Related papers: On Distributional Discrepancy for Experimental Des…
Modeling the dynamics of probability distributions from time-dependent data samples is a fundamental problem in many fields, including digital health. The goal is to analyze how the distribution of a biomarker, such as glucose, changes over…
Sampling-based motion planning algorithms are widely used in robotics because they are very effective in high-dimensional spaces. However, the success rate and quality of the solutions are determined by an adequate selection of their…
Wasserstein distributionally robust control (DRC) recently emerges as a principled paradigm for handling uncertainty in stochastic dynamical systems. However, it constructs data-driven ambiguity sets via uniform distribution shifts before…
The Multiplicative Weights Update (MWU) method is a ubiquitous meta-algorithm that works as follows: A distribution is maintained on a certain set, and at each step the probability assigned to element $\gamma$ is multiplied by $(1 -\epsilon…
A novel distributed algorithm is proposed for finite-time converging to a feasible consensus solution satisfying global optimality to a certain accuracy of the distributed robust convex optimization problem (DRCO) subject to bounded…
Dynamic Time Warping (DTW) is used for matching pairs of sequences and celebrated in applications such as forecasting the evolution of time series, clustering time series or even matching sequence pairs in few-shot action recognition. The…
We consider the problem of how to assign treatment in a randomized experiment, in which the correlation among the outcomes is informed by a network available pre-intervention. Working within the potential outcome causal framework, we…
Concept shift is a prevailing problem in natural tasks like medical image segmentation where samples usually come from different subpopulations with variant correlations between features and labels. One common type of concept shift in…
In randomized controlled trials (RCTs), treatment is often assigned by stratified randomization. I show that among all stratified randomization schemes which treat all units with probability one half, a certain matched-pair design achieves…
In this paper, we propose a novel distributed algorithm for consensus optimization over networks and a robust extension tailored to deal with asynchronous agents and packet losses. Indeed, to robustly achieve dynamic consensus on the…
We study the problem of estimating the mean of a distribution in high dimensions when either the samples are adversarially corrupted or the distribution is heavy-tailed. Recent developments in robust statistics have established efficient…
Markov chain Monte Carlo (MCMC) algorithms have played a significant role in statistics, physics, machine learning and others, and they are the only known general and efficient approach for some high-dimensional problems. The random walk…
The Random Walks (RW) algorithm is one of the most e - cient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner.…
Many real-world decision-making problems face the off-dynamics challenge: the agent learns a policy in a source domain and deploys it in a target domain with different state transitions. The distributionally robust Markov decision process…
This paper proposes a novel safety specification tool, called the distributionally robust risk map (DR-risk map), for a mobile robot operating in a learning-enabled environment. Given the robot's position, the map aims to reliably assess…
This paper investigates the joint optimization of condition-based maintenance and spare provisioning, incorporating insights obtained from sensor data. Prognostic models estimate components' remaining lifetime distributions (RLDs), which…
We consider a simulation-based Ranking and Selection (R&S) problem with input uncertainty, where unknown input distributions can be estimated using input data arriving in batches of varying sizes over time. Each time a batch arrives,…
We study distributionally robust optimization (DRO) problems with uncertainty sets consisting of high-dimensional random vectors that are close in the multivariate Wasserstein distance to a reference random vector. We give conditions when…
In recent years, there is a growing need to train machine learning models on a huge volume of data. Designing efficient distributed optimization algorithms for empirical risk minimization (ERM) has therefore become an active and challenging…
Empirical risk minimization (ERM) is known in practice to be non-robust to distributional shift where the training and the test distributions are different. A suite of approaches, such as importance weighting, and variants of…