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We propose and analyze algorithms for distributionally robust optimization of convex losses with conditional value at risk (CVaR) and $\chi^2$ divergence uncertainty sets. We prove that our algorithms require a number of gradient…

Optimization and Control · Mathematics 2020-12-14 Daniel Levy , Yair Carmon , John C. Duchi , Aaron Sidford

Randomized optimization is an established tool for control design with modulated robustness. While for uncertain convex programs there exist randomized approaches with efficient sampling, this is not the case for non-convex problems.…

Systems and Control · Computer Science 2015-06-08 Sergio Grammatico , Xiaojing Zhang , Kostas Margellos , Paul Goulart , John Lygeros

Most statistical process control programmes in healthcare focus on surveillance of outcomes at the final stage of a procedure, such as mortality or failure rates. Such an approach ignores the multi-stage nature of these procedures, in which…

Methodology · Statistics 2020-06-29 Doaa Ayad , Nokuthaba Sibanda

We propose a multivariate probability distribution that models a linear correlation between binary and continuous variables. The proposed distribution is a natural extension of the previously developed multivariate binary distribution. As…

Methodology · Statistics 2023-02-14 Takashi Arai

Benchmarking anomaly detection approaches for multivariate time series is a challenging task due to a lack of high-quality datasets. Current publicly available datasets are too small, not diverse and feature trivial anomalies, which hinders…

Machine Learning · Computer Science 2025-11-13 Lucas Correia , Jan-Christoph Goos , Thomas Bäck , Anna V. Kononova

Neural control variates (NCVs) have emerged as a powerful tool for variance reduction in Monte Carlo (MC) simulations, particularly in high-dimensional problems where traditional control variates are difficult to construct analytically. By…

High Energy Physics - Lattice · Physics 2025-08-22 Hyunwoo Oh

We review the rapidly growing literature on auxiliary information-based (AIB) process monitoring methods. Under this approach, there is an assumption that the auxiliary variable, which is correlated with the quality variable of interest,…

Methodology · Statistics 2021-10-04 Nesma A. Saleh , Mahmoud A. Mahmoud , William H. Woodall , Sven Knoth

The presence of outlying observations may adversely affect statistical testing procedures that result in unstable test statistics and unreliable inferences depending on the distortion in parameter estimates. In spite of the fact that the…

Methodology · Statistics 2021-04-19 Beste Hamiye Beyaztas , Soutir Bandyopadhyay , Abhijit Mandal

Digital implementations of chaotic systems often suffer from inherent degradation, limiting their long-term performance and statistical quality. To address this challenge, we propose a novel four-stage synchronized piecewise linear chaotic…

Chaotic Dynamics · Physics 2025-07-08 Ricardo Francisco Martinez-Gonzalez

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

Optimization and Control · Mathematics 2020-12-08 Andrey Tremba

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Probability · Mathematics 2020-06-16 Xinjia Chen

In data analysis, contamination caused by outliers is inevitable, and robust statistical methods are strongly demanded. In this paper, our concern is to develop a new approach for robust data analysis based on scoring rules. The scoring…

Statistics Theory · Mathematics 2013-11-22 Takafumi Kanamori , Hironori Fujisawa

Objective: To develop software utilizing optical character recognition toward the automatic extraction of data from bar charts for meta-analysis. Methods: We utilized a multistep data extraction approach that included figure extraction,…

Information Retrieval · Computer Science 2020-11-10 Alex Carderas , Ye Yuan , Itamar Livnat , Ryan Yanagihara , Rosita Saul , Gabrielle Montes De Oca , Kai Zheng , Andrew W. Browne

The frequency-domain data of a multivariable system in different operating points is used to design a robust controller with respect to the measurement noise and multimodel uncertainty. The controller is fully parametrized in terms of…

Optimization and Control · Mathematics 2017-08-10 Alireza Karimi , Christoph Kammer

Split-plot designs find wide applicability in multifactor experiments with randomization restrictions. Practical considerations often warrant the use of unbalanced designs. This paper investigates randomization based causal inference in…

Methodology · Statistics 2019-06-21 Rahul Mukerjee , Tirthankar Dasgupta

A new data-enabled control technique for uncertain linear time-invariant systems, recently conceived by Coulson et\ al., builds upon the direct optimization of controllers over input/output pairs drawn from a large dataset. We adopt an…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Filippo Fabiani , Paul J. Goulart

Most statistical process monitoring methods for multichannel profiles focus solely on the mean and are almost ineffective when changes involve the covariance structure. Although it is known to be crucial, covariance monitoring requires…

Methodology · Statistics 2026-03-06 Christian Capezza , Davide Forcina , Antonio Lepore , Biagio Palumbo

We consider controllable linear discrete-time systems with bounded perturbations and present two methods to compute robust controlled invariant sets. The first method tolerates an arbitrarily small constraint violation to compute an…

Optimization and Control · Mathematics 2018-01-03 Matthias Rungger , Paulo Tabuada

Analysis of three-way data is becoming ever more prevalent in the literature, especially in the area of clustering and classification. Real data, including real three-way data, are often contaminated by potential outlying observations.…

In chemical analysis made by laboratories one has the problem of determining the concentration of a chemical element in a sample. In order to tackle this problem the guide EURACHEM/CITAC recommends the application of the linear calibration…

Applications · Statistics 2008-03-19 Betsabé G. Blas Achic , Mônica C. Sandoval