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Many popular algorithmic fairness measures depend on the joint distribution of predictions, outcomes, and a sensitive feature like race or gender. These measures are sensitive to distribution shift: a predictor which is trained to satisfy…

Machine Learning · Statistics 2022-02-11 Alan Mishler , Niccolò Dalmasso

Multi-model prediction efforts in infectious disease modeling and climate modeling involve multiple teams independently producing projections under various scenarios. Often these scenarios are produced by the presence and absence of a…

Methodology · Statistics 2022-08-11 Yuanhao Lu , Ajitesh Srivastava

We consider the problem of distributionally robust multimodal machine learning. Existing approaches often rely on merging modalities on the feature level (early fusion) or heuristic uncertainty modeling, which downplays modality-aware…

Machine Learning · Computer Science 2025-11-11 Peilin Yang , Yu Ma

In a data-scarce field such as healthcare, where models often deliver predictions on patients with rare conditions, the ability to measure the uncertainty of a model's prediction could potentially lead to improved effectiveness of decision…

Machine Learning · Statistics 2020-05-26 Lotta Meijerink , Giovanni Cinà , Michele Tonutti

This study proposes a robust estimator for stochastic frontier models by integrating the idea of Basu et al. [1998, Biometrika 85, 549-559] into such models. We verify that the suggested estimator is strongly consistent and asymptotic…

Methodology · Statistics 2015-07-29 Junmo Song , Dong-hyun Oh , Jiwon Kang

We observe a $n$-sample, the distribution of which is assumed to belong, or at least to be close enough, to a given mixture model. We propose an estimator of this distribution that belongs to our model and possesses some robustness…

Statistics Theory · Mathematics 2025-02-06 Alexandre Lecestre

We consider the problem of learning from training data obtained in different contexts, where the underlying context distribution is unknown and is estimated empirically. We develop a robust method that takes into account the uncertainty of…

Machine Learning · Statistics 2022-02-18 Muhammad Osama , Dave Zachariah , Petre Stoica

Logistic regression models are widely used in the social and behavioral sciences and in high-stakes domains, due to their simplicity and interpretability properties. At the same time, such domains are permeated by distribution shifts, where…

Machine Learning · Computer Science 2025-03-18 Qingshi Sun , Nathan Justin , Andres Gomez , Phebe Vayanos

Recent years have experienced increasing utilization of complex machine learning models across multiple sources of data to inform more generalizable decision-making. However, distribution shifts across data sources and privacy concerns…

Methodology · Statistics 2024-05-16 Yi Liu , Alexander W. Levis , Sharon-Lise Normand , Larry Han

Making decisions about the structure of a future military fleet is a challenging task. Several issues need to be considered such as the existence of multiple competing objectives and the complexity of the operating environment. A particular…

Neural and Evolutionary Computing · Computer Science 2009-07-06 Slawomir Wesolkowski , Michael Mazurek , James M. Whitacre , Axel Bender , Hussein Abbass

Fairness in machine learning has attracted increasing attention in recent years. The fairness methods improving algorithmic fairness for in-distribution data may not perform well under distribution shifts. In this paper, we first…

Machine Learning · Computer Science 2023-10-24 Zhimeng Jiang , Xiaotian Han , Hongye Jin , Guanchu Wang , Rui Chen , Na Zou , Xia Hu

Fitting models to data is an important part of the practice of science. Advances in machine learning have made it possible to fit more -- and more complex -- models, but have also exacerbated a problem: when multiple models fit the data…

Methodology · Statistics 2025-10-27 Alexandre René , André Longtin

Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…

Statistical Finance · Quantitative Finance 2025-10-15 Daniel Cunha Oliveira , Grover Guzman , Nick Firoozye

A major barrier to deploying current machine learning models lies in their non-reliability to dataset shifts. To resolve this problem, most existing studies attempted to transfer stable information to unseen environments. Particularly,…

Machine Learning · Statistics 2023-05-31 Mingzhou Liu , Xiangyu Zheng , Xinwei Sun , Fang Fang , Yizhou Wang

Optimal algorithms are developed for robust detection of changes in non-stationary processes. These are processes in which the distribution of the data after change varies with time. The decision-maker does not have access to precise…

Methodology · Statistics 2025-05-14 Yingze Hou , Yousef Oleyaeimotlagh , Rahul Mishra , Hoda Bidkhori , Taposh Banerjee

Fully robust versions of the elastic net estimator are introduced for linear and logistic regression. The algorithms to compute the estimators are based on the idea of repeatedly applying the non-robust classical estimators to data subsets…

Methodology · Statistics 2017-03-16 Fatma Sevinc Kurnaz , Irene Hoffmann , Peter Filzmoser

The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…

Sampling-based methods, e.g., Deep Ensembles and Bayesian Neural Nets have become promising approaches to improve the quality of uncertainty estimation and robust generalization. However, they suffer from a large model size and high latency…

Machine Learning · Computer Science 2024-05-29 Ha Manh Bui , Anqi Liu

This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

Optimization and Control · Mathematics 2023-06-16 Seung Min Baik , Eunshin Byon , Young Myoung Ko

Robustness is often regarded as a critical future challenge for real-world applications, where stability is essential. However, as models often learn tasks in a similar order, we hypothesize that easier tasks will be easier regardless of…

Machine Learning · Computer Science 2026-02-04 Shir Ashury-Tahan , Ariel Gera , Elron Bandel , Michal Shmueli-Scheuer , Leshem Choshen