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We study issues of robustness in the context of Quantitative Risk Management and Optimization. We develop a general methodology for determining whether a given risk measurement related optimization problem is robust, which we call…

Risk Management · Quantitative Finance 2021-02-12 Paul Embrechts , Alexander Schied , Ruodu Wang

Input variables in numerical models are often subject to several levels of uncertainty, usually modeled by probability distributions. In the context of uncertainty quantification applied to these models, studying the robustness of output…

We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined…

Statistics Theory · Mathematics 2021-08-05 Shuzhen Yang , Jianfeng Yao

Robustness is a basic property of any control system. In the context of linear output regulation, it was proved that embedding an internal model of the exogenous signals is necessary and sufficient to achieve tracking of the desired…

Systems and Control · Electrical Eng. & Systems 2021-04-23 Michelangelo Bin , Daniele Astolfi , Lorenzo Marconi

Decisions based partly or solely on predictions from probabilistic models may be sensitive to model misspecification. Statisticians are taught from an early stage that "all models are wrong", but little formal guidance exists on how to…

Methodology · Statistics 2015-03-09 James Watson , Chris Holmes

Rough set theory is one of the most widely used and significant approaches for handling incomplete information. It divides the universe in the beginning and uses equivalency relations to produce blocks. Numerous generalized rough set models…

Artificial Intelligence · Computer Science 2024-11-08 A. Çaksu Güler

Many methods of estimating causal models do not provide estimates of confidence in the resulting model. In this work, a metric is proposed for validating the output of a causal model fit; the robustness of the model structure with resampled…

Many practical optimization problems involve uncertain parameters that are strictly positive. However, the most common uncertainty sets used in robust optimization are the box and the ellipsoidal sets, which may include non-positive values…

Optimization and Control · Mathematics 2026-04-29 Tatsuya Tanaka , Huimin Li , Shota Yamanaka , Ellen H. Fukuda , Nobuo Yamashita

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…

Machine Learning · Computer Science 2025-07-18 Chenrui Zhu , Louenas Bounia , Vu Linh Nguyen , Sébastien Destercke , Arthur Hoarau

Unfair predictions of machine learning (ML) models impede their broad acceptance in real-world settings. Tackling this arduous challenge first necessitates defining what it means for an ML model to be fair. This has been addressed by the ML…

Machine Learning · Computer Science 2024-08-30 Selim Kuzucu , Jiaee Cheong , Hatice Gunes , Sinan Kalkan

We introduce a framework for uncertainty estimation that both describes and extends many existing methods. We consider typical hyperparameters involved in classical training as random variables and marginalise them out to capture various…

Machine Learning · Computer Science 2021-07-07 Francesco Farina , Lawrence Phillips , Nicola J Richmond

One way to make decisions under uncertainty is to select an optimal option from a possible range of options, by maximizing the expected utilities derived from a probability model. However, under severe uncertainty, identifying precise…

Statistics Theory · Mathematics 2024-03-06 Nawapon Nakharutai , Sébastien Destercke , Matthias C. M. Troffaes

We show that there may exist an inherent tension between the goal of adversarial robustness and that of standard generalization. Specifically, training robust models may not only be more resource-consuming, but also lead to a reduction of…

Machine Learning · Statistics 2019-09-10 Dimitris Tsipras , Shibani Santurkar , Logan Engstrom , Alexander Turner , Aleksander Madry

The same machine learning model running on different edge devices may produce highly-divergent outputs on a nearly-identical input. Possible reasons for the divergence include differences in the device sensors, the device's signal…

Machine Learning · Computer Science 2020-10-20 Eyal Cidon , Evgenya Pergament , Zain Asgar , Asaf Cidon , Sachin Katti

Measuring uncertainty is a promising technique for detecting adversarial examples, crafted inputs on which the model predicts an incorrect class with high confidence. But many measures of uncertainty exist, including predictive en- tropy…

Machine Learning · Statistics 2018-03-26 Lewis Smith , Yarin Gal

We introduce a simple but effective method for managing risk in model-based reinforcement learning with trajectory sampling that involves probabilistic safety constraints and balancing of optimism in the face of epistemic uncertainty and…

Machine Learning · Computer Science 2023-09-12 Marin Vlastelica , Sebastian Blaes , Cristina Pineri , Georg Martius

In robust optimization one seeks to make a decision under uncertainty, where the goal is to find the solution with the best worst-case performance. The set of possible realizations of the uncertain data is described by a so-called…

Optimization and Control · Mathematics 2022-01-25 Immanuel Bomze , Markus Gabl

Recently, adversarial deception becomes one of the most considerable threats to deep neural networks. However, compared to extensive research in new designs of various adversarial attacks and defenses, the neural networks' intrinsic…

Machine Learning · Computer Science 2019-05-13 Fuxun Yu , Zhuwei Qin , Chenchen Liu , Liang Zhao , Yanzhi Wang , Xiang Chen

Rough set theory models uncertainty by approximating target concepts through lower and upper sets induced by indiscernibility, or more generally, by granulation relations in data tables. This perspective captures vagueness caused by limited…

Artificial Intelligence · Computer Science 2026-04-24 Takaaki Fujita , Florentin Smarandache

Confidence limits are common place in physics analysis. Great care must be taken in their calculation and use, especially in cases of limited statistics when often one-sided limits are quoted. In order to estimate the stability of the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Rajendran Raja