Disability insurance claims are often affected by lengthy reporting delays and adjudication processes. The classic multistate life insurance modeling framework is ill-suited to handle such information delays since the cash flow and available information can no longer be based on the biometric multistate process determining the contractual payments. We propose a new individual reserving model for disability insurance schemes which describes the claim evolution in real-time. Under suitable independence assumptions between the available information and the underlying biometric multistate process, we show that these new reserves may be calculated as natural modifications of the classic reserves. We propose suitable parametric estimators for the model constituents and a real data application shows the practical relevance of our concepts and results.
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Successfully addressing a wide variety of tasks is a core ability of autonomous agents, which requires flexibly adapting the underlying decision-making strategies and, as we argue in this work, also adapting the underlying perception modules. An analogical argument would be the human visual system, which uses top-down signals to focus attention determined by the current task. Similarly, in this work, we adapt pre-trained large vision models conditioned on specific downstream tasks in the context of multi-task policy learning. We introduce task-conditioned adapters that do not require finetuning any pre-trained weights, combined with a single policy trained with behavior cloning and capable of addressing multiple tasks. We condition the policy and visual adapters on task embeddings, which can be selected at inference if the task is known, or alternatively inferred from a set of example demonstrations. To this end, we propose a new optimization-based estimator. We evaluate the method on a wide variety of tasks of the CortexBench benchmark and show that, compared to existing work, it can be addressed with a single policy. In particular, we demonstrate that adapting visual features is a key design choice and that the method generalizes to unseen tasks given visual demonstrations.
Context: Experiment replications play a central role in the scientific method. Although software engineering experimentation has matured a great deal, the number of experiment replications is still relatively small. Software engineering experiments are composed of complex concepts, procedures and artefacts. Laboratory packages are a means of transfer-ring knowledge among researchers to facilitate experiment replications. Objective: This paper investigates the experiment replication process to find out what information is needed to successfully replicate an experiment. Our objective is to propose the content and structure of laboratory packages for software engineering experiments. Method: We evaluated seven replications of three different families of experiments. Each replication had a different experimenter who was, at the time, unfamiliar with the experi-ment. During the first iterations of the study, we identified experimental incidents and then proposed a laboratory package structure that addressed these incidents, including docu-ment usability improvements. We used the later iterations to validate and generalize the laboratory package structure for use in all software engineering experiments. We aimed to solve a specific problem, while at the same time looking at how to contribute to the body of knowledge on laboratory packages. Results: We generated a laboratory package for three different experiments. These packages eased the replication of the respective experiments. The evaluation that we conducted shows that the laboratory package proposal is acceptable and reduces the effort currently required to replicate experiments in software engineering. Conclusion: We think that the content and structure that we propose for laboratory pack-ages can be useful for other software engineering experiments.
We introduce a nonparametric estimator of the conditional survival function in the mixture cure model for right censored data when cure status is partially known. The estimator is developed for the setting of a single continuous covariate but it can be extended to multiple covariates. It extends the estimator of Beran (1981), which ignores cure status information. We obtain an almost sure representation, from which the strong consistency and asymptotic normality of the estimator are derived. Asymptotic expressions of the bias and variance demonstrate a reduction in the variance with respect to Beran's estimator. A simulation study shows that, if the bandwidth parameter is suitably chosen, our estimator performs better than others for an ample range of covariate values. A bootstrap bandwidth selector is proposed. Finally, the proposed estimator is applied to a real dataset studying survival of sarcoma patients.
This paper presents a procedure to add broader diversity at the beginning of the evolutionary process. It consists of creating two initial populations with different parameter settings, evolving them for a small number of generations, selecting the best individuals from each population in the same proportion and combining them to constitute a new initial population. At this point the main loop of an evolutionary algorithm is applied to the new population. The results show that our proposal considerably improves both the efficiency of previous methodologies and also, significantly, their efficacy in most of the data sets. We have carried out our experimentation on twelve data sets from the UCI repository and two complex real-world problems which differ in their number of instances, features and classes.
Multi-product formulas (MPF) are linear combinations of Trotter circuits offering high-quality simulation of Hamiltonian time evolution with fewer Trotter steps. Here we report two contributions aimed at making multi-product formulas more viable for near-term quantum simulations. First, we extend the theory of Trotter error with commutator scaling developed by Childs, Su, Tran et al. to multi-product formulas. Our result implies that multi-product formulas can achieve a quadratic reduction of Trotter error in 1-norm (nuclear norm) on arbitrary time intervals compared with the regular product formulas without increasing the required circuit depth or qubit connectivity. The number of circuit repetitions grows only by a constant factor. Second, we introduce dynamic multi-product formulas with time-dependent coefficients chosen to minimize a certain efficiently computable proxy for the Trotter error. We use a minimax estimation method to make dynamic multi-product formulas robust to uncertainty from algorithmic errors, sampling and hardware noise. We call this method Minimax MPF and we provide a rigorous bound on its error.
