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We propose an approach to design a Model Predictive Controller (MPC) for constrained Linear Time Invariant systems performing an iterative task. The system is subject to an additive disturbance, and the goal is to learn to satisfy state and…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Monimoy Bujarbaruah , Akhil Shetty , Kameshwar Poolla , Francesco Borrelli

Neural networks are vulnerable to adversarial examples and researchers have proposed many heuristic attack and defense mechanisms. We address this problem through the principled lens of distributionally robust optimization, which guarantees…

Machine Learning · Statistics 2020-05-04 Aman Sinha , Hongseok Namkoong , Riccardo Volpi , John Duchi

Robust machine learning for regulatory genomics is studied under biologically and technically induced distribution shifts. Deep convolutional and attention based models achieve strong in distribution performance on DNA regulatory sequence…

Genomics · Quantitative Biology 2026-02-20 Yiyao Yang

Correctly quantifying the robustness of machine learning models is a central aspect in judging their suitability for specific tasks, and ultimately, for generating trust in them. We address the problem of finding the robustness of…

Machine Learning · Computer Science 2023-02-10 Sebastian Scher , Andreas Trügler

This paper considers robust stability analysis of a large network of interconnected uncertain systems. To avoid analyzing the entire network as a single large, lumped system, we model the network interconnections with integral quadratic…

Optimization and Control · Mathematics 2016-11-17 Martin S. Andersen , Anders Hansson , Sina Khoshfetrat Pakazad , Anders Rantzer

Most current studies estimate the invulnerability of complex networks using a qualitative method that analyzes the inaccurate decay rate of network efficiency. This method results in confusion over the invulnerability of various types of…

Social and Information Networks · Computer Science 2014-02-18 Jun Qin , Hongrun Wu , Xiaonian Tong , Bojin Zheng

We revisit Markowitz's mean-variance portfolio selection model by considering a distributionally robust version, where the region of distributional uncertainty is around the empirical measure and the discrepancy between probability measures…

Methodology · Statistics 2018-02-15 Jose Blanchet , Lin Chen , Xun Yu Zhou

We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…

Statistics Theory · Mathematics 2021-06-01 Liyan Xie , Rui Gao , Yao Xie

Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use…

Probability · Mathematics 2018-04-12 Soumyadip Ghosh , Henry Lam

Measuring robustness is a fundamental task for analyzing the structure of complex networks. Indeed, several approaches to capture the robustness properties of a network have been proposed. In this paper we focus on spectral graph theory…

Combinatorics · Mathematics 2020-11-18 Gian Paolo Clemente , Alessandra Cornaro

Most machine learning models operate under the assumption that the training, testing and deployment data is independent and identically distributed (i.i.d.). This assumption doesn't generally hold true in a natural setting. Usually, the…

Machine Learning · Computer Science 2021-12-14 Kumud Lakara , Akshat Bhandari , Pratinav Seth , Ujjwal Verma

In the presence of model risk, it is well-established to replace classical expected values by worst-case expectations over all models within a fixed radius from a given reference model. This is the "robustness" approach. We show that…

Risk Management · Quantitative Finance 2015-10-07 Thomas Kruse , Judith C. Schneider , Nikolaus Schweizer

We study notions of robustness of Markov kernels and probability distribution of a system that is described by $n$ input random variables and one output random variable. Markov kernels can be expanded in a series of potentials that allow to…

Commutative Algebra · Mathematics 2011-10-07 Johannes Rauh , Nihat Ay

Probabilistic sensitivity analysis identifies the influential uncertain input to guide decision-making. We propose a general sensitivity framework with respect to the input distribution parameters that unifies a wide range of sensitivity…

Methodology · Statistics 2023-02-10 Jiannan Yang

In data-based control, dissipativity can be a powerful tool for attaining stability guarantees for nonlinear systems if that dissipativity can be inferred from data. This work provides a tutorial on several existing methods for data-based…

Systems and Control · Electrical Eng. & Systems 2024-11-21 Ethan LoCicero , Alex Penne , Leila Bridgeman

Resiliency has garnered attention in the management of critical infrastructure as a metric of system performance, but there are significant roadblocks to its implementation in a realistic decision-making framework. Contrasted to risk and…

Systems and Control · Electrical Eng. & Systems 2026-01-08 Vincent P. Paglioni , Graeme Troxell , Aaron Brown , Steve Conrad , Mazdak Arabi

In this paper the accuracy and robustness of quality measures for the assessment of machine learning models are investigated. The prediction quality of a machine learning model is evaluated model-independent based on a cross-validation…

Machine Learning · Statistics 2024-10-07 Thomas Most , Lars Gräning , Sebastian Wolff

Effective quantification of uncertainty is an essential and still missing step towards a greater adoption of deep-learning approaches in different applications, including mission-critical ones. In particular, investigations on the…

Machine Learning · Computer Science 2023-04-14 Marco Forgione , Dario Piga

This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with…

Systems and Control · Electrical Eng. & Systems 2022-08-18 Anastasis Georgiou , Furqan Tahir , Imad M. Jaimoukha , Simos A. Evangelou

A new measure to characterize stability of complex dynamical systems against large perturbation is suggested, the stability threshold (ST). It quantifies the magnitude of the weakest perturbation capable to disrupt the system and switch it…

Chaotic Dynamics · Physics 2016-01-06 Vladimir V. Klinshov , Vladimir I. Nekorkin , Jürgen Kurths