相关论文: Convergence Analysis of Stochastic Kriging-Assiste…

Predictive risk scores estimating probabilities for a binary outcome on the basis of observed covariates are common across the sciences. They are frequently developed with the intent of avoiding the outcome in question by intervening in…

Reliability-based design optimization (RBDO) is traditionally formulated as a nested optimization and reliability problem. Although surrogate models are generally employed to improve efficiency, the approach remains computationally…

This work addresses the optimal covariance control problem for stochastic discrete-time linear time-varying systems subject to chance constraints. Covariance steering is a stochastic control problem to steer the system state Gaussian…

Motivation: In a predictive modeling setting, if sufficient details of the system behavior are known, one can build and use a simulation for making predictions. When sufficient system details are not known, one typically turns to machine…

Controlled experiments are widely used in many applications to investigate the causal relationship between input factors and experimental outcomes. A completely randomized design is usually used to randomly assign treatment levels to…

It is now common practice in nuclear engineering to base extensive studies on numerical computer models. These studies require to run computer codes in potentially thousands of numerical configurations and without expert individual controls…

There has been a split in the statistics community about the need for taking covariates into account in the design phase of a clinical trial. There are many advocates of using stratification and covariate-adaptive randomization to promote…

Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use…

We explore and illustrate the concept of ranked sparsity, a phenomenon that often occurs naturally in modeling applications when an expected disparity exists in the quality of information between different feature sets. Its presence can…

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Stochastic process discovery is concerned with deriving a model capable of reproducing the stochastic character of observed executions of a given process, stored in a log. This leads to an optimisation problem in which the model's parameter…

In randomized clinical trials, adjustments for baseline covariates at both design and analysis stages are highly encouraged by regulatory agencies. A recent trend is to use a model-assisted approach for covariate adjustment to gain…

Engineering design involves demanding models encompassing many decision variables and uncontrollable parameters. In addition, unavoidable aleatoric and epistemic uncertainties can be very impactful and add further complexity. The…

Simulation models often have parameters as input and return outputs to understand the behavior of complex systems. Calibration is the process of estimating the values of the parameters in a simulation model in light of observed data from…

Missing covariates in regression or classification problems can prohibit the direct use of advanced tools for further analysis. Recent research has realized an increasing trend towards the usage of modern Machine Learning algorithms for…

Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-stationary input distributions with regime-switching dynamics…

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

In spatial statistics, a common objective is to predict values of a spatial process at unobserved locations by exploiting spatial dependence. Kriging provides the best linear unbiased predictor using covariance functions and is often…

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Computer simulators are nowadays widely used to understand complex physical systems in many areas such as aerospace, renewable energy, climate modeling, and manufacturing. One fundamental issue in the study of computer simulators is known…