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This paper studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk…
Meta-analyses frequently include trials that report multiple effect sizes based on a common set of study participants. These effect sizes will generally be correlated. Cluster-robust variance-covariance estimators are a fruitful approach…
Graph Spectral Clustering methods (GSC) allow representing clusters of diverse shapes, densities, etc. However, the results of such algorithms, when applied e.g. to text documents, are hard to explain to the user, especially due to…
Clustering mixtures of Gaussian distributions is a fundamental and challenging problem that is ubiquitous in various high-dimensional data processing tasks. While state-of-the-art work on learning Gaussian mixture models has focused…
For systems with uncertain linear models, bounded additive disturbances and state and control constraints, a robust model predictive control algorithm incorporating online model adaptation is proposed. Sets of model parameters are…
We consider the problem of detecting a general sparse mixture and obtain an explicit characterization of the phase transition under some conditions, generalizing the univariate results of Cai and Wu. Additionally, we provide a sufficient…
Random instances of Constraint Satisfaction Problems (CSP's) appear to be hard for all known algorithms, when the number of constraints per variable lies in a certain interval. Contributing to the general understanding of the structure of…
Mixtures of experts probabilistically divide the input space into regions, where the assumptions of each expert, or conditional model, need only hold locally. Combined with Gaussian process (GP) experts, this results in a powerful and…
This paper develops a robust dynamic mode decomposition (RDMD) method endowed with statistical and numerical robustness. Statistical robustness ensures estimation efficiency at the Gaussian and non-Gaussian probability distributions,…
Matching corresponding features between two images is a fundamental task to computer vision with numerous applications in object recognition, robotics, and 3D reconstruction. Current state of the art in image feature matching has focused on…
To enable closed form conditioning, a common assumption in Gaussian process (GP) regression is independent and identically distributed Gaussian observation noise. This strong and simplistic assumption is often violated in practice, which…
Consensus clustering aggregates partitions in order to find a better fit by reconciling clustering results from different sources/executions. In practice, there exist noise and outliers in clustering task, which, however, may significantly…
The robust improper maximum likelihood estimator (RIMLE) is a new method for robust multivariate clustering finding approximately Gaussian clusters. It maximizes a pseudo-likelihood defined by adding a component with improper constant…
Distributionally robust optimization (DRO) incorporates robustness against uncertainty in the specification of probabilistic models. This paper focuses on mitigating the curse of dimensionality in data-driven DRO problems with optimal…
Anomaly detection in multivariate time series is a central challenge in industrial monitoring, as failures frequently arise from complex temporal dynamics and cross-sensor interactions. While recent deep learning models, including graph…
We propose a generic design for Chinese remainder algorithms. A Chinese remainder computation consists in reconstructing an integer value from its residues modulo non coprime integers. We also propose an efficient linear data structure, a…
We propose a generic design for Chinese remainder algorithms. A Chinese remainder computation consists in reconstructing an integer value from its residues modulo non coprime integers. We also propose an efficient linear data structure, a…
We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…
We consider data-driven approaches that integrate a machine learning prediction model within distributionally robust optimization (DRO) given limited joint observations of uncertain parameters and covariates. Our framework is flexible in…
Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…