Related papers: A Statistical Theory for the Analysis of Uncertain…
Many of the successes of machine learning are based on minimizing an averaged loss function. However, it is well-known that this paradigm suffers from robustness issues that hinder its applicability in safety-critical domains. These issues…
This technical report considers worst-case robustness analysis of a network of locally controlled uncertain systems with uncertain parameter vectors belonging to the ellipsoid sets found by identification procedures. In order to deal with…
We introduce a robust belief-based measure of complexity. The idea is that task A is deemed more complex than task B if the probability of solving A correctly is smaller than the probability of solving B correctly regardless of the reward.…
On the basis of an analysis of previous research, we present a generalized approach for measuring the difference of plans with an exemplary application to machine scheduling. Our work is motivated by the need for such measures, which are…
We initiate a systematic investigation of distribution testing in the framework of algorithmic replicability. Specifically, given independent samples from a collection of probability distributions, the goal is to characterize the sample…
This paper presents a class of new algorithms for distributed statistical estimation that exploit divide-and-conquer approach. We show that one of the key benefits of the divide-and-conquer strategy is robustness, an important…
In distributionally robust optimization the probability distribution of the uncertain problem parameters is itself uncertain, and a fictitious adversary, e.g., nature, chooses the worst distribution from within a known ambiguity set. A…
In this paper, we present a unified framework for decision making under uncertainty. Our framework is based on the composite of two risk measures, where the inner risk measure accounts for the risk of decision given the exact distribution…
Recent advancements in machine learning have emphasized the need for transparency in model predictions, particularly as interpretability diminishes when using increasingly complex architectures. In this paper, we propose leveraging…
The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…
Probabilistic programming is a growing area that strives to make statistical analysis more accessible, by separating probabilistic modelling from probabilistic inference. In practice this decoupling is difficult. No single inference…
This paper describes a novel approach to planning which takes advantage of decision theory to greatly improve robustness in an uncertain environment. We present an algorithm which computes conditional plans of maximum expected utility. This…
In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…
Statistical uncertainties complicate engineering design -- confounding regulated design approaches, and degrading the performance of reliability efforts. The simplest means to tackle this uncertainty is double loop simulation; a nested…
Mining frequent patterns is plagued by the problem of pattern explosion making pattern reduction techniques a key challenge in pattern mining. In this paper we propose a novel theoretical framework for pattern reduction. We do this by…
Resilience broadly describes a quality of withstanding perturbations. Measures of system resilience have gathered increasing attention across applied disciplines, yet existing metrics often lack computational accessibility and…
This report proposes a novel framework for a rigorous robustness analysis of stochastic biochemical systems. The technique is based on probabilistic model checking. We adapt the general definition of robustness introduced by Kitano to the…
In today's modern era of Big data, computationally efficient and scalable methods are needed to support timely insights and informed decision making. One such method is sub-sampling, where a subset of the Big data is analysed and used as…
In this paper, we present a novel framework for data redundancy measurement based on probabilistic modeling of datasets, and a new criterion for redundancy detection that is resilient to noise. We also develop new methods for data…
Robust optimization (RO) tackles data uncertainty by optimizing for the worst-case scenario of an uncertain parameter and, in its basic form, is sometimes criticized for producing overly-conservative solutions. To reduce the level of…