Related papers: Discontinuous information in the worst case and ra…
Static analyses overwhelmingly trade precision for soundness and automation. For this reason, their use-cases are restricted to situations where imprecision isn't prohibitive. In this paper, we propose and specify a static analysis that…
We consider bilevel linear problems, where the right-hand side of the lower level problems is stochastic. The leader has to decide in a here-and-now fashion, while the follower has complete information. In this setting, the leader's outcome…
Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…
We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…
We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…
In online classification, a learner is presented with a sequence of examples and aims to predict their labels in an online fashion so as to minimize the total number of mistakes. In the self-directed variant, the learner knows in advance…
We generalize the notion of minimax convergence rate. In contrast to the standard definition, we do not assume that the sample size is fixed in advance. Allowing for varying sample size results in time-robust minimax rates and estimators.…
We study the classic mechanism design problem of locating a public facility on a real line. In contrast to previous work, we assume that the agents are unable to fully specify where their preferred location lies, and instead only provide…
We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…
Discriminative linear models are a popular tool in machine learning. These can be generally divided into two types: The first is linear classifiers, such as support vector machines, which are well studied and provide state-of-the-art…
Composite likelihoods are a class of alternatives to the full likelihood which are widely used in many situations in which the likelihood itself is intractable. A composite likelihood may be computed without the need to specify the full…
Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…
In this paper, we investigate discrete-time decision-making problems in uncertain systems with partially observed states. We consider a non-stochastic model, where uncontrolled disturbances acting on the system take values in bounded sets…
In this paper, we address the question of information preservation in ill-posed, non-linear inverse problems, assuming that the measured data is close to a low-dimensional model set. We provide necessary and sufficient conditions for the…
This brief note considers the problem of estimating temporal synergy and integrated information in dyadic dynamical processes. One of the standard estimators of dynamic synergy is based on the minimal mutual information between sets of…
We study how linear orders can be employed to realise choice functions for which the set of potential choices is restricted, i.e., the possible choice is not possible among the full powerset of all alternatives. In such restricted settings,…
In some estimation problems, especially in applications dealing with information theory, signal processing and biology, theory provides us with additional information allowing us to restrict the parameter space to a finite number of points.…
Distribution shift is a key challenge for predictive models in practice, creating the need to identify potentially harmful shifts in advance of deployment. Existing work typically defines these worst-case shifts as ones that most degrade…
This paper studies the learning of linear operators between infinite-dimensional Hilbert spaces. The training data comprises pairs of random input vectors in a Hilbert space and their noisy images under an unknown self-adjoint linear…
We study a worst-case approach to measure the sensitivity to model misspecification in the performance analysis of stochastic systems. The situation of interest is when only minimal parametric information is available on the form of the…