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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.

168,694 papers · 148 categories

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48 results for reliability engineering

Study defines and optimizes bank reliability using LR and PSO.

problem Lack of reliability concept in financial services.
method Logistic Regression (LR) for initial estimation, Particle Swarm Optimization (PSO) for optimization.
result Optimal financial ratios maximize bank reliability.

In many instances, information on engineering systems can be obtained through measurements, monitoring or direct observations of system performances and can be used to update the system reliability estimate. In structural reliability analysis, such information is expressed either by inequalities (e.g. for the observati…

2012-03-24abs ↗pdf ↗

Synthesizes machine learning applications in reliability and safety.

problem Navigating the fragmented literature on ML for reliability and safety.
method Overview of ML categories, review of applications, discussion of Deep Learning.
result Machine learning can provide novel insights and improve accident prevention.

New method for reliability analysis using multi-fidelity models.

problem Reliability analysis of complex systems with high computational costs.
method Adaptive Multi-fidelity Gaussian Process for Reliability Analysis (AMGPRA) with collective learning function (CLF).
result AMGPRA achieves similar or higher accuracy with reduced computational costs compared to state-of-the-art methods.

Study evaluates machine learning methods for large-scale network reliability, revealing ANN's and PR's performance.

problem Tackles the NP-hard problem of approximating binary-state network reliability for large-scale systems.
method Compares 20 machine learning methods across three reliability regimes and evaluates their performance on large-scale networks.
result Large-scale networks with arc reliability ≥ 0.9 exhibit near-unity system reliability, enabling computational simplifications.

Adaptive BO improves solder joint reliability by 3% with half the computational cost.

problem Improving solder joint reliability under thermomechanical loading.
method Adaptive Bayesian optimization with Gaussian process regression.
result Adaptive BO outperforms regular BO by 3% on average at any given computational budget.

In the field of structural reliability, the Monte-Carlo estimator is considered as the reference probability estimator. However, it is still untractable for real engineering cases since it requires a high number of runs of the model. In order to reduce the number of computer experiments, many other approaches known as …

2011-04-18abs ↗pdf ↗

Proposes a model for predicting events from event streams.

problem Predicting events like part replacement and failure in manufacturing and teleservice systems.
method Non-parametric prognostic framework using MGCP modulated Poisson processes.
result MGCP prior facilitates sharing of information and analysis of flexible event patterns.

Bayesian model identifies skill difficulties and student subgroups in engineering education.

problem Identifying and supporting diverse student needs in entry-level university engineering modules.
method Hierarchical Bayesian modeling of student response data.
result Clear patterns of skill mastery and distinct student subgroups identified.

SCOPE-FE improves feature engineering efficiency for high-dimensional datasets.

problem Expanding and reducing feature space in tabular learning becomes computationally expensive with increased dimensionality.
method SCOPE-FE controls the search space by regulating operator and feature-pair spaces, using OperatorProbing and FeatureClustering.
result SCOPE-FE reduces feature engineering time while maintaining competitive predictive performance.

Safe active learning for multi-output Gaussian processes reduces data acquisition costs and ensures safety.

problem Expensive data acquisition and safety concerns in multi-output regression problems.
method Proposes a safe active learning approach considering data informativeness and safety constraints.
result Improved convergence compared to competitors on simulated and real-world datasets.

Deep neural networks have been increasingly used in software engineering and program analysis tasks. They usually take a program and make some predictions about it, e.g., bug prediction. We call these models neural program analyzers. The reliability of neural programs can impact the reliability of the encompassing anal…

2019-08-25abs ↗pdf ↗

CoNBONet improves reliability analysis of complex systems with fast, energy-efficient predictions.

problem Time-dependent reliability analysis of nonlinear systems under stochastic excitations is computationally demanding.
method CoNBONet combines deep operator networks with neuroscience-inspired neuron models for fast, energy-efficient inference.
result CoNBONet provides reliable coverage of failure probabilities with theoretical guarantees.

Mathematical advances needed for Digital Twins, differing from traditional models.

problem Foundational mathematical advances required for Digital Twins.
method Multi-scale, multi-physics modeling and coupling, different reliability criteria and uncertainty assessments.
result AI/ML methods can perform well in biomedical problems but fail in simple engineering systems.

Probabilistic SR method speeds up high-fidelity simulations with reliable uncertainty estimates.

problem Lack of reliable uncertainty quantification in deep-learning based SR methods.
method Statistical Finite Element Method and energy-based generative modeling.
result Efficient high-resolution predictions with inherent uncertainty estimates.

The ACCRU framework improves probabilistic forecasts by capturing input-dependent uncertainty.

problem Uncertainty in deterministic predictions, especially for skewed and non-Gaussian errors.
method Neural network trained with a loss function balancing accuracy and reliability to learn input-dependent, non-Gaussian uncertainty distributions.
result Improves probabilistic forecasts relative to existing methods, capturing skewed and non-Gaussian errors.

