Related papers: Mixed robustness: Analysis of systems with uncerta…
Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample, that is, points of which at least some components have exceptionally large values. Mathematical theory suggests the use of max-stable models…
Resilience has emerged as a crucial concept for evaluating structural performance under disasters because of its ability to extend beyond traditional risk assessments, accounting for a system's ability to minimize disruptions and maintain…
Many of the successes of machine learning are based on minimizing an averaged loss function. However, it is well-known that this paradigm suffers from robustness issues that hinder its applicability in safety-critical domains. These issues…
In safety-critical applications, machine learning models should generalize well under worst-case distribution shifts, that is, have a small robust risk. Invariance-based algorithms can provably take advantage of structural assumptions on…
In this discussion paper, we survey recent research surrounding robustness of machine learning models. As learning algorithms become increasingly more popular in data-driven control systems, their robustness to data uncertainty must be…
A robust controller is specified, and the stability bounds of the uncertain closed-loop system are determined using the small gain, circle, positive real, and Popov criteria. A graphical approach is employed in order to demonstrate the ease…
We study robust estimators of the mean of a probability measure $P$, called robust empirical mean estimators. This elementary construction is then used to revisit a problem of aggregation and a problem of estimator selection, extending…
We provide a novel method for sensitivity analysis of parametric robust Markov chains. These models incorporate parameters and sets of probability distributions to alleviate the often unrealistic assumption that precise probabilities are…
Probabilistic model checking is a useful technique for specifying and verifying properties of stochastic systems including randomized protocols and reinforcement learning models. Existing methods rely on the assumed structure and…
Resilience characterizes a system's ability to retain its original function when perturbations happen. In the past years our attention mainly focused on small-scale resilience, yet our understanding of resilience in large-scale network…
Scientific analysis often relies on the ability to make accurate predictions of a system's dynamics. Mechanistic models, parameterized by a number of unknown parameters, are often used for this purpose. Accurate estimation of the model…
Various versions of the Dynamical Systems Method (DSM) are proposed for solving linear ill-posed problems with bounded and unbounded operators. Convergence of the proposed methods is proved. Some new results concerning discrepancy principle…
Missing data is pervasive in econometric applications, and rarely is it plausible that the data are missing (completely) at random. This paper proposes a methodology for studying the robustness of results drawn from incomplete datasets.…
Employing model predictive control to systems with unbounded, stochastic disturbances poses the challenge of guaranteeing safety, i.e., repeated feasibility and stability of the closed-loop system. Especially, there are no strict repeated…
Robust optimization methods have shown practical advantages in a wide range of decision-making applications under uncertainty. Recently, their efficacy has been extended to multi-period settings. Current approaches model uncertainty either…
Concurrent accesses to databases are typically encapsulated in transactions in order to enable isolation from other concurrent computations and resilience to failures. Modern databases provide transactions with various semantics…
As machine learning (ML) systems increasingly permeate high-stakes settings such as healthcare, transportation, military, and national security, concerns regarding their reliability have emerged. Despite notable progress, the performance of…
In robust optimization one seeks to make a decision under uncertainty, where the goal is to find the solution with the best worst-case performance. The set of possible realizations of the uncertain data is described by a so-called…
In modern engineering, computer simulations are a popular tool to analyse, design, and optimize systems. Furthermore, concepts of uncertainty and the related reliability analysis and robust design are of increasing importance. Hence, an…
We propose a simple and computationally efficient approach for designing a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertainty is modeled as an additive disturbance and an additive error on the…