Related papers: Online data assimilation in distributionally robus…

Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically…

The Internet of Things (IoT) system generates massive high-speed temporally correlated streaming data and is often connected with online inference tasks under computational or energy constraints. Online analysis of these streaming time…

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…

Large-scale streaming data are common in modern machine learning applications and have led to the development of online learning algorithms. Many fields, such as supply chain management, weather and meteorology, energy markets, and finance,…

Distribution shifts have long been regarded as troublesome external forces that a decision-maker should either counteract or conform to. An intriguing feedback phenomenon termed decision dependence arises when the deployed decision affects…

Motivated by decentralized sensing and policy evaluation problems, we consider a particular type of distributed stochastic optimization problem over a network, called the online stochastic distributed averaging problem. We design a…

We propose an computational framework for real-time risk assessment and prioritizing for random outcomes without prior information on probability distributions. The basic model is built based on satisficing measure (SM) which yields a…

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…

We study off-dynamics Reinforcement Learning (RL), where the policy is trained on a source domain and deployed to a distinct target domain. We aim to solve this problem via online distributionally robust Markov decision processes (DRMDPs),…

We introduce a data assimilation strategy aimed at accurately capturing key non-Gaussian structures in probability distributions using a small ensemble size. A major challenge in statistical forecasting of nonlinearly coupled multiscale…

The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…

Policy learning using historical observational data is an important problem that has found widespread applications. Examples include selecting offers, prices, advertisements to send to customers, as well as selecting which medication to…

Big data streams are grasping increasing attention with the development of modern science and information technology. Due to the incompatibility of limited computer memory to high volume of streaming data, real-time methods without…

We study online algorithms with predictions using distributional advice, a type of prediction that arises when leveraging expert knowledge or historical data. To demonstrate the usefulness and versatility of this framework, we focus on the…

In this paper, we study a general online linear programming problem whose formulation encompasses many practical dynamic resource allocation problems, including internet advertising display applications, revenue management, various routing,…

Despite significant advances on distributed continuous-time optimization of multi-agent networks, there is still lack of an efficient algorithm to achieve the goal of distributed optimization at a pre-specified time. Herein, we design a…

Semi-online algorithms that are allowed to perform a bounded amount of repacking achieve guaranteed good worst-case behaviour in a more realistic setting. Most of the previous works focused on minimization problems that aim to minimize some…

Existing high-dimensional online learning methods often face the challenge that their error bounds, or per-batch sample sizes, diverge as the number of data batches increases. To address this issue, we propose an asynchronous decomposition…

Online Resource Allocation problem is a central problem in many areas of Computer Science, Operations Research, and Economics. In this problem, we sequentially receive $n$ stochastic requests for $m$ kinds of shared resources, where each…

We propose an online debiased lasso (ODL) method for statistical inference in high-dimensional linear models with streaming data. The proposed ODL consists of an efficient computational algorithm for streaming data and approximately normal…