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We propose conformal predictive programming (CPP), a framework to solve chance constrained optimization problems, i.e., optimization problems with constraints that are functions of random variables. CPP utilizes samples from these random…

Systems and Control · Electrical Eng. & Systems 2025-05-06 Yiqi Zhao , Xinyi Yu , Matteo Sesia , Jyotirmoy V. Deshmukh , Lars Lindemann

Based on the framework of Conformal Prediction (CP), we study the online construction of confidence sets given a black-box machine learning model. By converting the target confidence levels into quantile levels, the problem can be reduced…

Machine Learning · Statistics 2025-05-23 Zhiyu Zhang , Zhou Lu , Heng Yang

Anomaly detection (AD) is the machine learning task of identifying highly discrepant abnormal samples by solely relying on the consistency of the normal training samples. Under the constraints of a distribution shift, the assumption that…

Machine Learning · Computer Science 2023-12-25 João B. S. Carvalho , Mengtao Zhang , Robin Geyer , Carlos Cotrini , Joachim M. Buhmann

We study the problem of uncertainty quantification via prediction sets, in an online setting where the data distribution may vary arbitrarily over time. Recent work develops online conformal prediction techniques that leverage regret…

Machine Learning · Computer Science 2023-02-16 Aadyot Bhatnagar , Huan Wang , Caiming Xiong , Yu Bai

Safety-critical control of uncertain, adaptive systems often relies on conservative, worst-case uncertainty bounds that limit closed-loop performance. Online conformal prediction is a powerful data-driven method for quantifying uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Daniel M. Cherenson , Dimitra Panagou

Change point detection (CPD) methods aim to identify abrupt shifts in the distribution of input data streams. Accurate estimators for this task are crucial across various real-world scenarios. Yet, traditional unsupervised CPD techniques…

Machine Learning · Computer Science 2024-12-04 Alexandra Bazarova , Evgenia Romanenkova , Alexey Zaytsev

Modern cyber-physical systems (CPS) integrate physics, computation, and learning, demanding modeling frameworks that are simultaneously composable, learnable, and verifiable. Yet existing approaches treat these goals in isolation: causal…

Systems and Control · Electrical Eng. & Systems 2026-02-10 Thomas Beckers , Ján Drgoňa , Truong X. Nghiem

Anomaly segmentation seeks to detect and localize unknown or out-of-distribution (OoD) objects that fall outside predefined semantic classes a capability essential for safe autonomous driving. However, the scarcity and limited diversity of…

Computer Vision and Pattern Recognition · Computer Science 2026-02-27 Yuxing Liu , Zheng Li , Huanhuan Liang , Ji Zhang , Zeyu Sun , Yong Liu

In many scientific settings there is a need for adaptive experimental design to guide the process of identifying regions of the search space that contain as many true positives as possible subject to a low rate of false discoveries (i.e.…

Machine Learning · Statistics 2020-08-18 Lalit Jain , Kevin Jamieson

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

Machine Learning · Computer Science 2026-01-06 Erfan Hajihashemi , Yanning Shen

Standard online change point detection (CPD) methods tend to have large false discovery rates as their detections are sensitive to outliers. To overcome this drawback, we propose Greedy Online Change Point Detection (GOCPD), a…

Signal Processing · Electrical Eng. & Systems 2023-08-15 Jou-Hui Ho , Felipe Tobar

Most link prediction methods return estimates of the connection probability of missing edges in a graph. Such output can be used to rank the missing edges from most to least likely to be a true edge, but does not directly provide a…

Methodology · Statistics 2024-03-26 Ariane Marandon

Camouflaged object detection (COD) primarily relies on semantic or instance segmentation methods. While these methods have made significant advancements in identifying the contours of camouflaged objects, they may be inefficient or…

Computer Vision and Pattern Recognition · Computer Science 2025-01-14 Zhimeng Xin , Tianxu Wu , Shiming Chen , Shuo Ye , Zijing Xie , Yixiong Zou , Xinge You , Yufei Guo

Distinguishing abnormal nodes from those with normal packet loss in clusters helps reduce the loss of clustered network resources. The detection performance of existing detection schemes is limited by the techniques to quantify node…

Systems and Control · Electrical Eng. & Systems 2025-05-14 Yingying Huangfu , Tian Bai

A method for unsupervised contextual anomaly detection is proposed using a cross-linked pair of Variational Auto-Encoders for assigning a normality score to an observation. The method enables a distinct separation of contextual from…

Machine Learning · Statistics 2019-04-02 Yaniv Shulman

Anomaly detection plays a crucial role in various real-world applications, including healthcare and finance systems. Owing to the limited number of anomaly labels in these complex systems, unsupervised anomaly detection methods have…

Machine Learning · Computer Science 2023-10-10 Zongyuan Huang , Baohua Zhang , Guoqiang Hu , Longyuan Li , Yanyan Xu , Yaohui Jin

Anomaly detection (AD) is essential in identifying rare and often critical events in complex systems, finding applications in fields such as network intrusion detection, financial fraud detection, and fault detection in infrastructure and…

Machine Learning · Computer Science 2024-06-12 Hao Dong , Gaëtan Frusque , Yue Zhao , Eleni Chatzi , Olga Fink

Anomaly detection aims to identify observations that deviate from expected behavior. Because anomalous events are inherently sparse, most frameworks are trained exclusively on normal data to learn a single reference model of normality. This…

Panel data, in which multiple units are repeatedly observed over time, arise throughout science and engineering. Quantifying predictive uncertainty in such settings is challenging because conformal prediction, while distribution-free and…

Machine Learning · Statistics 2026-05-19 Daohong Tu , Kay Giesecke

As cyber-physical systems grow increasingly interconnected and spatially distributed, ensuring their resilience against evolving cyberattacks has become a critical priority. Spatio-Temporal Anomaly detection plays an important role in…

Machine Learning · Computer Science 2025-07-14 Arun Vignesh Malarkkan , Haoyue Bai , Xinyuan Wang , Anjali Kaushik , Dongjie Wang , Yanjie Fu