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In context-specific applications such as robotics, telecommunications, and healthcare, artificial intelligence systems often face the challenge of limited training data. This scarcity introduces epistemic uncertainty, i.e., reducible…

Information Theory · Computer Science 2026-03-17 Osvaldo Simeone , Yaniv Romano

Traditional evaluation of information access systems has focused primarily on average utility across a set of information needs (information retrieval) or users (recommender systems). In this work, we argue that evaluating only with average…

Information Retrieval · Computer Science 2024-10-18 Fernando Diaz

Proper quantification of predictive uncertainty is essential for the use of machine learning in safety-critical applications. Various uncertainty measures have been proposed for this purpose, typically claiming superiority over other…

Machine Learning · Computer Science 2025-12-16 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

We quantify resilience with metrics extracted from the historical outage data that is routinely recorded by many distribution utilities. The outage data is coordinated with wind data to relate average outage rates in an area to wind speed…

Signal Processing · Electrical Eng. & Systems 2023-12-13 Arslan Ahmad , Ian Dobson

This paper introduces a rule for policy selection in the presence of estimation uncertainty, explicitly accounting for estimation risk. The rule belongs to the class of risk-aware rules on the efficient decision frontier, characterized as…

Econometrics · Economics 2026-01-21 Victor Chernozhukov , Sokbae Lee , Adam M. Rosen , Liyang Sun

The first part of this thesis focuses on maximizing the overall recommendation accuracy. This accuracy is usually evaluated with some user-oriented metric tailored to the recommendation scenario, but because recommendation is usually…

Information Retrieval · Computer Science 2023-11-14 Roger Zhe Li

This paper revisits the classic instrument choice problem in a setting with consumption externalities, through the lens of robust mechanism design. A regulator can implement any incentive-compatible policy but is uncertain about how…

General Economics · Economics 2026-03-18 Zi Yang Kang

We present a method to find the maximum magnitude of any supply-shortfall service that an aggregator of energy storage devices is able to sell to a grid operator. This is first demonstrated in deterministic settings, then applied to…

Optimization and Control · Mathematics 2020-05-12 Michael P. Evans , Simon H. Tindemans , David Angeli , Goran Strbac

Capacity expansion models are frequently used to inform multi-billion dollar grid infrastructure decisions, a context in which there is significant uncertainty surrounding the future need for and performance of such infrastructure. However,…

Systems and Control · Electrical Eng. & Systems 2026-03-03 Gabriel Mantegna , Emil Dimanchev , Filippo Pecci , Neha Patankar , Jesse Jenkins

Randomized controlled experiments assess new policy impacts on performance metrics to inform launch decisions. Traditional approaches evaluate metrics independently despite correlations, and mixed results (e.g., positive revenue impact,…

Applications · Statistics 2026-01-29 Hoiyi Ng , Guido Imbens

In robust decision-making under non-Bayesian uncertainty, different robust optimization criteria, such as maximin performance, minimax regret, and maximin ratio, have been proposed. In many problems, all three criteria are well-motivated…

Optimization and Control · Mathematics 2024-03-20 Jerry Anunrojwong , Santiago R. Balseiro , Omar Besbes

When performing a national research assessment, some countries rely on citation metrics whereas others, such as the UK, primarily use peer review. In the influential Metric Tide report, a low agreement between metrics and peer review in the…

Digital Libraries · Computer Science 2019-03-21 Vincent Traag , Ludo Waltman

The problem of capacity achieving (optimal) input probability measures has been widely investigated for several channel models with constrained inputs. So far, no outstanding generalizations have been derived. This paper does a forward step…

Information Theory · Computer Science 2014-11-11 Vincenzo Zambianchi , Enrico Paolini , Davide Dardari

To reduce computational complexity, macro-energy system models commonly implement reduced time-series data. For renewable energy systems dependent on seasonal storage and characterized by intermittent renewables, like wind and solar,…

General Economics · Economics 2022-12-21 Leonard Göke , Mario Kendziorski

Many optimization problems incorporate uncertainty affecting their parameters and thus their objective functions and constraints. As an example, in chance-constrained optimization the constraints need to be satisfied with a certain…

Systems and Control · Electrical Eng. & Systems 2020-01-09 Miguel Picallo , Florian Dörfler

Accurately predicting faulty software units helps practitioners target faulty units and prioritize their efforts to maintain software quality. Prior studies use machine-learning models to detect faulty software code. We revisit past studies…

Software Engineering · Computer Science 2019-01-08 Libo Li , Stefan Lessmann , Bart Baesens

While many quality metrics exist to evaluate the quality of a grasp by itself, no clear quantification of the quality of a grasp relatively to the task the grasp is used for has been defined yet. In this paper we propose a framework to…

Robotics · Computer Science 2019-07-11 Luca Cavalli , Gianpaolo Di Pietro , Matteo Matteucci

This paper presents a Marginal Reliability Impact (MRI) based resource accreditation framework for capacity market design. Under this framework, a resource is accredited based on its marginal impact on system reliability, thus aligning the…

Systems and Control · Electrical Eng. & Systems 2026-02-23 Feng Zhao , Tongxin Zheng , Dane Schiro , Xiaochu Wang

Short-term load forecasting is an essential task that supports utilities to schedule generating sufficient power for balancing supply and demand, and can become an attractive target for cyber attacks. It has been shown that the power system…

Systems and Control · Electrical Eng. & Systems 2022-03-09 Mojtaba Dezvarei , Kevin Tomsovic , Jinyuan Stella Sun , Seddik M. Djouadi

We address the problem that classical risk measures may not detect the tail risk adequately. This can occur for instance due to averaging when calculating the Expected Shortfall. The current literature proposes the so-called adjusted…

Mathematical Finance · Quantitative Finance 2025-04-24 Jascha Alexander , Christian Laudagé , Jörn Sass