Accelerated life-tests (ALTs) are used for inferring lifetime characteristics of highly reliable products. In particular, step-stress ALTs increase the stress level at which units under test are subject at certain pre-fixed times, thus accelerating the product's wear and inducing its failure. In some cases, due to cost or product nature constraints, continuous monitoring of devices is infeasible, and so the units are inspected for failures at particular inspection time points. In a such setup, the ALT response is interval-censored. Furthermore, when a test unit fails, there are often more than one fatal cause for the failure, known as competing risks. In this paper, we assume that all competing risks are independent and follow exponential distributions with scale parameters depending on the stress level. Under this setup, we present a family of robust estimators based on density power divergence, including the classical maximum likelihood estimator (MLE) as a particular case. We derive asymptotic and robustness properties of the Minimum Density Power Divergence Estimator (MDPDE), showing its consistency for large samples. Based on these MDPDEs, estimates of the lifetime characteristics of the product as well as estimates of cause-specific lifetime characteristics are then developed. Direct asymptotic, transformed and, bootstrap confidence intervals for the mean lifetime to failure, reliability at a mission time and, distribution quantiles are proposed, and their performance is then compared through Monte Carlo simulations. Moreover, the performance of the MDPDE family has been examined through an extensive numerical study and the methods of inference discussed here are finally illustrated with a real-data example concerning electronic devices.
Cluster randomization trials commonly employ multiple endpoints. When a single summary of treatment effects across endpoints is of primary interest, global hypothesis testing/effect estimation methods represent a common analysis strategy. However, specification of the joint distribution required by these methods is non-trivial, particularly when endpoint properties differ. We develop rank-based interval estimators for a global treatment effect referred to as the "global win probability," or the probability that a treatment individual responds better than a control individual on average. Using endpoint-specific ranks among the combined sample and within each arm, each individual-level observation is converted to a "win fraction" which quantifies the proportion of wins experienced over every observation in the comparison arm. An individual's multiple observations are then replaced by a single "global win fraction," constructed by averaging win fractions across endpoints. A linear mixed model is applied directly to the global win fractions to recover point, variance, and interval estimates of the global win probability adjusted for clustering. Simulation demonstrates our approach performs well concerning coverage and type I error, and methods are easily implemented using standard software. A case study using publicly available data is provided with corresponding R and SAS code.
We introduce a method for computing immediately human interpretable yet accurate classifiers from tabular data. The classifiers obtained are short DNF-formulas, computed via first discretizing the original data to Boolean form and then using feature selection coupled with a very fast algorithm for producing the best possible Boolean classifier for the setting. We demonstrate the approach via 14 experiments, obtaining results with accuracies mainly similar to ones obtained via random forests, XGBoost, and existing results for the same datasets in the literature. In several cases, our approach in fact outperforms the reference results in relation to accuracy, even though the main objective of our study is the immediate interpretability of our classifiers. We also prove a new result on the probability that the classifier we obtain from real-life data corresponds to the ideally best classifier with respect to the background distribution the data comes from.
A deep generative model yields an implicit estimator for the unknown distribution or density function of the observation. This paper investigates some statistical properties of the implicit density estimator pursued by VAE-type methods from a nonparametric density estimation framework. More specifically, we obtain convergence rates of the VAE-type density estimator under the assumption that the underlying true density function belongs to a locally H\"{o}lder class. Remarkably, a near minimax optimal rate with respect to the Hellinger metric can be achieved by the simplest network architecture, a shallow generative model with a one-dimensional latent variable.
We propose a new loss function for supervised and physics-informed training of neural networks and operators that incorporates a posteriori error estimate. More specifically, during the training stage, the neural network learns additional physical fields that lead to rigorous error majorants after a computationally cheap postprocessing stage. Theoretical results are based upon the theory of functional a posteriori error estimates, which allows for the systematic construction of such loss functions for a diverse class of practically relevant partial differential equations. From the numerical side, we demonstrate on a series of elliptic problems that for a variety of architectures and approaches (physics-informed neural networks, physics-informed neural operators, neural operators, and classical architectures in the regression and physics-informed settings), we can reach better or comparable accuracy and in addition to that cheaply recover high-quality upper bounds on the error after training.
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