Related papers: Probabilistic feasibility guarantees for solution …
In the present paper, a robust approach to a special class of convex feasibility problems is considered. By techniques of convex and variational analysis, conditions for the existence of robust feasible solutions and related error bounds…
This paper is concerned with objective value performance of the scenario approach for robust convex optimization. A novel method is proposed to derive probabilistic bounds for the objective value from scenario programs with a finite number…
This paper proposes a reformulation of the scenario-based two-stage unit commitment problem under uncertainty that allows finding unit-commitment plans that perform reasonably well both in expectation and for the worst case realization of…
We propose a general solution to the problem of robust Bayesian inference in complex settings where outliers may be present. In practice, the automation of robust Bayesian analyses is important in the many applications involving large and…
While certified robustness is widely promoted as a solution to adversarial examples in Artificial Intelligence systems, significant challenges remain before these techniques can be meaningfully deployed in real-world applications. We…
In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…
We propose a simple yet effective solution to tackle the often-competing goals of fairness and utility in classification tasks. While fairness ensures that the model's predictions are unbiased and do not discriminate against any particular…
Ensuring the safety of autonomous vehicles, given the uncertainty in sensing other road users, is an open problem. Moreover, separate safety specifications for perception and planning components raise how to assess the overall system…
We provide methods for in-database support of decision making under uncertainty. Many important decision problems correspond to selecting a package (bag of tuples in a relational database) that jointly satisfy a set of constraints while…
When domain knowledge is limited and experimentation is restricted by ethical, financial, or time constraints, practitioners turn to observational causal discovery methods to recover the causal structure, exploiting the statistical…
Hyperproperties are system properties that require quantification over multiple execution traces of a system. Hyperproperties can express several specifications of interest for cyber-physical systems--such as opacity, robustness, and…
Adversarial examples pose a security threat to many critical systems built on neural networks (such as face recognition systems, and self-driving cars). While many methods have been proposed to build robust models, how to build certifiably…
We study finite horizon reachable set estimation for unknown discrete-time dynamical systems using only sampled state trajectories. Rather than treating scenario optimization as a black-box tool, we show how it can be tailored to reachable…
We address the aircraft conflict resolution problem under trajectory prediction uncertainty. We consider that aircraft velocity vectors may be perturbed due to weather effects, such as wind, or measurement errors. Such perturbations may…
We consider a network design and expansion problem, where we need to make a capacity investment now, such that uncertain future demand can be satisfied as closely as possible. To use a robust optimization approach, we need to construct an…
In this paper, we consider the chance constrained based uncertain portfolio optimization problem in which the uncertain parameters are stochastic in nature. The primary goal of the work is to formulate the uncertain problem into a…
Despite the improved accuracy of deep neural networks, the discovery of adversarial examples has raised serious safety concerns. In this paper, we study two variants of pointwise robustness, the maximum safe radius problem, which for a…
In robust combinatorial optimization, we would like to find a solution that performs well under all realizations of an uncertainty set of possible parameter values. How we model this uncertainty set has a decisive influence on the…
A reliable modeling of uncertain evidence in Bayesian networks based on a set-valued quantification is proposed. Both soft and virtual evidences are considered. We show that evidence propagation in this setup can be reduced to standard…
When we work with information from multiple sources, the formalism each employs to handle uncertainty may not be uniform. In order to be able to combine these knowledge bases of different formats, we need to first establish a common basis…