Related papers: Improved Compression Bounds for Scenario Decision …
Chance constraints are frequently used to limit the probability of constraint violations in real-world optimization problems where the constraints involve stochastic components. We study chance-constrained submodular optimization problems,…
The scenario approach provides a powerful data-driven framework for designing solutions under uncertainty with rigorous probabilistic robustness guarantees. Existing theory, however, primarily addresses assessing robustness with respect to…
Given a policy of a Markov Decision Process, we define a SafeZone as a subset of states, such that most of the policy's trajectories are confined to this subset. The quality of a SafeZone is parameterized by the number of states and the…
This paper studies some compression methods to accelerate the scenario-based chance-constrained security-constrained economic dispatch (SCED) problem. In particular, we show that by exclusively employing the vertices after convex hull…
Survival analysis is a widely-used technique for analyzing time-to-event data in the presence of censoring. In recent years, numerous survival analysis methods have emerged which scale to large datasets and relax traditional assumptions…
Chance-constrained programs (CCPs) provide a powerful modeling framework for decision-making under uncertainty, but their nonconvex feasible regions make them computationally challenging. A widely used convex inner approximation replaces…
Program synthesis is a class of regression problems where one seeks a solution, in the form of a source-code program, mapping the inputs to their corresponding outputs exactly. Due to its precise and combinatorial nature, program synthesis…
We study compressed sensing when the sampling vectors are chosen from the rows of a unitary matrix. In the literature, these sampling vectors are typically chosen randomly; the use of randomness has enabled major empirical and theoretical…
Abstractive summarization models are commonly trained using maximum likelihood estimation, which assumes a deterministic (one-point) target distribution in which an ideal model will assign all the probability mass to the reference summary.…
In this paper, a sample-based procedure for obtaining simple and computable approximations of chance-constrained sets is proposed. The procedure allows to control the complexity of the approximating set, by defining families of…
This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower…
Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…
While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…
A decision list is an ordered list of rules. Each rule is specified by a term, which is a conjunction of literals, and a value. Given an input, the output of a decision list is the value corresponding to the first rule whose term is…
Probabilistic control design is founded on the principle that a rational agent attempts to match modelled with an arbitrary desired closed-loop system trajectory density. The framework was originally proposed as a tractable alternative to…
Statisticians have recently developed propensity score methods to improve generalizations from randomized experiments that do not employ random sampling. However, these methods typically rely on assumptions whose plausibility may be…
We provide methods for in-database support of decision making under uncertainty. Many important decision problems correspond to selecting a package (bag of tuples in a relational database) that jointly satisfy a set of constraints while…
We introduce a graceful approach to probabilistic inference called bounded conditioning. Bounded conditioning monotonically refines the bounds on posterior probabilities in a belief network with computation, and converges on final…
Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement…
Scenario optimization and conformal prediction share a common goal, that is, turning finite samples into safety margins. Yet, different terminology often obscures the connection between their respective guarantees. This paper revisits that…