Related papers: Robust Optimization under Multi-band Uncertainty -…
We present a novel, input-output data-driven approach to uncertainty model identification. As the true bounds and distributions of system uncertainties ultimately remain unknown, we depart from the goal of identifying the uncertainty model…
Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…
In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…
Our goal is to build robust optimization problems for making decisions based on complex data from the past. In robust optimization (RO) generally, the goal is to create a policy for decision-making that is robust to our uncertainty about…
Model robustness indicates a model's capability to generalize well on unforeseen distributional shifts, including data corruptions and adversarial attacks. Data augmentation is one of the most prevalent and effective ways to enhance…
This paper presents a new robustness concept for uncertain multi-objective optimization problems. More precisely, in the paper the so-called recovery-to-efficiency robustness concept is proposed and investigated. Several approaches for…
Uncertainty estimation in machine learning is paramount for enhancing the reliability and interpretability of predictive models, especially in high-stakes real-world scenarios. Despite the availability of numerous methods, they often pose a…
This paper concentrates on a robust transmit optimization problem for the multiuser multi-input single-output (MISO) downlink scenario and under inaccurate channel state information (CSI). This robust problem deals with a general-rank…
In this paper, we investigate the robust models for $\Lambda$-quantiles with partial information regarding the loss distribution, where $\Lambda$-quantiles extend the classical quantiles by replacing the fixed probability level with a…
In this paper, we extend the recent body of work on planning under uncertainty to include the fact that sensors may not provide any measurement owing to misdetection. This is caused either by adverse environmental conditions that prevent…
Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…
A common problem in the optimization of structures is the handling of uncertainties in the parameters. If the parameters appear in the constraints, the uncertainties can lead to an infinite number of constraints. Usually the constraints…
Robust model predictive control algorithms are essential for addressing unavoidable errors due to the uncertainty in predicting real-world systems. However, the formulation of such algorithms typically results in a trade-off between…
Foundation models for segmentation such as the Segment Anything Model (SAM) family exhibit strong zero-shot performance, but remain vulnerable in shifted or limited-knowledge domains. This work investigates whether uncertainty…
We consider a network design and expansion problem, where we need to make a capacity investment now, such that uncertain future demand can be satisfied as closely as possible. To use a robust optimization approach, we need to construct an…
Real-world problems typically require the simultaneous optimization of several, often conflicting objectives. Many of these multi-objective optimization problems are characterized by wide ranges of uncertainties in their decision variables…
Uncertainty is ubiquitous in real-world data, and the assumptions underlying classical linear regression models are often violated in practice. Inspired by the theory of sublinear expectation, we consider a linear regression model where the…
We develop a statistical inference method for an optimal transport map between distributions on real numbers with uniform confidence bands. The concept of optimal transport (OT) is used to measure distances between distributions, and OT…
Traditional approaches to outage-constrained beamforming optimization rely on statistical assumptions about channel distributions and estimation errors. However, the resulting outage probability guarantees are only valid when these…
We consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…