A Longitudinal Attribute-Conditioned Neural Network (LANTERN) framework for modeling health-state transition probabilities in irregular longitudinal data.
problem Estimating long-term care transition probabilities in irregular longitudinal health data.
method A neural network that learns from individual health history, incorporates time elapsed, and conditions on demographic and socioeconomic attributes.
result Improves severe disability discrimination and maintains strong calibration.
The paper develops a valuation framework for GLWB-LTC contracts with Levy dynamics and stochastic interest rates.
problem Valuation of GLWB-LTC contracts with financial guarantees, longevity protection, and health-contingent LTC payments.
method Coupling a recombining Hull-White trinomial tree with an IMEX finite difference scheme, incorporating a seven-state health model.
result Hybrid tree-IMEX method delivers stable long-maturity prices consistent with simulation benchmarks.
The opioid epidemic in the United States claims over 40,000 lives per year, and it is estimated that well over two million Americans have an opioid use disorder. Over-prescription and misuse of prescription opioids play an important role in the epidemic. Individuals who are prescribed opioids, and who are diagnosed wit…
Personalized predictive medicine necessitates the modeling of patient illness and care processes, which inherently have long-term temporal dependencies. Healthcare observations, recorded in electronic medical records, are episodic and irregular in time. We introduce DeepCare, an end-to-end deep dynamic neural network t…
The huge wealth of data in the health domain can be exploited to create models that predict development of health states over time. Temporal learning algorithms are well suited to learn relationships between health states and make predictions about their future developments. However, these algorithms: (1) either focus …
The paper analyzes optimal timing for converting wealth into annuities in the presence of a mortality shock.
problem Optimal timing for converting retirement wealth into annuities under a mortality risk.
method Derives explicit closed-form solutions for value function and optimal stopping boundaries.
result The optimal strategy depends on the interplay between annuity attractiveness, investment returns, and bequest motives.
Discriminative classifiers improve decision-making in SHM systems.
problem Lack of descriptive labels for SHM data.
method Risk-based active learning with discriminative classifiers.
result Discriminative classifiers offer improved robustness and reduced inspection costs.
Risk-based active learning improves SHM decision-making.
problem Lack of prior labels for structural health monitoring.
method Risk-based active learning approach to guide data labeling.
result Improves decision-maker's performance in SHM.
Model evaluates insurance risk using thermodynamic principles.
problem Risk of lapses due to adverse selection in insurance.
method Collective model with diffusion process influenced by statistical mechanics.
result Derives level premium to evaluate insurance risk.
The field of mobile health aims to leverage recent advances in wearable on-body sensing technology and smart phone computing capabilities to develop systems that can monitor health states and deliver just-in-time adaptive interventions. However, existing work has largely focused on analyzing collected data in the off-l…
Predicting unscheduled breakdowns of plasma etching equipment can reduce maintenance costs and production losses in the semiconductor industry. However, plasma etching is a complex procedure and it is hard to capture all relevant equipment properties and behaviors in a single physical model. Machine learning offers an …
Blood lactate concentration is a strong indicator of mortality risk in critically ill patients. While frequent lactate measurements are necessary to assess patient's health state, the measurement is an invasive procedure that can increase risk of hospital-acquired infections. For this reason we formally define the prob…
The health state assessment and remaining useful life (RUL) estimation play very important roles in prognostics and health management (PHM), owing to their abilities to reduce the maintenance and improve the safety of machines or equipment. However, they generally suffer from this problem of lacking prior knowledge to …
For a learning task, data can usually be collected from different sources or be represented from multiple views. For example, laboratory results from different medical examinations are available for disease diagnosis, and each of them can only reflect the health state of a person from a particular aspect/view. Therefor…
Deep learning improves oilfield equipment maintenance and reduces downtime.
problem Predicting equipment failure in oilrigs to minimize downtime.
method Developed and tested neural networks on oilfield datasets, using data processing and feature extraction.
result Deep learning can predict oilfield equipment failure with reduced downtime.
HMRNN combines HMMs and neural networks for Alzheimer's disease forecasting.
problem Improving disease progression modeling with hidden states not fully known.
method Developed HMRNN combining HMMs and recurrent neural networks.
result HMRNN improves disease forecasting and offers novel clinical interpretation.
