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Related papers: Robust Probabilistic Time Series Forecasting

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We discuss recent work for causal inference and predictive robustness in a unifying way. The key idea relies on a notion of probabilistic invariance or stability: it opens up new insights for formulating causality as a certain risk…

Methodology · Statistics 2018-12-21 Peter Bühlmann

As ML models are increasingly deployed in critical applications, robustness against adversarial perturbations is crucial. While numerous defenses have been proposed to counter such attacks, they typically assume that all adversarial…

Machine Learning · Computer Science 2025-06-11 Yuan Xin , Dingfan Chen , Michael Backes , Xiao Zhang

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…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou , Jorge L. Aravena

In learning problems, the noise inherent to the task at hand hinders the possibility to infer without a certain degree of uncertainty. Quantifying this uncertainty, regardless of its wide use, assumes high relevance for security-sensitive…

It is well-known that classifiers are vulnerable to adversarial perturbations. To defend against adversarial perturbations, various certified robustness results have been derived. However, existing certified robustnesses are limited to…

Machine Learning · Computer Science 2019-12-23 Jinyuan Jia , Xiaoyu Cao , Binghui Wang , Neil Zhenqiang Gong

Bayesian inference usually requires running potentially costly inference procedures separately for every new observation. In contrast, the idea of amortized Bayesian inference is to initially invest computational cost in training an…

Machine Learning · Computer Science 2023-05-25 Manuel Glöckler , Michael Deistler , Jakob H. Macke

Real-world data streams can change unpredictably due to distribution shifts, feedback loops and adversarial actors, which challenges the validity of forecasts. We present a forecasting framework ensuring valid uncertainty estimates…

Machine Learning · Computer Science 2025-03-04 Charles Marx , Volodymyr Kuleshov , Stefano Ermon

Robustness studies of black-box models is recognized as a necessary task for numerical models based on structural equations and predictive models learned from data. These studies must assess the model's robustness to possible…

Optimization and Control · Mathematics 2022-09-26 Marouane Il Idrissi , Nicolas Bousquet , Fabrice Gamboa , Bertrand Iooss , Jean-Michel Loubes

We propose a general solution to the problem of robust Bayesian inference in complex settings where outliers may be present. In practice, the automation of robust Bayesian analyses is important in the many applications involving large and…

Methodology · Statistics 2022-04-15 Jeremie Houssineau , David J. Nott

Users of program analyses expect that results change predictably in response to changes in their programs, but many analyses fail to provide such robustness. This paper introduces a theoretical framework that provides a unified language to…

Programming Languages · Computer Science 2026-04-14 Zachary Kincaid , Shaowei Zhu

Conformal prediction is a powerful tool to generate uncertainty sets with guaranteed coverage using any predictive model, under the assumption that the training and test data are i.i.d.. Recently, it has been shown that adversarial examples…

Machine Learning · Computer Science 2024-05-01 Ge Yan , Yaniv Romano , Tsui-Wei Weng

We study the problem of certifying the robustness of Bayesian neural networks (BNNs) to adversarial input perturbations. Given a compact set of input points $T \subseteq \mathbb{R}^m$ and a set of output points $S \subseteq \mathbb{R}^n$,…

Machine Learning · Computer Science 2023-06-26 Matthew Wicker , Andrea Patane , Luca Laurenti , Marta Kwiatkowska

Probabilistic time series forecasting involves estimating the distribution of future based on its history, which is essential for risk management in downstream decision-making. We propose a deep state space model for probabilistic time…

Machine Learning · Computer Science 2021-02-02 Longyuan Li , Junchi Yan , Xiaokang Yang , Yaohui Jin

Recent breakthroughs in the field of deep learning have led to advancements in a broad spectrum of tasks in computer vision, audio processing, natural language processing and other areas. In most instances where these tasks are deployed in…

Machine Learning · Computer Science 2019-05-28 Daanish Ali Khan , Linhong Li , Ninghao Sha , Zhuoran Liu , Abelino Jimenez , Bhiksha Raj , Rita Singh

Randomized smoothing is a powerful tool for certifying robustness to adversarial perturbations, including poisoning attacks via randomized training and evasion attacks via randomized inference. Extending these guarantees to backdoor…

Machine Learning · Computer Science 2026-05-22 Aman Saxena , Jan Schuchardt , Yan Scholten , Stephan Günnemann

Time series forecasting is an active research topic in academia as well as industry. Although we see an increasing amount of adoptions of machine learning methods in solving some of those forecasting challenges, statistical methods remain…

Computation · Statistics 2021-01-26 Edwin Ng , Zhishi Wang , Huigang Chen , Steve Yang , Slawek Smyl

In deep learning applications, robustness measures the ability of neural models that handle slight changes in input data, which could lead to potential safety hazards, especially in safety-critical applications. Pre-deployment assessment of…

Software Engineering · Computer Science 2024-04-26 Wenchuan Mu , Kwan Hui Lim

Conformal prediction (CP) is a framework to quantify uncertainty of machine learning classifiers including deep neural networks. Given a testing example and a trained classifier, CP produces a prediction set of candidate labels with a…

Machine Learning · Computer Science 2023-08-01 Subhankar Ghosh , Yuanjie Shi , Taha Belkhouja , Yan Yan , Jana Doppa , Brian Jones

Time series classification is a task which deals with temporal sequences, a prevalent data type common in domains such as human activity recognition, sports analytics and general sensing. In this area, interest in explainability has been…

Machine Learning · Computer Science 2024-06-27 Thu Trang Nguyen , Thach Le Nguyen , Georgiana Ifrim

Randomized smoothing is a technique for providing provable robustness guarantees against adversarial attacks while making minimal assumptions about a classifier. This method relies on taking a majority vote of any base classifier over…

Machine Learning · Computer Science 2023-05-09 Ambar Pal , Jeremias Sulam