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Related papers: Distributionally Robust Causal Abstractions

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In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…

Optimization and Control · Mathematics 2021-11-30 Romain Guillaume , Adam Kasperski , Pawel Zielinski

Distributionally robust optimization tackles out-of-sample issues like overfitting and distribution shifts by adopting an adversarial approach over a range of possible data distributions, known as the ambiguity set. To balance conservatism…

Machine Learning · Computer Science 2025-10-02 Ahmad-Reza Ehyaei , Golnoosh Farnadi , Samira Samadi

Data-driven machine learning methodologies have attracted considerable attention for the control and estimation of dynamical systems. However, such implementations suffer from a lack of predictability and robustness. Thus, adoption of…

Systems and Control · Electrical Eng. & Systems 2025-09-08 Aditya Gahlawat , Sambhu H. Karumanchi , Naira Hovakimyan

Complex adaptive agents consistently achieve their goals by solving problems that seem to require an understanding of causal information, information pertaining to the causal relationships that exist among elements of combined…

Artificial Intelligence · Computer Science 2024-07-02 Filippo Torresan , Manuel Baltieri

Bayesian methods, distributionally robust optimization methods, and regularization methods are three pillars of trustworthy machine learning combating distributional uncertainty, e.g., the uncertainty of an empirical distribution compared…

Machine Learning · Computer Science 2024-03-26 Shixiong Wang , Haowei Wang

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

Econometrics · Economics 2020-12-18 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

Large language models adapt to new tasks through in-context learning (ICL) without parameter updates. Current theoretical explanations for this capability assume test tasks are drawn from a distribution similar to that seen during…

Machine Learning · Computer Science 2026-02-23 Di Zhang

We discuss recent work for causal inference and predictive robustness in a unifying way. The key idea relies on a notion of probabilistic invariance or stability: it opens up new insights for formulating causality as a certain risk…

Methodology · Statistics 2018-12-21 Peter Bühlmann

This work studies the distributionally robust evaluation of expected values over temporal data. A set of alternative measures is characterized by the causal optimal transport. We prove the strong duality and recast the causality constraint…

Mathematical Finance · Quantitative Finance 2025-06-18 Bingyan Han

Wasserstein distributionally robust optimization estimators are obtained as solutions of min-max problems in which the statistician selects a parameter minimizing the worst-case loss among all probability models within a certain distance…

Statistics Theory · Mathematics 2021-03-04 Jose Blanchet , Karthyek Murthy , Nian Si

We propose a scalable robust learning algorithm combining kernel smoothing and robust optimization. Our method is motivated by the convex analysis perspective of distributionally robust optimization based on probability metrics, such as the…

Machine Learning · Computer Science 2022-02-22 Jia-Jie Zhu , Christina Kouridi , Yassine Nemmour , Bernhard Schölkopf

In text classification tasks, models often rely on spurious correlations for predictions, incorrectly associating irrelevant features with the target labels. This issue limits the robustness and generalization of models, especially when…

Machine Learning · Computer Science 2025-02-04 Yuqing Zhou , Ziwei Zhu

Distributionally Robust Optimization (DRO) provides a framework for decision-making under distributional uncertainty, yet its effectiveness can be compromised by outliers in the training data. This paper introduces a principled approach to…

Machine Learning · Computer Science 2025-11-04 Shuyao Li , Ilias Diakonikolas , Jelena Diakonikolas

In many applications, data is collected in batches, some of which are corrupt or even adversarial. Recent work derived optimal robust algorithms for estimating discrete distributions in this setting. We consider a general framework of…

Machine Learning · Statistics 2020-02-26 Ayush Jain , Alon Orlitsky

Causal discovery studies the problem of mining causal relationships between variables from data, which is of primary interest in science. During the past decades, significant amount of progresses have been made toward this fundamental data…

Artificial Intelligence · Computer Science 2016-11-28 Kui Yu , Jiuyong Li , Lin Liu

In many applications in statistics and machine learning, the availability of data samples from multiple possibly heterogeneous sources has become increasingly prevalent. On the other hand, in distributionally robust optimization, we seek…

Machine Learning · Statistics 2022-05-31 Tim Tsz-Kit Lau , Han Liu

Scientific models describe natural phenomena at different levels of abstraction. Abstract descriptions can provide the basis for interventions on the system and explanation of observed phenomena at a level of granularity that is coarser…

Artificial Intelligence · Computer Science 2019-07-02 Sander Beckers , Frederick Eberhardt , Joseph Y. Halpern

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl

A decision-maker must consider cofounding bias when attempting to apply machine learning prediction, and, while feature selection is widely recognized as important process in data-analysis, it could cause cofounding bias. A causal Bayesian…

Machine Learning · Statistics 2020-03-02 Akihiro Yabe

Abstractions of causal models allow for the coarsening of models such that relations of cause and effect are preserved. Whereas abstractions focus on the relation between two models, in this paper we study a framework for causal embeddings…

Artificial Intelligence · Computer Science 2026-03-02 Willem Schooltink , Fabio Massimo Zennaro