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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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165331496661 · Jun 202019922001200920172026
48 results for accelerated failure time

Proposes a new model for time-to-event prediction with uncertainty quantification.

problem Lack of uncertainty in time-to-event predictions using recurrent neural networks.
method Deep Kernel Accelerated Failure Time models combining RNN and sparse Gaussian Process.
result Model delivers better uncertainty estimates compared to related methods.

Proposes a new AFT model for nonlinear survival data.

problem Limited ability of classical AFT models to represent nonlinear relationships and handle complex covariate structures.
method Structured nonparametric extension using Kolmogorov--Arnold representations and unified censoring-adjusted losses.
result Method captures nonlinear effects and recovers linear structure when appropriate.

Economics tool predicts failure times in reliability systems.

problem Predicting optimal failure times in weighted k-out-of-n reliability systems with heterogeneous component failure.
method Using rational expectations to analyze and predict failure times in reliability systems with heterogeneous component failure.
result Different measures are optimal for predicting system failure depending on component failure distributions.

While autonomous vehicle (AV) technology has shown substantial progress, we still lack tools for rigorous and scalable testing. Real-world testing, the de-facto\textit{de-facto} evaluation method, is dangerous to the public. Moreover, due to the rare nature of failures, billions of miles of driving are needed to statisticall…

2019-12-08abs ↗pdf ↗

Deep unfolding accelerates MCMC-based COP solvers.

problem Optimizing combinatorial problems with MCMC and gradient descent.
method Combines MCMC and gradient descent, trains step sizes, uses variance estimation for non-differentiable MCMC.
result Significantly accelerates convergence speed for COPs.

Unified model predicts multi-mode failure with multi-sensor data.

problem Independent failure mode and RUL prediction ignores inherent relationship.
method Hierarchical Bayesian framework with Cox model, Gaussian process, and multinomial distributions.
result Robust uncertainty quantification and accurate prediction of multi-mode failure.

The paper develops deep learning models for personalized treatment rules in survival analysis.

problem Deriving optimal treatment rules for bivariate survival outcomes in randomized trials.
method Adaptive prediction-powered learning using deep neural networks and stochastic policies.
result Maximizes joint survival probability beyond fixed time points (t1,t2)(t_1, t_2).

Paper improves DNN accelerator robustness against bit errors with energy savings.

problem Bit errors in quantized DNN weights reduce energy efficiency.
method Combines robust fixed-point quantization, weight clipping, and random bit error training.
result Significantly improves robustness against random bit errors with high energy savings.

AFTNet uses a network-constrained Weibull model for biomarker discovery.

problem Discovering biomarkers from survival data with correlated predictors.
method Survival analysis method based on Weibull AFT model, incorporating network constraints and penalized likelihood for variable selection.
result Theoretical consistency and efficient algorithm for AFTNet estimator validated on synthetic and real data.

We aim to predict and explain service failures in supply-chain networks, more precisely among last-mile pickup and delivery services to customers. We analyze a dataset of 500,000 services using (1) supervised classification with Random Forests, and (2) Association Rules. Our classifier reaches an average sensitivity of…

2018-10-20abs ↗pdf ↗

Proposes a deep neural network for early disk drive failure prediction.

problem Early prediction of disk drive failure using multivariate time series sensor data.
method Enriched features derived from sensor data through transformations, combined with ensemble learning and deep neural network architecture.
result Significantly improved classification accuracy in predicting disk drive failure.

New method identifies critical states to improve RL agent explainability and speed.

problem Challenges in RL agent explainability and action selection timing.
method Identify critical states based on action-based variance in Q-function, prioritize exploitation on these states.
result Identified critical states accelerate RL in grid worlds and deep RL tasks.

A new method reduces the computational cost of Sinkhorn algorithm for OT and UOT problems.

problem High computational complexity of Sinkhorn algorithm for OT and UOT problems.
method Importance sparsification method called Spar-Sink to efficiently approximate entropy-regularized OT and UOT solutions.
result The method reduces computational cost from O(n2)O(n^2) to O~(n)\widetilde{O}(n), and is consistent under mild regularity conditions.

