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We consider the robust version of items selection problem, in which the goal is to choose representatives from a family of sets, preserving constraints on the allowed items' combinations. We prove NP-hardness of the deterministic version,…

Discrete Mathematics · Computer Science 2019-07-23 Maciej Drwal

A number of attempts have been made to improve accuracy and/or scalability of the PC (Peter and Clark) algorithm, some well known (Buhlmann, et al., 2010; Kalisch and Buhlmann, 2007; 2008; Zhang, 2012, to give some examples). We add here…

Artificial Intelligence · Computer Science 2016-10-06 Joseph Ramsey

Every organism in an environment, whether biological, robotic or virtual, must be able to predict certain aspects of its environment in order to survive or perform whatever task is intended. It needs a model that is capable of estimating…

Machine Learning · Computer Science 2013-11-12 Stefan Richthofer , Laurenz Wiskott

In this paper, we consider an adaptive approach to address optimization problems with uncertain cost parameters. Here, the decision maker selects an initial decision, observes the realization of the uncertain cost parameters, and then is…

Computational Complexity · Computer Science 2013-12-17 Ebrahim Nasrabadi , James B. Orlin

Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2020-03-23 Huu Le , Christopher Zach

We combine forward investment performance processes and ambiguity averse portfolio selection. We introduce the notion of robust forward criteria which addresses the issues of ambiguity in model specification and in preferences and…

Portfolio Management · Quantitative Finance 2014-11-17 Sigrid Kallblad , Jan Obloj , Thaleia Zariphopoulou

In this paper we consider the problem of constructing $T$-optimal discriminating designs for Fourier regression models. We provide explicit solutions of the optimal design problem for discriminating between two Fourier regression models,…

Methodology · Statistics 2015-12-24 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

Linear and Quadratic Discriminant Analysis are well-known classical methods but can heavily suffer from non-Gaussian distributions and/or contaminated datasets, mainly because of the underlying Gaussian assumption that is not robust. To…

Machine Learning · Statistics 2022-01-11 Pierre Houdouin , Frédéric Pascal , Matthieu Jonckheere , Andrew Wang

We investigate the feature compression of high-dimensional ridge regression using the optimal subsampling technique. Specifically, based on the basic framework of random sampling algorithm on feature for ridge regression and the A-optimal…

Computation · Statistics 2022-04-19 Hanyu Li , Chengmei Niu

We study the fundamental problem of high-dimensional mean estimation in a robust model where a constant fraction of the samples are adversarially corrupted. Recent work gave the first polynomial time algorithms for this problem with…

Machine Learning · Computer Science 2018-11-26 Yu Cheng , Ilias Diakonikolas , Rong Ge

Improving algorithms via predictions is a very active research topic in recent years. This paper initiates the systematic study of mechanism design in this model. In a number of well-studied mechanism design settings, we make use of…

Computer Science and Game Theory · Computer Science 2023-01-13 Chenyang Xu , Pinyan Lu

The robust topology optimization formulation that introduces the eroded and dilated versions of the design has gained increasing popularity in recent years, mainly because of its ability to produce designs satisfying a minimum length scale.…

Optimization and Control · Mathematics 2021-04-16 Denis Trillet , Pierre Duysinx , Eduardo Fernández

We consider a combined problem of teaming and scheduling of multi-skilled employees that have to perform jobs with uncertain qualification requirements. We propose two modeling approaches that generate solutions that are robust to possible…

Optimization and Control · Mathematics 2020-11-03 Yulia Anoshkina , Marc Goerigk , Frank Meisel

In optimal experimental design, the objective is to select a limited set of experiments that maximizes information about unknown model parameters based on factor levels. This work addresses the generalized D-optimal design problem, allowing…

Data Structures and Algorithms · Computer Science 2024-11-05 Aditya Pillai , Gabriel Ponte , Marcia Fampa , Jon Lee , and Mohit Singh , Weijun Xie

The min-cost matching problem suffers from being very sensitive to small changes of the input. Even in a simple setting, e.g., when the costs come from the metric on the line, adding two nodes to the input might change the optimal solution…

Discrete Mathematics · Computer Science 2019-04-30 Jannik Matuschke , Ulrike Schmidt-Kraepelin , José Verschae

Hierarchical random effect models are used for different purposes in clinical research and other areas. In general, the main focus is on population parameters related to the expected treatment effects or group differences among all units of…

Applications · Statistics 2021-04-07 Maryna Prus , Norbert Benda , Rainer Schwabe

This paper is devoted to the design of efficient primal-dual algorithm (PDA) for solving convex optimization problems with known saddle-point structure. We present a new PDA with larger acceptable range of parameters and correction, which…

Optimization and Control · Mathematics 2019-12-04 Xiaokai Chang , Sanyang Liu

Our research aims to unify existing works' diverging opinions on how architectural components affect the adversarial robustness of CNNs. To accomplish our goal, we synthesize a suite of three generalizable robust architectural design…

Computer Vision and Pattern Recognition · Computer Science 2023-09-04 ShengYun Peng , Weilin Xu , Cory Cornelius , Matthew Hull , Kevin Li , Rahul Duggal , Mansi Phute , Jason Martin , Duen Horng Chau

While model selection is a well-studied topic in parametric and nonparametric regression or density estimation, selection of possibly high-dimensional nuisance parameters in semiparametric problems is far less developed. In this paper, we…

Methodology · Statistics 2023-09-06 Yifan Cui , Eric Tchetgen Tchetgen

Background: Well-designed phase II trials must have acceptable error rates relative to a pre-specified success criterion, usually a statistically significant p-value. Such standard designs may not always suffice from a clinical perspective…

Applications · Statistics 2020-02-10 Satrajit Roychoudhury , Nicolas Scheuer , Beat Neuenschwander
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