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This work introduces the category of Power System Transition Planning optimization problem. It aims to shift power systems to emissions-free networks efficiently. Unlike comparable work, the framework presented here broadly applies to the…
Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…
Conformal prediction is a distribution-free uncertainty quantification method that has gained popularity in the machine learning community due to its finite-sample guarantees and ease of use. Its most common variant, dubbed split conformal…
Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic…
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…
When used in complex engineered systems, such as communication networks, artificial intelligence (AI) models should be not only as accurate as possible, but also well calibrated. A well-calibrated AI model is one that can reliably quantify…
We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…
We consider the problem of recovering a signal from nonlinear transformations, under convex constraints modeling a priori information. Standard feasibility and optimization methods are ill-suited to tackle this problem due to the…
Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…
Fitting models to data is an important part of the practice of science. Advances in machine learning have made it possible to fit more -- and more complex -- models, but have also exacerbated a problem: when multiple models fit the data…
As large language models continue to be widely developed, robust uncertainty quantification techniques will become crucial for their safe deployment in high-stakes scenarios. In this work, we explore how conformal prediction can be used to…
The main focus of the analysts who deal with clustered data is usually not on the clustering variables, and hence the group-specific parameters are treated as nuisance. If a fixed effects formulation is preferred and the total number of…
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…
Many applications of machine learning methods involve an iterative protocol in which data are collected, a model is trained, and then outputs of that model are used to choose what data to consider next. For example, one data-driven approach…
Pattern-mixture models provide a transparent approach for handling missing data, where the full-data distribution is factorized in a way that explicitly shows the parts that can be estimated from observed data alone, and the parts that…
Given that machine learning algorithms are increasingly being deployed to aid in high stakes decision-making, uncertainty quantification methods that wrap around these black box models such as conformal prediction have received much…
A folded type model is developed for analyzing compositional data. The proposed model involves an extension of the $\alpha$-transformation for compositional data and provides a new and flexible class of distributions for modeling data…
Transformer architectures rely on explicit position encodings in order to preserve a notion of word order. In this paper, we argue that existing work does not fully utilize position information. For example, the initial proposal of a…
Text embedding models are widely used in natural language processing applications. However, their capability is often benchmarked on tasks that do not require understanding nuanced numerical information in text. As a result, it remains…
We propose confidence regions for the parameters of incomplete models with exact coverage of the true parameter in finite samples. Our confidence region inverts a test, which generalizes Monte Carlo tests to incomplete models. The test…