English
Related papers

Related papers: Robustness Guarantees for Credal Bayesian Networks…

200 papers

A key problem in emerging complex cyber-physical networks is the design of information and control topologies, including sensor and actuator selection and communication network design. These problems can be posed as combinatorial set…

Optimization and Control · Mathematics 2018-11-20 Tyler Summers , Maryam Kamgarpour

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

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Elisa Andina , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

Adversarial examples pose a security threat to many critical systems built on neural networks (such as face recognition systems, and self-driving cars). While many methods have been proposed to build robust models, how to build certifiably…

Machine Learning · Computer Science 2023-09-06 Ruihan Zhang , Peixin Zhang , Jun Sun

Estimated uncertainty by approximate posteriors in Bayesian neural networks are prone to miscalibration, which leads to overconfident predictions in critical tasks that have a clear asymmetric cost or significant losses. Here, we extend the…

Machine Learning · Computer Science 2022-06-17 Biraja Ghoshal , Allan Tucker

A central challenge in mechanism design is to identify mechanisms whose performance is robust under uncertainty about the environment. The maxmin optimality criterion is commonly used for this purpose, but it often yields a large and…

Theoretical Economics · Economics 2026-04-08 Ashwin Kambhampati

Standard maximum likelihood or Bayesian approaches to parameter estimation for stochastic differential equations are not robust to perturbations in the continuous-in-time data. In this paper, we give a rather elementary explanation of this…

Numerical Analysis · Mathematics 2023-12-20 Sebastian Reich

We consider the problem of steering a system with unknown, stochastic dynamics to satisfy a rich, temporally layered task given as a signal temporal logic formula. We represent the system as a Markov decision process in which the states are…

Systems and Control · Computer Science 2015-10-23 Austin Jones , Derya Aksaray , Zhaodan Kong , Mac Schwager , Calin Belta

As the complexity of control systems increases, the need for systematic methods to guarantee their efficacy grows as well. However, direct testing of these systems is oftentimes costly, difficult, or impractical. As a result, the test and…

Systems and Control · Electrical Eng. & Systems 2021-09-10 Prithvi Akella , Ugo Rosolia , Aaron D. Ames

We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…

Logic in Computer Science · Computer Science 2020-02-26 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

In classic robust optimization, it is assumed that a set of possible parameter realizations, the uncertainty set, is modeled in a previous step and part of the input. As recent work has shown, finding the most suitable uncertainty set is in…

Optimization and Control · Mathematics 2016-10-18 André Chassein , Marc Goerigk

This work presents a distributionally robust Kalman filter to address uncertainties in noise covariance matrices and predicted covariance estimates. We adopt a distributionally robust formulation using bicausal optimal transport to…

Optimization and Control · Mathematics 2025-06-18 Bingyan Han

Neural network models have become the leading solution for a large variety of tasks, such as classification, language processing, protein folding, and others. However, their reliability is heavily plagued by adversarial inputs: small input…

Machine Learning · Computer Science 2022-10-04 Natan Levy , Guy Katz

Due to the growing adoption of deep neural networks in many fields of science and engineering, modeling and estimating their uncertainties has become of primary importance. Despite the growing literature about uncertainty quantification in…

Machine Learning · Computer Science 2023-02-15 Brian Staber , Sébastien Da Veiga

The ubiquity of deep learning algorithms in various applications has amplified the need for assuring their robustness against small input perturbations such as those occurring in adversarial attacks. Existing complete verification…

Machine Learning · Computer Science 2024-06-17 Matthias König , Xiyue Zhang , Holger H. Hoos , Marta Kwiatkowska , Jan N. van Rijn

This paper is concerned with Bayesian inferential methods for data from controlled branching processes that account for model robustness through the use of disparities. Under regularity conditions, we establish that estimators built on…

Methodology · Statistics 2018-02-19 M. González , C. Minuesa , I. del Puerto , A. N. Vidyashankar

This work addresses integrating probabilistic propositional logic constraints into the distribution encoded by a probabilistic circuit (PC). PCs are a class of tractable models that allow efficient computations (such as conditional and…

Machine Learning · Computer Science 2024-03-21 Soroush Ghandi , Benjamin Quost , Cassio de Campos

Many Bayesian network modelling applications suffer from the issue of data scarcity. Hence the use of expert judgement often becomes necessary to determine the parameters of the conditional probability tables (CPTs) throughout the network.…

Methodology · Statistics 2025-10-02 Kieran Drury , Martine J. Barons , Jim Q. Smith

We use the PAC-Bayesian theory for the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-Bayesian bounds) and explicit…

Machine Learning · Computer Science 2025-02-26 Michael Sucker , Jalal Fadili , Peter Ochs

Branch and bound algorithms have been developed for reliability analysis of coherent systems. They exhibit a set of advantages; in particular, they can find a computationally efficient representation of a system failure or survival event,…

Optimization and Control · Mathematics 2024-10-31 Ji-Eun Byun , Hyeuk Ryu , Daniel Straub