A framework integrates machine learning with robust control for safer, more reliable systems.

problem Combining machine learning with robust control for systems with stringent safety and reliability requirements.
method Integrates Gaussian Process Regression and state-of-the-art robust controller synthesis within a framework that provides rigorous guarantees.
result Demonstrated improved performance with more data while maintaining rigorous guarantees.

The paper proposes an AI and IIoT framework for improved maintenance.

problem Current maintenance practices need improvement with AI and IIoT.
method Review of reliability modeling, introduction of Intelligent Maintenance framework, and novel probabilistic deep learning approach.
result Demonstrated novel probabilistic deep learning reliability modelling in Turbofan Engine Degradation Dataset.

Neural process model improves real-time condition monitoring signal prediction.

problem Real-time adaptation for complex condition monitoring signals.
method Label-aware neural processes encoding and reconstruction.
result Advantages in real-time adaptation, enhanced signal prediction with uncertainty quantification, and joint prediction for labels and signals.

A new method estimates rare failure events in complex systems.

problem Estimating the probability of rare failure events in non-linear systems.
method Stochastic Spectral Embedding (SSE) combined with modifications for efficient rare event estimation.
result Rare failure probability decomposed into conditional probabilities for easier computation.

Paper proposes hybrid machine learning for tuning first principles models in engineering systems.

problem Inaccurate first principles models in process engineering due to changing conditions.
method Hybrid machine learning framework using Bayesian Neural Networks.
result Uncertainty estimates improve operation decisions in multiphase flow modeling.

Active researches are currently being performed to incorporate the wealth of scientific knowledge into data-driven approaches (e.g., neural networks) in order to improve the latter's effectiveness. In this study, the Theory-guided Neural Network (TgNN) is proposed for deep learning of subsurface flow. In the TgNN, as s…

2019-10-24abs ↗pdf ↗

Safe Bayesian optimization tackles safety constraints in control engineering.

problem Handling safety constraints in parameter tuning of control systems.
method Lipschitz-only Safe Bayesian Optimization (LoSBO) and LoS-GP-UCB.
result SafeBO algorithms can violate safety constraints due to unreliable uncertainty bounds.

Unified framework for robust causal directionality in quantum systems under MNAR observation.

problem Determining causal directionality in quantum systems under MNAR observation.
method Integrates CVAE-based latent constraints, MNAR-aware selection models, GEE-stabilized regression, penalized empirical likelihood, and Bayesian optimization.
result Achieves lower bias and variance, near-nominal coverage, and superior quantum-specific diagnostics.

Paper uses PCE to quantify ML model and input uncertainties.

problem Accurately quantify and propagate combined uncertainties in ML predictions.
method Polynomial Chaos Expansion (PCE) for joint input and model uncertainty.
result Efficient and accurate calculation of output variability and sensitivity.

Structural reliability methods aim at computing the probability of failure of systems with respect to some prescribed performance functions. In modern engineering such functions usually resort to running an expensive-to-evaluate computational model (e.g. a finite element model). In this respect simulation methods, whic…

2011-05-03abs ↗pdf ↗

The paper presents a method to assign accurate and calibrated uncertainties to deterministic model predictions.

problem Assigning uncertainties to deterministic model predictions.
method Transforming deterministic predictions into probabilistic ones using a cost function that balances accuracy and reliability.
result The method improves the reliability of probabilistic predictions without sacrificing accuracy.

Method quantifies sensitivity of reliability analysis to uncertainty sources.

problem Computational expense in reliability analysis of complex models.
method Gaussian process surrogate model, active learning, sensitivity analysis.
result Reduces main source of error in estimating rare event probabilities.

ALPE improves mid-price forecasting in HFT with real-time data.

problem Real-time mid-price forecasting in high-frequency trading.
method Adaptive Learning Policy Engine (ALPE) using RL and adaptive epsilon decay.
result ALPE outperforms other models in mid-price forecasting.

Predicts next actions in soccer possessions using path signatures.

problem Predicting next actions in soccer possessions with high accuracy.
method Leveraging path signatures to encode spatio-temporal structure of recent possessions, avoiding manual feature engineering.
result Our approach outperforms transformer-based benchmarks across various loss metrics and reduces computational cost.

Benchmark evaluates AI-generated financial QA hallucinations, highlighting system vulnerabilities.

problem Ensuring factual accuracy of AI-generated financial QA outputs.
method Developed a benchmark dataset and evaluated six detection methods under clean and noisy conditions.
result LLM-based judges and embedding methods perform best, but degrade under noisy conditions.

CRATOS clusters time series for efficient anomaly detection.

problem No clear boundary between normal and anomalous behaviors in time series.
method CRATOS clusters time series, then uses evolutionary algorithms to find best anomaly detection methods.
result Significantly reduces development and maintenance costs of anomaly detection.