Related papers: Probabilistic Constrained Optimization on Flow Net…
This paper focuses on learning a model of system dynamics online while satisfying safety constraints.Our motivation is to avoid offline system identification or hand-specified dynamics models and allowa system to safely and autonomously…
In this paper, we develop efficient randomized algorithms for estimating probabilistic robustness margin and constructing robustness degradation curve for uncertain dynamic systems. One remarkable feature of these algorithms is their…
Generative Flow Networks (GFlowNets) are recently proposed models for learning stochastic policies that generate compositional objects by sequences of actions with the probability proportional to a given reward function. The central problem…
The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization…
Online generation of collision free trajectories is of prime importance for autonomous navigation. Dynamic environments, robot motion and sensing uncertainties adds further challenges to collision avoidance systems. This paper presents an…
We present a data-driven approach for distributionally robust chance constrained optimization problems (DRCCPs). We consider the case where the decision maker has access to a finite number of samples or realizations of the uncertainty. The…
Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…
We present the design and development of a data stream system that captures data uncertainty from data collection to query processing to final result generation. Our system focuses on data that is naturally modeled as continuous random…
We present a generalized form of open boundary conditions, and an associated numerical algorithm, for simulating incompressible flows involving open or outflow boundaries. The generalized form represents a family of open boundary…
In this paper, we propose the uncertain volatility models with stochastic bounds. Like the regular uncertain volatility models, we know only that the true model lies in a family of progressively measurable and bounded processes, but instead…
This paper proposes a dynamic primal-dual type algorithm to solve the optimal scheduling problem in wireless networks subject to uncertain parameters, which are generated by stochastic network processes such as random packet arrivals,…
We study the problem of estimating a sequence of evolving probability distributions from historical data, where the underlying distribution changes over time in a nonstationary and nonparametric manner. To capture gradual changes, we…
In this article we present an algorithm to compute bounds on the marginals of a graphical model. For several small clusters of nodes upper and lower bounds on the marginal values are computed independently of the rest of the network. The…
Quantifying aleatoric uncertainty in medical image segmentation is critical since it is a reflection of the natural variability observed among expert annotators. A conventional approach is to model the segmentation distribution using the…
In this paper, we develop a two-stage data-driven approach to address the adjustable robust optimization problem, where the uncertainty set is adjustable to manage infeasibility caused by significant or poorly quantified uncertainties. In…
The boundary conditions prescribing the constant traction or the so-called do-nothing conditions are frequently taken on artificial boundaries in the numerical simulations of steady flow of incompressible fluids, despite the fact that they…
This work addresses the problem of predicting the motion trajectories of dynamic objects in the environment. Recent advances in predicting motion patterns often rely on machine learning techniques to extrapolate motion patterns from…
Robustness of distributed routing policies is studied for dynamical flow networks, with respect to adversarial disturbances that reduce the link flow capacities. A dynamical flow network is modeled as a system of ordinary differential…
Modularity is one of the most widely used measures for evaluating communities in networks. In probabilistic networks, where the existence of edges is uncertain and uncertainty is represented by probabilities, the expected value of…
As inductive inference and machine learning methods in computer science see continued success, researchers are aiming to describe ever more complex probabilistic models and inference algorithms. It is natural to ask whether there is a…