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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…

Optimization and Control · Mathematics 2015-01-07 Pengyu Qian , Zizhuo Wang , Zaiwen Wen

Multi-distribution learning (MDL), which seeks to learn a shared model that minimizes the worst-case risk across $k$ distinct data distributions, has emerged as a unified framework in response to the evolving demand for robustness,…

Machine Learning · Computer Science 2025-08-12 Zihan Zhang , Wenhao Zhan , Yuxin Chen , Simon S. Du , Jason D. Lee

In this work we consider the task of relaxing the i.i.d assumption in pattern recognition (or classification), aiming to make existing learning algorithms applicable to a wider range of tasks. Pattern recognition is guessing a discrete…

Machine Learning · Computer Science 2012-02-28 Daniil Ryabko

Estimating the uncertainty in deep neural network predictions is crucial for many real-world applications. A common approach to model uncertainty is to choose a parametric distribution and fit the data to it using maximum likelihood…

Machine Learning · Computer Science 2022-11-28 Ali Harakeh , Jordan Hu , Naiqing Guan , Steven L. Waslander , Liam Paull

Classifying samples as in-distribution or out-of-distribution (OOD) is a challenging problem of anomaly detection and a strong test of the generalisation power for models of the in-distribution. In this paper, we present a simple and…

Machine Learning · Computer Science 2021-03-29 Nima Rafiee , Rahil Gholamipoor , Markus Kollmann

The problem of searching for a model-based scene interpretation is analyzed within a probabilistic framework. Object models are formulated as generative models for range data of the scene. A new statistical criterion, the truncated object…

Computer Vision and Pattern Recognition · Computer Science 2007-05-23 Ulrich Hillenbrand , Gerd Hirzinger

This paper studies Markov Decision Processes under parameter uncertainty. We adapt the distributionally robust optimization framework, and assume that the uncertain parameters are random variables following an unknown distribution, and…

Systems and Control · Computer Science 2015-05-14 Pengqian Yu , Huan Xu

A probabilistic database with attribute-level uncertainty consists of relations where cells of some attributes may hold probability distributions rather than deterministic content. Such databases arise, implicitly or explicitly, in the…

Databases · Computer Science 2022-12-26 Amir Gilad , Aviram Imber , Benny Kimelfeld

To model combinatorial decision problems involving uncertainty and probability, we extend the stochastic constraint programming framework proposed in [Walsh, 2002] along a number of important dimensions (e.g. to multiple chance constraints…

Artificial Intelligence · Computer Science 2009-05-26 Suresh Manandhar , Armagan Tarim , Toby Walsh

In the binary hypothesis testing problem, it is well known that sequentiality in taking samples eradicates the trade-off between two error exponents, yet implementing the optimal test requires the knowledge of the underlying distributions,…

Information Theory · Computer Science 2025-01-07 Ching-Fang Li , I-Hsiang Wang

Social and real-world considerations such as robustness, fairness, social welfare and multi-agent tradeoffs have given rise to multi-distribution learning paradigms, such as collaborative learning, group distributionally robust…

Machine Learning · Computer Science 2024-04-04 Nika Haghtalab , Michael I. Jordan , Eric Zhao

Most work on supervised learning research has focused on marginal predictions. In decision problems, joint predictive distributions are essential for good performance. Previous work has developed methods for assessing low-order predictive…

Machine Learning · Statistics 2022-03-01 Ian Osband , Zheng Wen , Seyed Mohammad Asghari , Vikranth Dwaracherla , Xiuyuan Lu , Benjamin Van Roy

Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved…

Statistics Theory · Mathematics 2023-09-06 Youssef Marzouk , Zhi Ren , Sven Wang , Jakob Zech

We propose a novel distribution-free scheme to solve optimization problems where the goal is to minimize the expected value of a cost function subject to probabilistic constraints. Unlike standard sampling-based methods, our idea consists…

Optimization and Control · Mathematics 2025-05-28 Francesco Cordiano , Matin Jafarian , Bart De Schutter

We introduce credal two-sample testing, a new hypothesis testing framework for comparing credal sets -- convex sets of probability measures where each element captures aleatoric uncertainty and the set itself represents epistemic…

Machine Learning · Statistics 2025-03-14 Siu Lun Chau , Antonin Schrab , Arthur Gretton , Dino Sejdinovic , Krikamol Muandet

Uncertainty estimation aims to evaluate the confidence of a trained deep neural network. However, existing uncertainty estimation approaches rely on low-dimensional distributional assumptions and thus suffer from the high dimensionality of…

Machine Learning · Computer Science 2023-10-26 Tsai Hor Chan , Kin Wai Lau , Jiajun Shen , Guosheng Yin , Lequan Yu

Fault-tolerant distributed algorithms are central for building reliable spatially distributed systems. Unfortunately, the lack of a canonical precise framework for fault-tolerant algorithms is an obstacle for both verification and…

Formal Languages and Automata Theory · Computer Science 2012-10-16 Annu John , Igor Konnov , Ulrich Schmid , Helmut Veith , Josef Widder

The combination of argumentation and probability paves the way to new accounts of qualitative and quantitative uncertainty, thereby offering new theoretical and applicative opportunities. Due to a variety of interests, probabilistic…

Artificial Intelligence · Computer Science 2018-03-12 Regis Riveret , Pietro Baroni , Yang Gao , Guido Governatori , Antonino Rotolo , Giovanni Sartor

We investigate the problem of identity testing for multidimensional histogram distributions. A distribution $p: D \rightarrow \mathbb{R}_+$, where $D \subseteq \mathbb{R}^d$, is called a $k$-histogram if there exists a partition of the…

Data Structures and Algorithms · Computer Science 2019-02-20 Ilias Diakonikolas , Daniel M. Kane , John Peebles

This work is concern with testing the low-dimensional parameters of interest with divergent dimensional data and variable selection for the rest under the sparse case. A consistent test via the partial penalized likelihood approach, called…

Methodology · Statistics 2014-11-20 Shanshan Wang , Hengjian Cui
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