952 resultados para ruin probability
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Starting from a local problem with finding an archival clip on YouTube, this paper expands to consider the nature of archives in general. It considers the technological, communicative and philosophical characteristics of archives over three historical periods: 1) Modern ‘essence archives’ – museums and galleries organised around the concept of objectivity and realism; 2) Postmodern mediation archives – broadcast TV systems, which I argue were also ‘essence archives,’ albeit a transitional form; and 3) Network or ‘probability archives’ – YouTube and the internet, which are organised around the concept of probability. The paper goes on to argue the case for introducing quantum uncertainty and other aspects of probability theory into the humanities, in order to understand the way knowledge is collected, conserved, curated and communicated in the era of the internet. It is illustrated throughout by reference to the original technological 'affordance' – the Olduvai stone chopping tool.
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We demonstrate a modification of the algorithm of Dani et al for the online linear optimization problem in the bandit setting, which allows us to achieve an O( \sqrt{T ln T} ) regret bound in high probability against an adaptive adversary, as opposed to the in expectation result against an oblivious adversary of Dani et al. We obtain the same dependence on the dimension as that exhibited by Dani et al. The results of this paper rest firmly on those of Dani et al and the remarkable technique of Auer et al for obtaining high-probability bounds via optimistic estimates. This paper answers an open question: it eliminates the gap between the high-probability bounds obtained in the full-information vs bandit settings.
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We present a modification of the algorithm of Dani et al. [8] for the online linear optimization problem in the bandit setting, which with high probability has regret at most O ∗ ( √ T) against an adaptive adversary. This improves on the previous algorithm [8] whose regret is bounded in expectation against an oblivious adversary. We obtain the same dependence on the dimension (n 3/2) as that exhibited by Dani et al. The results of this paper rest firmly on those of [8] and the remarkable technique of Auer et al. [2] for obtaining high probability bounds via optimistic estimates. This paper answers an open question: it eliminates the gap between the high-probability bounds obtained in the full-information vs bandit settings.
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An introduction to thinking about and understanding probability that highlights the main pits and trapfalls that befall logical reasoning
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An introduction to elicitation of experts' probabilities, which illustrates common problems with reasoning and how to circumvent them during elicitation.
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An introduction to eliciting a conditional probability table in a Bayesian Network model, highlighting three efficient methods for populating a CPT.
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The quality of conceptual business process models is highly relevant for the design of corresponding information systems. In particular, a precise measurement of model characteristics can be beneficial from a business perspective, helping to save costs thanks to early error detection. This is just as true from a software engineering point of view. In this latter case, models facilitate stakeholder communication and software system design. Research has investigated several proposals as regards measures for business process models, from a rather correlational perspective. This is helpful for understanding, for example size and complexity as general driving forces of error probability. Yet, design decisions usually have to build on thresholds, which can reliably indicate that a certain counter-action has to be taken. This cannot be achieved only by providing measures; it requires a systematic identification of effective and meaningful thresholds. In this paper, we derive thresholds for a set of structural measures for predicting errors in conceptual process models. To this end, we use a collection of 2,000 business process models from practice as a means of determining thresholds, applying an adaptation of the ROC curves method. Furthermore, an extensive validation of the derived thresholds was conducted by using 429 EPC models from an Australian financial institution. Finally, significant thresholds were adapted to refine existing modeling guidelines in a quantitative way.
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This paper presents an innovative prognostics model based on health state probability estimation embedded in the closed loop diagnostic and prognostic system. To employ an appropriate classifier for health state probability estimation in the proposed prognostic model, the comparative intelligent diagnostic tests were conducted using five different classifiers applied to the progressive fault levels of three faults in HP-LNG pump. Two sets of impeller-rubbing data were employed for the prediction of pump remnant life based on estimation of discrete health state probability using an outstanding capability of SVM and a feature selection technique. The results obtained were very encouraging and showed that the proposed prognosis system has the potential to be used as an estimation tool for machine remnant life prediction in real life industrial applications.
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Unmanned Aircraft Systems (UAS) are one of a number of emerging aviation sectors. Such new aviation concepts present a significant challenge to National Aviation Authorities (NAAs) charged with ensuring the safety of their operation within the existing airspace system. There is significant heritage in the existing body of aviation safety regulations for Conventionally Piloted Aircraft (CPA). It can be argued that the promulgation of these regulations has delivered a level of safety tolerable to society, thus justifying the “default position” of applying these same standards, regulations and regulatory structures to emerging aviation concepts such as UAS. An example of this is the proposed “1309” regulation for UAS, which is based on the 1309 regulation for CPA. However, the absence of a pilot on-board an unmanned aircraft creates a fundamentally different risk paradigm to that of CPA. An appreciation of these differences is essential to the justification of the “default position” and in turn, to ensure the development of effective safety standards and regulations for UAS. This paper explores the suitability of the proposed “1309” regulation for UAS. A detailed review of the proposed regulation is provided and a number of key assumptions are identified and discussed. A high-level model characterising the expected number of third party fatalities on the ground is then used to determine the impact of these assumptions. The results clearly show that the “one size fits all” approach to the definition of 1309 regulations for UAS, which mandates equipment design and installation requirements independent of where the UAS is to be operated, will not lead to an effective management of the risks.
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The security of power transfer across a given transmission link is typically a steady state assessment. This paper develops tools to assess machine angle stability as affected by a combination of faults and uncertainty of wind power using probability analysis. The paper elaborates on the development of the theoretical assessment tool and demonstrates its efficacy using single machine infinite bus system.
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The term “vagueness” describes a property of natural concepts, which normally have fuzzy boundaries, admit borderline cases, and are susceptible to Zeno’s sorites paradox. We will discuss the psychology of vagueness, especially experiments investigating the judgment of borderline cases and contradictions. In the theoretical part, we will propose a probabilistic model that describes the quantitative characteristics of the experimental finding and extends Alxatib’s and Pelletier’s (2011) theoretical analysis. The model is based on a Hopfield network for predicting truth values. Powerful as this classical perspective is, we show that it falls short of providing an adequate coverage of the relevant empirical results. In the final part, we will argue that a substan- tial modification of the analysis put forward by Alxatib and Pelletier and its probabilistic pendant is needed. The proposed modification replaces the standard notion of probabilities by quantum probabilities. The crucial phenomenon of borderline contradictions can be explained then as a quantum interference phenomenon.
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A fundamental problem faced by stereo matching algorithms is the matching or correspondence problem. A wide range of algorithms have been proposed for the correspondence problem. For all matching algorithms, it would be useful to be able to compute a measure of the probability of correctness, or reliability of a match. This paper focuses in particular on one class for matching algorithms, which are based on the rank transform. The interest in these algorithms for stereo matching stems from their invariance to radiometric distortion, and their amenability to fast hardware implementation. This work differs from previous work in that it derives, from first principles, an expression for the probability of a correct match. This method was based on an enumeration of all possible symbols for matching. The theoretical results for disparity error prediction, obtained using this method, were found to agree well with experimental results. However, disadvantages of the technique developed in this chapter are that it is not easily applicable to real images, and also that it is too computationally expensive for practical window sizes. Nevertheless, the exercise provides an interesting and novel analysis of match reliability.