Related papers: MAD dispersion measure makes extremal queue analys…
We develop and analyze algorithms for distributionally robust optimization (DRO) of convex losses. In particular, we consider group-structured and bounded $f$-divergence uncertainty sets. Our approach relies on an accelerated method that…
A novel first-order autoregressive moving average model for analyzing discrete-time series observed at irregularly spaced times is introduced. Under Gaussianity, it is established that the model is strictly stationary and ergodic. In the…
Due to the rapid spread of rumors on social media, rumor detection has become an extremely important challenge. Existing methods for rumor detection have achieved good performance, as they have collected enough corpus from the same data…
We consider a residuals-based distributionally robust optimization (DRO) model, where the underlying uncertainty depends on both covariate information and our decisions. We adopt both parametric and nonparametric regression models to learn…
For computational acoustics, schemes need to have low-dispersion and low-dissipation properties in order to capture the amplitude and phase of the wave correctly. To improve the spectral properties of the scheme, the authors have previously…
The aim of this paper is to address the challenge of gradual domain adaptation within a class of manifold-constrained data distributions. In particular, we consider a sequence of $T\ge2$ data distributions $P_1,\ldots,P_T$ undergoing a…
Compared with the fixed-run designs, the sequential adaptive designs (SAD) are thought to be more efficient and effective. Efficient global optimization (EGO) is one of the most popular SAD methods for expensive black-box optimization…
Overparameterized neural networks can be highly accurate on average on an i.i.d. test set yet consistently fail on atypical groups of the data (e.g., by learning spurious correlations that hold on average but not in such groups).…
The study of robustness has received much attention due to its inevitability in data-driven settings where many systems face uncertainty. One such example of concern is Bayesian Optimization (BO), where uncertainty is multi-faceted, yet…
Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete stochastic…
We present a Distributionally Robust Optimization (DRO) approach to estimate a robustified regression plane in a linear regression setting, when the observed samples are potentially contaminated with adversarially corrupted outliers. Our…
Kernel techniques are among the most popular and flexible approaches in data science allowing to represent probability measures without loss of information under mild conditions. The resulting mapping called mean embedding gives rise to a…
To perform a queuing analysis or design in a communications context, we need to estimate the values of the input parameters, specifically the mean of the arrival rate and service time. In this paper, we propose an approach for estimating…
We extend stochastic network optimization theory to treat networks with arbitrary sample paths for arrivals, channels, and mobility. The network can experience unexpected link or node failures, traffic bursts, and topology changes, and…
It is often desired that ordinal regression models yield unimodal predictions. However, in many recent works this characteristic is either absent, or implemented using soft targets, which do not guarantee unimodal outputs at inference. In…
This paper discusses the revenue management (RM) problem to maximize revenue by pricing items or services. One challenge in this problem is that the demand distribution is unknown and varies over time in real applications such as airline…
Estimation of Distribution Algorithms (EDAs) and Innovation Method are recognized methods for solving global optimization problems and for the estimation of parameters in diffusion processes, respectively. Well known is also that the…
Accurate approximation of probability measures is essential in numerical applications. This paper explores the quantization of probability measures using the maximum mean discrepancy (MMD) distance as a guiding metric. We first investigate…
We study the causal distributionally robust optimization (DRO) in both discrete- and continuous- time settings. The framework captures model uncertainty, with potential models penalized in function of their adapted Wasserstein distance to a…
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…