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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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141283424565 · Jun 202019922001200920172026
48 results for failure distribution

Brain uses synaptic failure to sample from posterior distributions.

problem Bayesian inference in the brain's probabilistic computations.
method Adapting synaptic failure to sample posterior predictive distributions.
result Synaptic failure enables sampling of complete posterior predictive distributions.

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.

New research shows Byzantine failures hurt generalization more than data poisoning in robust distributed learning.

problem Generalization in robust distributed learning algorithms under Byzantine failures vs. data poisoning.
method Algorithmic stability analysis of robust distributed learning algorithms.
result Byzantine failures yield strictly worse generalization rates than data poisoning.

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.

This research improves asset life prediction by integrating deep learning with mixture distributions.

problem Predicting residual useful life for assets with multiple failure modes.
method Integrates mixture (log)-location-scale distribution with deep learning.
result Proposed models outperform existing methods in predicting residual useful life.

We develop a new method to estimate failure probabilities in complex systems.

problem Estimating failure probabilities in safety-critical autonomous systems is challenging due to the rarity of failures and large state spaces.
method We propose an adaptive importance sampling algorithm that minimizes forward Kullback-Leibler divergence and uses Markov score ascent methods.
result Our method provides more accurate failure probability estimates than existing techniques.

Study extreme-case Value-at-Risk under IFR distributions, providing guidance for risk management.

problem Understanding extreme-case risk measures under distributional ambiguity and increasing failure rate.
method Characterized extreme-case range Value-at-Risk under mean and variance constraints with increasing failure rate.
result Characterized specific characteristics of extreme-case distributions under IFR constraints.

New approach uses dynamic programming to efficiently discover failures in autonomous vehicle simulations.

problem Efficiently discovering rare failure events in autonomous vehicle simulations.
method Approximate dynamic programming and scene decomposition to estimate failure distribution.
result Increased number of failures discovered compared to baseline approaches.

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.

New algorithm estimates eigenspace with faulty nodes, matching performance of existing methods.

problem Estimating eigenspace in distributed systems with node failures.
method Develops an eigenspace estimation algorithm for distributed environments with arbitrary node failures.
result Matches performance of existing non-robust estimator up to an additive error.

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

DG separates successes and failures by gating updates with advantage and surprisal.

problem Negative learning from surprising data in distributed reinforcement learning.
method DG gates each update with the product of advantage and surprisal, suppressing failures and preserving successes.
result DG outperforms other methods in various challenging reinforcement learning tasks.

Predict water pipe failures using machine learning and survival analysis.

problem Difficulty in accessing water pipes for maintenance.
method Classical and modern classifiers for short-term prediction, survival analysis for long-term forecast, and oversampling technique for imbalanced data.
result Identifies important risk factors for water pipe failures.

Active Kriging Monte Carlo simulation method with conformal certification for failure probability estimation

problem Failure probability estimation in structural reliability analysis
method Active learning framework with conformal prediction
result Improved uncertainty quantification and reliability of failure probability estimates

We identify and study two common failure modes for early training in deep ReLU nets. For each we give a rigorous proof of when it occurs and how to avoid it, for fully connected and residual architectures. The first failure mode, exploding/vanishing mean activation length, can be avoided by initializing weights from a …

2018-03-05abs ↗pdf ↗

Failure of the main argument for the use of heavy tailed distribution in Finance is given. More precisely, one cannot observe so many outliers for Cauchy or for symmetric stable distributions as we have in reality. keywords:outliers; financial indexes; heavy tails; Cauchy distribution; stable distributions

2015-12-30abs ↗pdf ↗

Proposes a federated learning approach for industrial asset failure prediction.

problem Lack of data and privacy concerns in industrial prognostics.
method Two-stage federated learning: dimension reduction and parameter estimation.
result Validated the approach using simulated and real data.

New approach combines invariance and information bottleneck for OOD generalization.

problem OOD generalization failures in classification tasks.
method Revisit linear regression tasks, prove information bottleneck constraint necessary, propose combined approach.
result Combined invariance and information bottleneck approach improves OOD generalization.

The study diagnoses fairness issues in healthcare models under distribution shifts.

problem Understanding and diagnosing fairness changes in machine learning models under distribution shifts in healthcare.
method Causal framing and conditional independence tests to characterize distribution shifts.
result Knowledge of distribution shifts helps diagnose fairness transfer failures, including complex cases.

DFMR improves robustness of learning finite mixture models in distributed settings.

problem Learning finite mixture models in distributed settings with Byzantine failures.
method DFMR leverages pairwise L2 distances to filter and retain local estimates, ensuring robust aggregation.
result DFMR achieves optimal convergence rate and asymptotic equivalence to global maximum likelihood estimate.

We consider a model of contagion in financial networks recently introduced in the literature, and we characterize the effect of a few features empirically observed in real networks on the stability of the system. Notably, we consider the effect of heterogeneous degree distributions, heterogeneous balance sheet size and…

2011-09-06abs ↗pdf ↗

The growth of data, the need for scalability and the complexity of models used in modern machine learning calls for distributed implementations. Yet, as of today, distributed machine learning frameworks have largely ignored the possibility of arbitrary (i.e., Byzantine) failures. In this paper, we study the robustness …

2017-03-08abs ↗pdf ↗

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 ↗

Machine learning models fail due to concept and data drift during pandemic.

problem Machine learning models trained before the pandemic are unreliable during the pandemic.
method Detect and diagnose concept and data drift in models.
result Model resilience and robustness are crucial for future predictions.

Develops a method for causal inference in recurrent event data with terminal failure.

problem Causal inference in recurrent event data with a terminal event.
method Multiply robust estimation framework for causal inference.
result Proposes an estimator for the expected number of recurrent events and failure survival function.

Although standard economics textbooks are seldom interested in production networks, modern economies are more and more based upon suppliers/customers interactions. One can consider entire sectors of the economy as generalised supply chains. We will take this view in the present paper and study under which conditions lo…

2005-07-13abs ↗pdf ↗

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 ↗

VAE struggles with distribution class sharpness, which can be learned dynamically.

problem VAE struggles with distribution class sharpness, leading to blurry reconstructions.
method Established that VAE fails if distribution class sharpness does not match data scale. Suggested learning distribution sharpness dynamically.
result Dynamic adjustment of distribution sharpness improves VAE performance, escaping local optima.

Complex non-linear interactions between banks and assets we model by two time-dependent Erdős Renyi network models where each node, representing bank, can invest either to a single asset (model I) or multiple assets (model II). We use dynamical network approach to evaluate the collective financial failure---systemic ri…

2014-03-22abs ↗pdf ↗

A federated model predicts failures using multi-stream incomplete data.

problem Insufficient data for reliable prognostic models in multi-stream applications.
method Federated data fusion, multivariate functional principal component analysis, (log)-location-scale regression model, federated algorithm.
result Performance is as good as classic non-federated models and better than individual models.