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Survival models are used to analyze time-to-event data in a variety of disciplines. Proportional hazard models provide interpretable parameter estimates, but proportional hazards assumptions are not always appropriate. Non-parametric models…

统计方法学 · 统计学 2022-07-08 Richard D. Payne , Nilabja Guha , Bani K. Mallick

Ellipsoidal tube-based model predictive control methods effectively account for the propagation of the reachable set, typically employing linear feedback policies. In contrast, scenario-based approaches offer more flexibility in the…

系统与控制 · 电气工程与系统科学 2025-09-17 Moritz Heinlein , Florian Messerer , Moritz Diehl , Sergio Lucia

Built upon the risk analysis methodology (presented in the part I paper), this part II paper focuses on applying this methodology. Five illustrative scenarios were used to analyze the best or worst cases and compare the transportation risk…

应用统计 · 统计学 2022-08-08 Di Kang , Jiaxi Zhao , C. Tyler Dick , Xiang Liu , Zheyong Bian , Steven W. Kirkpatrick , Chen-Yu Lin

Under the Basel II standards, the Operational Risk (OpRisk) advanced measurement approach allows a provision for reduction of capital as a result of insurance mitigation of up to 20%. This paper studies the behaviour of different insurance…

风险管理 · 定量金融 2010-11-04 Gareth W. Peters , Aaron D. Byrnes , Pavel V. Shevchenko

Reachability analysis is a powerful tool when it comes to capturing the behaviour, thus verifying the safety, of autonomous systems. However, general-purpose methods, such as Hamilton-Jacobi approaches, suffer from the curse of…

最优化与控制 · 数学 2022-10-27 Alessandro Alla , Peter M. Dower , Vincent Liu

Given only positive examples and unlabeled examples (from both positive and negative classes), we might hope nevertheless to estimate an accurate positive-versus-negative classifier. Formally, this task is broken down into two subtasks: (i)…

机器学习 · 计算机科学 2021-11-02 Saurabh Garg , Yifan Wu , Alex Smola , Sivaraman Balakrishnan , Zachary C. Lipton

Classically, risk is characterized by a point value probability indicating the likelihood of occurrence of an adverse effect. However, there are domains where the attainability of objective numerical risk characterizations is increasingly…

人工智能 · 计算机科学 2013-02-21 Paul J. Krause , John Fox , Philip Judson

The Basel Committee on Banking Supervision proposed replacing all approaches for operational risk capital, including the Advanced Measurement Approach (AMA), with a simplified formula called the Standardized Measurement Approach (SMA). This…

风险管理 · 定量金融 2025-02-04 Omar Briceno Cruzado

To evaluate the calibration of a disease risk prediction tool, the quantity $E/O$, i.e., the ratio of the expected number of events to the observed number of events, is generally computed. However, because of censoring, or more precisely…

应用统计 · 统计学 2007-10-30 V. Viallon , J. Benichou , F. Clavel-Chapelon , S. Ragusa

Fault Tree analysis is a widely used failure analysis methodology to assess a system in terms of safety or reliability in many industrial application domains. However, with Fault Tree methodology there is no possibility to express a…

软件工程 · 计算机科学 2021-06-02 Marc Zeller , Francesco Montrone

Cybersecurity risk management consists of several steps including the selection of appropriate controls to minimize risks. This is a difficult task that requires to search through all possible subsets of a set of available controls and…

密码学与安全 · 计算机科学 2024-10-14 Majid Mollaeefar , Silvio Ranise

Advanced classification algorithms are being increasingly used in safety-critical applications like health-care, engineering, etc. In such applications, miss-classifications made by ML algorithms can result in substantial financial or…

机器学习 · 计算机科学 2024-12-06 Disha Ghandwani , Neeraj Sarna , Yuanyuan Li , Yang Lin

The probability of rare and extreme events is an important quantity for design purposes. However, computing the probability of rare events can be expensive because only a few events, if any, can be observed. To this end, it is necessary to…

计算物理 · 物理学 2020-01-08 Malik Hassanaly , Venkat Raman

We used Bayesian methods to compare the predictions of probabilistic risk assessment -- the theoretical tool used by the nuclear industry to predict the frequency of nuclear accidents -- with empirical data. The existing record of accidents…

物理与社会 · 物理学 2016-03-10 Suvrat Raju

Since cascading outages are major threats to power systems, it is important to reduce the risk of potential cascading outages. In this paper, a risk management method of cascading outages based on Markovian tree search is proposed. With the…

系统与控制 · 计算机科学 2017-11-07 Rui Yao , Kai Sun , Feng Liu , Shengwei Mei

Attack-defense trees are a novel methodology for graphical security modeling and assessment. The methodology includes visual, intuitive tree models whose analysis is supported by a rigorous mathematical formalism. Both, the intuitive and…

密码学与安全 · 计算机科学 2012-10-31 Barbara Kordy , Sjouke Mauw , Patrick Schweitzer

Piecewise deterministic Markov processes (PDMPs) can be used to model complex dynamical industrial systems. The counterpart of this modeling capability is their simulation cost, which makes reliability assessment untractable with standard…

统计计算 · 统计学 2023-06-08 Guillaume Chennetier , Hassane Chraibi , Anne Dutfoy , Josselin Garnier

This paper considers the problem of distinguishing between classical and quantum domains in macroscopic phenomena using tests based on probability and it presents a condition on the ratios of the outcomes being the same (Ps) to being…

量子物理 · 物理学 2014-02-11 Subhash Kak

To study electronic transport through chaotic quantum dots, there are two main theoretical approachs. One involves substituting the quantum system with a random scattering matrix and performing appropriate ensemble averaging. The other…

数学物理 · 物理学 2013-11-21 G. Berkolaiko , J. Kuipers

In this paper, we develop a semiparametric sensitivity analysis approach designed to address unmeasured confounding in observational studies with time-to-event outcomes. We target estimation of the marginal distributions of potential…

统计方法学 · 统计学 2025-11-21 Linda Amoafo , Shiyao Xu , Elizabeth Platz , Daniel Scharfstein