Framework combines HMM and MTGCN for spatiotemporal causal inference in clinical data.
problem Challenges in observing direct treatment effects in clinical domains.
method Integrates Hidden Markov Model and Multi Task and Multi Graph Convolutional Network for spatiotemporal data.
result Advances predictive causal inference by structurally adapting to spatiotemporal complexities.
Clinical researchers use disease progression models to understand patient status and characterize progression patterns from longitudinal health records. One approach for disease progression modeling is to describe patient status using a small number of states that represent distinctive distributions over a set of obser…
Prognostics or early detection of incipient faults is an important industrial challenge for condition-based and preventive maintenance. Physics-based approaches to modeling fault progression are infeasible due to multiple interacting components, uncontrolled environmental factors and observability constraints. Moreover…
The paper addresses sampling bias in risk-based active learning.
problem Sampling bias in active learning leads to poor decision-making performance.
method The paper uses a semi-supervised Gaussian mixture model with an EM algorithm to counteract sampling bias.
result The EM algorithm effectively incorporates pseudo-labels for unlabelled data, reducing sampling bias.
Develops methods to simulate rare transitions in molecular systems.
problem Rare transitions between metastable states in molecular systems are difficult to study due to limited data.
method Two novel methods: chain-based and midpoint-based approaches.
result Demonstrates effectiveness of methods in both data-rich and data-scarce scenarios.
The paper models market crashes as phase transitions, finding dynamic transitions offer better predictions.
problem Understanding and predicting extreme financial events like market crashes.
method Employing phase transition theory, focusing on endogenous crashes, and comparing DPT, CPT, and SPT.
result Dynamic phase transitions provide more accurate predictions of market crashes compared to critical and stochastic models.
This paper establishes an equivalence between transitive double Lie algebroids and core diagrams.
problem Understanding and characterizing transitive double Lie algebroids.
method Using core diagrams and equivalence of transitive core diagrams with transitive double Lie groupoids.
result Transitive double Lie algebroids are completely determined by their core diagrams.
This paper shows semi-equivelar toroidal maps are vertex-transitive covers.
problem Understanding the relationship between semi-equivelar and vertex-transitive toroidal maps.
method Proving semi-equivelar toroidal maps are quotients of vertex-transitive toroidal maps.
result Each semi-equivelar toroidal map has a finite vertex-transitive cover.
Two-dimensional transition rates improve life insurance reserve calculations.
problem Calculating life insurance reserves with Markov assumptions.
method Introducing two-dimensional forward and backward transition rates.
result Two-dimensional transition rates enable more accurate reserve calculations.
Machine learning approximates phase transitions using Fisher information.
problem Understanding phase transitions from data using machine learning.
method Information geometry and Fisher information.
result Machine learning indicators approximate the square root of Fisher information.
Double-well transitions are stiffer than minimal surfaces.
problem Rigidity of double-well phase transitions compared to minimal hypersurfaces.
method Comparison of rigidity properties between double-well phase transitions and minimal hypersurfaces.
result Double-well phase transitions exhibit more rigidity than minimal hypersurfaces.
Dual-T method improves transition matrix estimation in noisy label learning.
problem Large estimation error in noisy class posterior leads to poor transition matrix estimation.
method Introducing an intermediate class to avoid direct estimation of noisy class posterior, factorizing the transition matrix into two easier-to-estimate matrices.
result The dual-T estimator leads to better classification performances.
Defines SETR to measure carbon transition risk for investors.
problem Difficulty in measuring the magnitude of carbon transition risk for investors.
method Defines Single Event Transition Risk (SETR) and illustrates its use.
result SETR can approximate the magnitude of low-carbon transition risk.
New algorithm achieves data-dependent regret bounds in MDPs with unknown transitions.
problem Achieving best-of-both-worlds guarantees with data-dependent regret bounds in MDPs with unknown transitions.
method Optimistic follow-the-regularized-leader algorithm with new optimistic Q-function estimators and transition bonus.
result First-order, second-order, and path-length bounds with polylog(T) regret in the stochastic regime.
Develops a flexible model for regime transitions in time series data.
problem Nonlinear and context-dependent regime transitions in time series data.
method Semi-parametric state-space model with learned transition functions.
result Improved recovery of nonlinear transition dynamics and earlier detection of regime changes.
Study measures investment funds' climate transition risk, finds moderate losses.
problem Measuring the impact of climate transition on investment portfolios.
method Comprehensive framework using geographical, sectoral, company and ISIN-level data.
result Investment funds suffer a moderate 5.7% loss in high transition risk scenario.
