Precise large deviations of some net loss processes in three nonstandard renewal risk models

For three nonstandard renewal risk models, in which claim sizes are identically distributed random variables with consistently varying tails, using two key probability inequalities for wide dependent random variables, we study precise large deviations of proportional net loss process and excess-of-net-loss process under the consideration of income factor. Then we apply the above results to obtain asymptotic estimate of mean of stop-net-loss reinsurance treat and random-time ruin probability. In addition, we have improved and generalized some known related results, none of which involve the income factor

Efficient Exploration Using Extra Safety Budget in Constrained Policy Optimization

Reinforcement learning (RL) has achieved promising results on most robotic control tasks. Safety of learning-based controllers is an essential notion of ensuring the effectiveness of the controllers. Current methods adopt whole consistency constraints during the training, thus resulting in inefficient exploration in the early stage. In this paper, we propose an algorithm named Constrained Policy Optimization with Extra Safety Budget (ESB-CPO) to strike a balance between the exploration efficiency and the constraints satisfaction. In the early stage, our method loosens the practical constraints of unsafe transitions (adding extra safety budget) with the aid of a new metric we propose. With the training process, the constraints in our optimization problem become tighter. Meanwhile, theoretical analysis and practical experiments demonstrate that our method gradually meets the cost limit's demand in the final training stage. When evaluated on Safety-Gym and Bullet-Safety-Gym benchmarks, our method has shown its advantages over baseline algorithms in terms of safety and optimality. Remarkably, our method gains remarkable performance improvement under the same cost limit compared with baselines.Comment: 7 pages, 8 figure

Fully Convolutional Network Ensembles for White Matter Hyperintensities Segmentation in MR Images

White matter hyperintensities (WMH) are commonly found in the brains of healthy elderly individuals and have been associated with various neurological and geriatric disorders. In this paper, we present a study using deep fully convolutional network and ensemble models to automatically detect such WMH using fluid attenuation inversion recovery (FLAIR) and T1 magnetic resonance (MR) scans. The algorithm was evaluated and ranked 1 st in the WMH Segmentation Challenge at MICCAI 2017. In the evaluation stage, the implementation of the algorithm was submitted to the challenge organizers, who then independently tested it on a hidden set of 110 cases from 5 scanners. Averaged dice score, precision and robust Hausdorff distance obtained on held-out test datasets were 80%, 84% and 6.30mm respectively. These were the highest achieved in the challenge, suggesting the proposed method is the state-of-the-art. In this paper, we provide detailed descriptions and quantitative analysis on key components of the system. Furthermore, a study of cross-scanner evaluation is presented to discuss how the combination of modalities and data augmentation affect the generalization capability of the system. The adaptability of the system to different scanners and protocols is also investigated. A quantitative study is further presented to test the effect of ensemble size. Additionally, software and models of our method are made publicly available. The effectiveness and generalization capability of the proposed system show its potential for real-world clinical practice.Comment: final version in NeuroImag

Robust Fault-Tolerant Tracking Control for Nonlinear Networked Control System: Asynchronous Switched Polytopic Approach

This paper is concerned with the robust fault-tolerant tracking control problem for networked control system (NCS). Firstly, considering the locally overlapped switching law widely existed in engineering applications, the NCS is modeled as a locally overlapped switched polytopic system to reduce designing conservatism and solving complexity. Then, switched parameter dependent fault-tolerant tracking controllers are constructed to deal with the asynchronous switching phenomenon caused by the updating delays of the switching signals and weighted coefficients. Additionally, the global uniform asymptotic stability in the mean (GUAS-M) and desired weighted l2 performance are guaranteed by combining the switched parameter dependent Lyapunov functional method with the average dwell time (ADT) method, and the feasible conditions for the fault-tolerant tracking controllers are obtained in the form of linear matrix inequalities (LMIs). Finally, the performance of the proposed approach is verified on a highly maneuverable technology (HiMAT) vehicle’s tracking control problem. Simulation results show the effectiveness of the proposed method