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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…

Systems and Control · Electrical Eng. & Systems 2025-08-29 Jannes Hühnerbein , Jad Wehbeh , Eric C. Kerrigan

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…

Machine Learning · Statistics 2019-05-28 Aliaksandr Hubin , Geir Storvik

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…

Optimization and Control · Mathematics 2021-11-30 Romain Guillaume , Adam Kasperski , Pawel Zielinski

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…

Optimization and Control · Mathematics 2014-07-07 Theja Tulabandhula , Cynthia Rudin

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…

Machine Learning · Computer Science 2025-12-16 Weebum Yoo , Sung Whan Yoon

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…

Optimization and Control · Mathematics 2020-11-23 El-Ghazali Talbi , Raca Todosijevic

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…

Computer Vision and Pattern Recognition · Computer Science 2023-08-16 Anton Baumann , Thomas Roßberg , Michael Schmitt

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…

Information Theory · Computer Science 2017-04-05 Wing-Kin Ma , Jiaxian Pan , Anthony Man-Cho So , Tsung-Hui Chang

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…

Mathematical Finance · Quantitative Finance 2025-05-28 Xia Han , Peng Liu

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…

Robotics · Computer Science 2013-09-17 Shaunak D. Bopardikar , Brendan J. Englot , Alberto Speranzon

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…

Optimization and Control · Mathematics 2024-08-02 Dongping Qi , Adam Dhillon , Alexander Vladimirsky

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…

Optimization and Control · Mathematics 2012-05-01 Daniel P. Mohr , Ina Stein , Thomas Matzies , Christina A. Knapek

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…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Moritz Heinlein , Sankaranarayanan Subramanian , Sergio Lucia

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…

Computer Vision and Pattern Recognition · Computer Science 2025-12-30 Jesse Brouwers , Xiaoyan Xing , Alexander Timans

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…

Optimization and Control · Mathematics 2021-03-03 Francis Garuba , Marc Goerigk , Peter Jacko

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…

Neural and Evolutionary Computing · Computer Science 2019-10-21 Faramarz Khosravi , Alexander Raß , Jürgen Teich

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…

Statistics Theory · Mathematics 2026-04-28 Xifeng Li , Shuzhen Yang

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…

Statistics Theory · Mathematics 2024-02-16 Donlapark Ponnoprat , Ryo Okano , Masaaki Imaizumi

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…

Signal Processing · Electrical Eng. & Systems 2025-05-27 Xin Su , Qiushuo Hou , Ruisi He , Osvaldo Simeone

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…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Eugene B. Postnikov , Igor M. Sokolov