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Motivated by recent data analytics applications, we study the adversarial robustness of robust estimators. Instead of assuming that only a fraction of the data points are outliers as considered in the classic robust estimation setup, in…

Statistics Theory · Mathematics 2020-04-01 Lifeng Lai , Erhan Bayraktar

This paper introduces a flexible local projection that generalizes the model by Jord\'a (2005) to a non-parametric setting using Bayesian Additive Regression Trees. Monte Carlo experiments show that our BART-LP model is able to capture…

Econometrics · Economics 2022-04-29 Haroon Mumtaz , Michele Piffer

This research develops a socioeconomic health index for nations through a model-based approach which incorporates spatial dependence and examines the impact of a policy through a causal modeling framework. As the gross domestic product…

Applications · Statistics 2019-11-11 F. Swen Kuh , Grace S. Chiu , Anton H. Westveld

Understanding how systems respond to external perturbations is fundamental to statistical physics. For systems far from equilibrium, a general framework for response remains elusive. While progress has been made on the linear response of…

Statistical Mechanics · Physics 2026-03-04 Ruicheng Bao , Shiling Liang

Collective intelligence of diverse groups is key for tackling many of today's grand challenges such as fostering resilience and climate adaptation. Information exchange across such diverse groups is crucial for collective intelligence,…

Multiagent Systems · Computer Science 2024-05-21 Vittorio Nespeca , Tina Comes , Frances Brazier

The main component of the NextGeneration EU (NGEU) program is the Recovery and Resilience Facility (RRF), spanning an implementation period between 2021 and 2026. The RRF also includes a monitoring system: every six months, each country is…

General Economics · Economics 2023-07-21 Fabio Bacchini , Lorenzo Di Biagio , Giampiero M. Gallo , Vincenzo Spinelli

Forecasting is an important task in many domains, such as technology and economics. However existing forecasting benchmarks largely lack comprehensive confidence assessment, focus on limited question types, and often consist of artificial…

Machine Learning · Computer Science 2025-05-19 Zhangdie Yuan , Zifeng Ding , Andreas Vlachos

To ensure adequate and economic reserve for primary frequency response in the current and future power system, this paper proposes real-time frequency response reserve (FRR) requirement based on system inertia. This minimum FRR will help…

Systems and Control · Electrical Eng. & Systems 2021-01-15 Shutang You

In an era of increased climatic disasters, there is an urgent need to develop reliable frameworks and tools for evaluating and improving community resilience to climatic hazards at multiple geographical and temporal scales. Defining and…

Machine Learning · Computer Science 2024-10-25 Debayan Mandal , Lei Zou , Rohan Singh Wilkho , Joynal Abedin , Bing Zhou , Heng Cai , Furqan Baig , Nasir Gharaibeh , Nina Lam

Financial global crisis has devastating impacts to economies since early XX century and continues to impose increasing collateral damages for governments, enterprises, and society in general. Up to now, all efforts to obtain efficient…

Statistical Finance · Quantitative Finance 2019-04-09 Bruna Amin Gonçalves , Laura Carpi , Osvaldo A. Rosso , Martin G. Ravetti , A. P. F Atman

In this paper, a unified framework for representing uncertain information based on the notion of an interval structure is proposed. It is shown that the lower and upper approximations of the rough-set model, the lower and upper bounds of…

Artificial Intelligence · Computer Science 2013-03-25 Michael S. K. M. Wong , L. S. Wang , Y. Y. Yao

Machine learning (ML) models are used in many safety- and security-critical applications nowadays. It is therefore important to measure the security of a system that uses ML as a component. This paper focuses on the field of ML,…

Cryptography and Security · Computer Science 2024-06-21 Jan Schröder , Jakub Breier

This informative report provides a comprehensive analysis of how executive federal report agencies implement the National Institute of Standards and Technology's (NIST) Risk Management Framework (RMF) to achieve cybersecurity compliance. By…

Cryptography and Security · Computer Science 2024-05-14 Michael Stoltz

An ever shorter technology lifecycle engendered the need for assessing new technologies w.r.t. their market readiness. Knowing the Technology readiness level (TRL) of a given target technology proved to be useful to mitigate risks such as…

Computers and Society · Computer Science 2022-01-04 Archana Kumari , Stefan Schiffner , Sandra Schmitz

This study contributes to the recent discussions on indicating interdisciplinarity, i.e., going beyond catch-all metrics of interdisciplinarity. We propose a contextual framework to improve the granularity and usability of the existing…

Digital Libraries · Computer Science 2023-07-18 Hongyu Zhou , Raf Guns , Tim C. E. Engels

Federated Learning (FL) has emerged as a promising paradigm for collaborative model training while preserving data privacy across decentralized participants. As FL adoption grows, numerous techniques have been proposed to tackle its…

Accurate forecasting of the grid carbon intensity factor (CIF) is critical for enabling demand-side management and reducing emissions in modern electricity systems. Leveraging multiple interrelated time series, CIF prediction is typically…

Machine Learning · Computer Science 2026-01-13 Bowen Zhang , Hongda Tian , Adam Berry , A. Craig Roussac

Interconnected systems such as power systems and chemical processes are often required to satisfy safety properties in the presence of faults and attacks. Verifying safety of these systems, however, is computationally challenging due to…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Luyao Niu , Abdullah Al Maruf , Andrew Clark , J. Sukarno Mertoguno , Radha Poovendran

The financial industry should be involved in mitigating the risk of downturns in the financial wellbeing indices around the world by implementing well-developed financial tools such as insurance instruments on the underlying wellbeing…

Portfolio Management · Quantitative Finance 2023-03-13 Thilini V. Mahanama , Abootaleb Shirvani , Svetlozar Rachev

We introduce an information-theoretic framework that views learning as universal prediction under log loss, characterized through regret bounds. Central to the framework is an effective notion of architecture-based model complexity, defined…

Machine Learning · Computer Science 2025-11-04 Meir Feder , Ruediger Urbanke , Yaniv Fogel