Framework predicts remaining useful life of DSH subsystems under unknown failure modes.

problem Predicting remaining useful life of DSH subsystems with unknown failure modes.
method Unsupervised framework using mixture of Gaussian regressions and Expectation-Maximization algorithm.
result Improved prediction accuracy and interpretability of RUL.

Study constructs balanced datasets for seismic failure prediction.

problem Imbalanced datasets limit machine learning performance in seismic failure prediction.
method Framework with three steps: GMF identification, probability density estimation, and sample transformation.
result Framework improves machine learning performance in seismic failure mode prediction.

SSH-Net: A Deep Neural Network for Predicting Failure Time Distribution Functions under Competing Risks with GPU Data

problem Predicting failure time distribution functions under competing risks
method Structured Segmented Hazard Deep Neural Network (SSH-Net)
result Prediction accuracy validated through simulation studies and GPU data

Machine learning predicts failure in brittle materials with high accuracy.

problem Predicting failure in brittle materials under repetitive loads.
method Phase-field model combined with supervised machine learning.
result Framework predicts failure with acceptable accuracy even in noisy data.

A new algorithm learns from failures to optimize under constraints efficiently.

problem Optimizing under unknown constraints with limited failure tolerance.
method Excursion search controls risk as a function of a failure budget.
result The algorithm achieves lower regret and uses failures budget more efficiently.

Accelerated gradient methods play a central role in optimization, achieving optimal rates in many settings. While many generalizations and extensions of Nesterov's original acceleration method have been proposed, it is not yet clear what is the natural scope of the acceleration concept. In this paper, we study accelera…

2016-03-14abs ↗pdf ↗

Bayesian DOE accelerates experimental design with improved efficiency.

problem Enhancing experimental design efficiency and reliability.
method Bayesian framework, conditional density estimation, informative data selection.
result Significantly improved computational efficiency of experimental design.

The paper calculates the likelihood of a financial market failure involving multiple major banks.

problem Estimating the probability of a market failure involving multiple globally important banks.
method Multivariate Cox process across G-SIBs, deriving various theorems on market failure probabilities.
result The probability of a market failure increases with the number of G-SIBs and is inevitable if there are too many.

HF-opt uses Hamiltonian dynamics to optimize functions, achieving accelerated rates with randomized integration time.

problem Optimizing functions efficiently and accelerating convergence rates.
method Randomized Hamiltonian flow (RHF) with accelerated convergence rates.
result RHGD achieves accelerated convergence rates similar to Nesterov's AGD.

In survival analysis, estimating the failure time distribution is an important and difficult task, since usually the data is subject to censoring. Specifically, in this paper we consider current status data, a type of data where all of the observations are censored. The format of the data is such that the failure time …

2015-05-05abs ↗pdf ↗

Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.

problem Accelerating convex optimization
method Hamiltonian dynamics
result Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.

Accelerators with power-law memory are proposed in the framework of the discrete time approach. To describe discrete accelerators we use the capital stock adjustment principle, which has been suggested by Matthews.The suggested discrete accelerators with memory describe the economic processes with the power-law memory …

2016-12-23abs ↗pdf ↗

Study identifies failure modes of machine learning models in out-of-distribution settings.

problem Machine learning models fail to generalize well to new, unseen data.
method Theoretical study of gradient-descent-trained linear classifiers on easy-to-learn tasks, followed by experiments on modern neural networks.
result Two failure modes of spurious correlations are uncovered: geometric and statistical.

An accurate model of a patient's individual survival distribution can help determine the appropriate treatment for terminal patients. Unfortunately, risk scores (e.g., from Cox Proportional Hazard models) do not provide survival probabilities, single-time probability models (e.g., the Gail model, predicting 5 year prob…

2018-11-28abs ↗pdf ↗

Proposes a federated learning approach for RUL prediction from nonparametric degradation and failure signals.

problem Cost-effective RUL prediction from limited, non-shared CM signals with unknown parametric forms.
method Joint modeling of nonlinear degradation signals and failure events using federated learning.
result Superior RUL prediction compared to alternatives, validated through simulations and real data.

New method finds failures in high-fidelity simulators with fewer steps.

problem Finding failures in high-fidelity simulators is expensive and impractical.
method Adaptive stress testing with backward algorithm adaptation from low-fidelity to high-fidelity.
result Significantly fewer high-fidelity simulation steps needed to find failures.