Study shows continuity of non-Kähler Calabi-Yau conifold transitions.
problem Understanding the geometry of Calabi-Yau conifold transitions.
method Use of balanced and Hermitian-Yang-Mills metrics to analyze conifold transitions.
result The conifold transition is continuous in the Gromov-Hausdorff topology.
If a given behavior of a multi-agent system restricts the phase variable to a invariant manifold, then we define a phase transition as change of physical characteristics such as speed, coordination, and structure. We define such a phase transition as splitting an underlying manifold into two sub-manifolds with distinct…
Study shows Elo models fail to accurately measure transitive strength in competitive games.
problem Elo models fail to correctly identify the transitive component in real-world competitive games.
method Investigated the challenge of identifying the transitive component in games, proposed an extension of the Elo score.
result Disc ranking system assigns two scores: skill and consistency.
Proves robust transitivity for geodesic flows from metrics with conjugate points.
problem Transitivity of geodesic flows from metrics with conjugate points.
method General criterion for robust transitivity of partially hyperbolic geodesic flows.
result First example of a C2 open set of Riemannian metrics with conjugate points and transitive geodesic flow. New method improves robustness of deep learning with noisy labels.
problem Robust deep learning on corrupted labels with noisy samples.
method Meta-transition adaptation through clean meta data guidance.
result More accurate estimation of noise transition matrix and classifier parameters.
We present a continuous-time maximum likelihood estimation methodology for credit rating transition probabilities, taking into account the presence of censored data. We perform rolling estimates of the transition matrices with exponential time weighting with varying horizons and discuss the underlying dynamics of trans…
We address the problem of necessary conditions and topological obstructions for the existence of robustly transitive maps on surfaces. Concretely, we show that partial hyperbolicity is a necessary condition in order to have C1 robustly transitive endomorphisms with critical points on surfaces, and the only surfaces …
Paper presents a data preprocessing method for PHM models.
problem Lack of consistent data preprocessing for PHM applications.
method Comprehensive pipeline for sensor data preprocessing.
result Creation of clean data sets for training machinery health state classifiers.
We generalized the periodic links to \emph{transitive} links in a 3-manifold M. We find a complete classification theorem of transitive links in a 3-dimensional sphere R3. We study these links from several different aspects including polynomial invariants using the relation between link polynomials of…
Develops a new framework for conditional independence.
problem Generalizing previous notions of conditional independence.
method Introduces transition probability spaces and transitional random variables.
result Satisfies all desired relevance relations except symmetry.
A new method for ILO with transition model disparity using an intermediary policy.
problem Learning tasks from expert observations with different transition dynamics.
method Training an intermediary policy to match the state transitions of the expert dataset.
result Our method outperforms existing ILO approaches with transition model mismatch.
The paper studies phase transitions in Information Bottleneck for representation learning.
problem Understanding the behavior of compression and prediction terms in IB objective.
method Studied phase transitions in IB objective using second-order calculus of variations and Fisher information matrix.
result IB phase transitions correspond to learning new classes and are related to maximum correlation between input and target orthogonal to the learned representation.
This paper identifies and estimates the label noise transition matrix without ground truth labels.
problem Learning with noisy labels and identifying the noise transition matrix.
method Building on Kruskal's identifiability results, the paper characterizes the identifiability of the label noise transition matrix for the generic case at the instance level.
result The necessity of multiple noisy labels in identifying the noise transition matrix for the generic case at the instance level.
ISOKANN learns collective variables and effective dynamics for metastable transitions.
problem Understanding metastable transitions in complex molecular systems.
method Integrates Koopman operators with neural networks to extract CVs and effective dynamics.
result Reconstructs coarse-grained kinetics and reproduces transition times across barriers.
Paper models transition risk using jump-diffusion model to price credit swaps.
problem Capturing transition risk in financial markets.
method Calibrated jump-diffusion model to CDS term structure, using quantile regression.
result Jump-diffusion model captures transition risk, jumps represent green policies.
In this paper, we prove the existence of certain symplectic conifold transitions on all CP1-bundles over symplectic 4--manifolds, which generalizes Smith, Thomas and Yau's examples of symplectic conifold transitions on trivial CP1-bundles over Kähler surfaces. Our main result is to determine the diffeomorphis…