in which to frame questions about the correspondence between discrete spacetime structures at "quantum…
As reliance on power networks has increased over the last century, the risk of damage from geomagnetically induced currents (GICs) has become a concern to utilities. The current state of the art in GIC modelling requires significant…
It is a market practice to express market-implied volatilities in some parametric form. The most popular parametrizations are based on or inspired by an underlying stochastic model, like the Heston model (SVI method) or the SABR model (SABR…
Article describes the results of the development and using of Rare-Event Monte-Carlo Simulation Algorithms for Dynamic Fault Trees Estimation. For Fault Trees estimation usually analytical methods are used (Minimal Cut sets, Markov Chains,…
The volatility of financial instruments is rarely constant, and usually varies over time. This creates a phenomenon called volatility clustering, where large price movements on one day are followed by similarly large movements on successive…
In this article, a failure mode dependent and thermodynamically consistent continuum damage model with polynomial-based damage hardening functions is proposed for continuum damage modeling of laminated composite panels. The damage model…
An arbitrarily reliable quantum computer can be efficiently constructed from noisy components using a recursive simulation procedure, provided that those components fail with probability less than the fault-tolerance threshold. Recent…