Related papers: On Distributional Discrepancy for Experimental Des…

Distributionally robust control (DRC) aims to effectively manage distributional ambiguity in stochastic systems. While most existing works address inaccurate distributional information in fully observable settings, we consider a partially…

We consider the optimal scaling problem for high-dimensional random walk Metropolis (RWM) algorithms where the target distribution has a discontinuous probability density function. Almost all previous analysis has focused upon continuous…

The robustness of fault detection algorithms against uncertainty is crucial in the real-world industrial environment. Recently, a new probabilistic design scheme called distributionally robust fault detection (DRFD) has emerged and received…

Wasserstein distributionally robust control (WDRC) is an effective method for addressing inaccurate distribution information about disturbances in stochastic systems. It provides various salient features, such as an out-of-sample…

Time series data analytics has been a problem of substantial interests for decades, and Dynamic Time Warping (DTW) has been the most widely adopted technique to measure dissimilarity between time series. A number of global-alignment kernels…

Safely deploying robots in uncertain and dynamic environments requires a systematic accounting of various risks, both within and across layers in an autonomy stack from perception to motion planning and control. Many widely used motion…

In this paper, a risk-aware motion control scheme is considered for mobile robots to avoid randomly moving obstacles when the true probability distribution of uncertainty is unknown. We propose a novel model predictive control (MPC) method…

A method is presented to solve a stochastic, nonlinear optimal control problem representative of spacecraft trajectory design under uncertainty. The problem is reformulated as a chance constrained nonlinear program, or what is known as a…

We consider exact deterministic mixed-integer programming (MIP) reformulations of distributionally robust chance-constrained programs (DR-CCP) with random right-hand sides over Wasserstein ambiguity sets. The existing MIP formulations are…

Motivated by practical applications where stable long-term performance is critical-such as robotics, operations research, and healthcare-we study the problem of distributionally robust (DR) average-reward reinforcement learning. We propose…

The Regression Discontinuity Design (RDD) is a quasi-experimental design that estimates the causal effect of a treatment when its assignment is defined by a threshold value for a continuous assignment variable. The RDD assumes that subjects…

In this paper, we develop an exact reformulation and a deterministic approximation for distributionally robust joint chance-constrained programmings (DRCCPs) with a general class of convex uncertain constraints under data-driven Wasserstein…

A crucial task for a randomized controlled trial (RCT) is to specify a statistical method that can yield an efficient estimator and powerful test for the treatment effect. A novel and effective strategy to obtain efficient and powerful…

Distributional reinforcement learning (DRL) has achieved empirical success in various domains. One core task in DRL is distributional policy evaluation, which involves estimating the return distribution $\eta^\pi$ for a given policy $\pi$.…

Many recent efforts center on assessing the ability of real-world evidence (RWE) generated from non-randomized, observational data to produce results compatible with those from randomized controlled trials (RCTs). One noticeable endeavor is…

Using only retrospective data, we study the problem of predicting treatment effects for the same treatment/policy implemented in a different location or time period. We propose a distributionally robust estimator that minimizes the…

We develop a rigorous framework for deterministic coreset construction in empirical risk minimization (ERM). Our central contribution is the Adaptive Deterministic Uniform-Weight Trimming (ADUWT) algorithm, which constructs a coreset by…

The Random Walk Metropolis (RWM) algorithm is a Metropolis- Hastings MCMC algorithm designed to sample from a given target distribution \pi with Lebesgue density on R^N. RWM constructs a Markov chain by randomly proposing a new position…

Randomized Controlled Trials (RCTs) are the gold standard for comparing the effectiveness of a new treatment to the current one (the control). Most RCTs allocate the patients to the treatment group and the control group by uniform…

Diffusion Probabilistic Models (DPMs) have achieved significant success in generative tasks. However, their training and sampling processes suffer from the issue of distribution mismatch. During the denoising process, the input data…