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In inverse problems, distribution-free uncertainty quantification (UQ) aims to obtain error bars with coverage guarantees that are independent of any prior assumptions about the data distribution. In the context of mass mapping,…

Cosmology and Nongalactic Astrophysics · Physics 2025-02-26 Hubert Leterme , Jalal Fadili , Jean-Luc Starck

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

This paper presents a new safety specification method that is robust against errors in the probability distribution of disturbances. Our proposed distributionally robust safe policy maximizes the probability of a system remaining in a…

Optimization and Control · Mathematics 2018-10-05 Insoon Yang

Predicting the behavior of complex systems in engineering often involves significant uncertainty about operating conditions, such as external loads, environmental effects, and manufacturing variability. As a result, uncertainty…

Computation · Statistics 2025-07-17 S. Marelli , S. Schär , B. Sudret

Dynamic control via optimized, piecewise-constant pulses is a common paradigm for open-loop control to implement quantum gates. While numerous methods exist for the synthesis of such controls, there are many open questions regarding the…

Quantum Physics · Physics 2024-06-25 S. P. O'Neil , C. A. Weidner , E. A. Jonckheere , F. C. Langbein , S. G. Schirmer

We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underlying data distribution. Our formulation builds on…

Optimization and Control · Mathematics 2021-06-09 Mert Gürbüzbalaban , Andrzej Ruszczyński , Landi Zhu

Though black-box predictors are state-of-the-art for many complex tasks, they often fail to properly quantify predictive uncertainty and may provide inappropriate predictions for unfamiliar data. Instead, we can learn more reliable models…

Machine Learning · Statistics 2021-12-14 Jean Feng , Arjun Sondhi , Jessica Perry , Noah Simon

We describe a new approach for managing aleatoric uncertainty in the Reinforcement Learning (RL) paradigm. Instead of selecting actions according to a single statistic, we propose a distributional method based on the second-order stochastic…

Machine Learning · Computer Science 2020-10-08 John D. Martin , Michal Lyskawinski , Xiaohu Li , Brendan Englot

Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…

Machine Learning · Computer Science 2020-06-08 Aurora Cobo Aguilera , Antonio Artés-Rodríguez , Fernando Pérez-Cruz , Pablo Martínez Olmos

Accurately quantifying a large language model's (LLM) predictive uncertainty is crucial for judging the reliability of its answers. While most existing research focuses on short, directly answerable questions with closed-form outputs (e.g.,…

Computation and Language · Computer Science 2025-08-08 Yinghao Li , Rushi Qiang , Lama Moukheiber , Chao Zhang

Distributionally Robust Supervised Learning (DRSL) is necessary for building reliable machine learning systems. When machine learning is deployed in the real world, its performance can be significantly degraded because test data may follow…

Machine Learning · Statistics 2018-07-24 Weihua Hu , Gang Niu , Issei Sato , Masashi Sugiyama

In this paper, we develop a two-stage data-driven approach to address the adjustable robust optimization problem, where the uncertainty set is adjustable to manage infeasibility caused by significant or poorly quantified uncertainties. In…

Optimization and Control · Mathematics 2025-05-29 Xiaoxing Ren , Alessio Moreschini , Zhongda Chu , Yulong Gao , Thomas Parisini

Quantum machine learning models have the potential to offer speedups and better predictive accuracy compared to their classical counterparts. However, these quantum algorithms, like their classical counterparts, have been shown to also be…

Quantum Physics · Physics 2021-05-27 Maurice Weber , Nana Liu , Bo Li , Ce Zhang , Zhikuan Zhao

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

Uncertainty quantification (UQ) is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations. In this…

Machine Learning · Computer Science 2025-05-19 Christopher Bülte , Yusuf Sale , Timo Löhr , Paul Hofman , Gitta Kutyniok , Eyke Hüllermeier

This report proposes a novel framework for a rigorous robustness analysis of stochastic biochemical systems. The technique is based on probabilistic model checking. We adapt the general definition of robustness introduced by Kitano to the…

Numerical Analysis · Computer Science 2013-10-18 Lubos Brim , Milan Ceska , Sven Drazan , David Safranek

Combining efficient and safe control for safety-critical systems is challenging. Robust methods may be overly conservative, whereas probabilistic controllers require a trade-off between efficiency and safety. In this work, we propose a…

Systems and Control · Electrical Eng. & Systems 2022-09-16 Tim Brüdigam , Robert Jacumet , Dirk Wollherr , Marion Leibold

In recommender systems, a common problem is the presence of various biases in the collected data, which deteriorates the generalization ability of the recommendation models and leads to inaccurate predictions. Doubly robust (DR) learning…

Information Retrieval · Computer Science 2022-12-20 Haoxuan Li , Quanyu Dai , Yuru Li , Yan Lyu , Zhenhua Dong , Xiao-Hua Zhou , Peng Wu

Robustness of a distributed computing system is defined as the ability to maintain its performance in the presence of uncertain parameters. Uncertainty is a key problem in heterogeneous (and even homogeneous) distributed computing systems…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-05-25 Ali Mokhtari , Chavit Denninnart , Mohsen Amini Salehi

In this paper we focus on the unconstrained binary quadratic optimization model, maximize x^t Qx, x binary, and consider the problem of identifying optimal solutions that are robust with respect to perturbations in the Q matrix.. We are…

Artificial Intelligence · Computer Science 2017-09-25 Mark Lewis , Gary Kochenberger , John Metcalfe