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Data Envelopment Analysis (DEA) is a multi-criteria technique based on linear programming to deal with many real-life problems, mostly in nonprofit organizations. The slacks-based measure (SBM) model is one of the DEA model used to assess…

Optimization and Control · Mathematics 2021-02-04 Deepak Mahla , Shivi Agarwal

In the framework of data envelopment analysis (DEA), Tone (2001) introduced the slacks-based measure (SBM) of efficiency, which is a nonradial model that incorporates all the slacks of the evaluated decision-making units (DMUs) into their…

Optimization and Control · Mathematics 2024-10-21 Vicente J. Bolos , Rafael Benitez , Vicente Coll-Serrano

Many studies have shown that there are regularities in the way human beings make decisions. However, our ability to obtain models that capture such regularities and can accurately predict unobserved decisions is still limited. We tackle…

General Finance · Quantitative Finance 2021-03-11 Gael Poux-Medard , Sergio Cobo-Lopez , Jordi Duch , Roger Guimera , Marta Sales-Pardo

Economists often estimate economic models on data and use the point estimates as a stand-in for the truth when studying the model's implications for optimal decision-making. This practice ignores model ambiguity, exposes the decision…

Econometrics · Economics 2021-10-07 Maximilian Blesch , Philipp Eisenhauer

This article introduces a decentralized robust optimization framework for safe multi-agent control under uncertainty. Although stochastic noise has been the primary form of modeling uncertainty in such systems, these formulations might fall…

Optimization and Control · Mathematics 2025-08-19 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

The stochastic block model (SBM) is a mixture model used for the clustering of nodes in networks. It has now been employed for more than a decade to analyze very different types of networks in many scientific fields such as Biology and…

Methodology · Statistics 2014-05-12 E. Côme , P. Latouche

Computer vision leveraging deep learning has achieved significant success in the last decade. Despite the promising performance of the existing deep models in the recent literature, the extent of models' reliability remains unknown.…

Computer Vision and Pattern Recognition · Computer Science 2020-04-13 Seyed Omid Sajedi , Xiao Liang

This paper is concerned with a simulation study for a stochastic production network model, where the capacities of machines may change randomly. We introduce performance measures motivated by risk measures from finance leading to a…

Optimization and Control · Mathematics 2019-05-14 Simone Göttlich , Stephan Knapp

The stochastic block model (SBM) is a flexible probabilistic tool that can be used to model interactions between clusters of nodes in a network. However, it does not account for interactions of time varying intensity between clusters. The…

Machine Learning · Statistics 2017-07-11 Marco Corneli , Pierre Latouche , Fabrice Rossi

Supply chain resilience analysis aims to identify the critical elements in the supply chain, measure its reliability, and analyze solutions for improving vulnerabilities. While extensive methods like stochastic approaches have been…

Risk Management · Quantitative Finance 2024-05-22 Yaxin Pang , Shenle Pan , Eric Ballot

Understanding the effect of uncertainty and noise in data on machine learning models (MLM) is crucial in developing trust and measuring performance. In this paper, a new model is proposed to quantify uncertainties and noise in data on MLMs.…

Machine Learning · Computer Science 2024-12-10 Usman Anjum , Chris Trentman , Elrod Caden , Justin Zhan

The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…

Optimization and Control · Mathematics 2018-03-29 Omid Nohadani , Kartikey Sharma

We address the neural network robustness problem by adding Similarity (i.e., correctly predicted depth-matches into training)-awareness and Distance-to-training-distribution-awareness to the existing output Magnitude (i.e.,…

Machine Learning · Computer Science 2025-05-23 Allen Schmaltz

Statistical node clustering in discrete time dynamic networks is an emerging field that raises many challenges. Here, we explore statistical properties and frequentist inference in a model that combines a stochastic block model (SBM) for…

Methodology · Statistics 2016-06-23 Catherine Matias , Vincent Miele

Uncertainty quantification is a fundamental yet unsolved problem for deep learning. The Bayesian framework provides a principled way of uncertainty estimation but is often not scalable to modern deep neural nets (DNNs) that have a large…

Machine Learning · Computer Science 2020-08-25 Lingkai Kong , Jimeng Sun , Chao Zhang

It is well-known that deep neural networks (DNNs) have shown remarkable success in many fields. However, when adding an imperceptible magnitude perturbation on the model input, the model performance might get rapid decrease. To address this…

Machine Learning · Computer Science 2022-01-04 Hao Yang , Min Wang , Zhengfei Yu , Yun Zhou

This paper proposes a new method to evaluate Decision Making Units (DMUs) under uncertainty using fuzzy Data Envelopment Analysis (DEA). In the proposed multi-objective nonlinear programming methodology both the objective functions and the…

Optimization and Control · Mathematics 2015-08-26 M. Zerafat Angiz L. , M. K. M. Nawawi , R. Khalid , A. Mustafa , A. Emrouznejad , R. John , G. Kendall

A particularly challenging problem in AI safety is providing guarantees on the behavior of high-dimensional autonomous systems. Verification approaches centered around reachability analysis fail to scale, and purely statistical approaches…

Artificial Intelligence · Computer Science 2025-03-11 Souradeep Dutta , Michele Caprio , Vivian Lin , Matthew Cleaveland , Kuk Jin Jang , Ivan Ruchkin , Oleg Sokolsky , Insup Lee

The Stochastic Block Model (SBM) is a popular probabilistic model for random graphs. It is commonly used for clustering network data by aggregating nodes that share similar connectivity patterns into blocks. When fitting an SBM to a network…

Computation · Statistics 2021-05-28 Pierre Barbillon , Julien Chiquet , Timothée Tabouy

Service system performance depends on how participants respond to design choices, but modeling these responses is hard due to the complexity of human behavior. We introduce an LLM-powered multi-agent simulation (LLM-MAS) framework for…

Artificial Intelligence · Computer Science 2026-04-07 Yanyuan Wang , Xiaowei Zhang
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