Related papers: Optimized Certainty Equivalent Risk-Controlling Pr…
Reliable, risk-averse design of complex engineering systems with optimized performance requires dealing with uncertainties. A conventional approach is to add safety margins to a design that was obtained from deterministic optimization.…
Recent advances in object detectors have led to their adoption for industrial uses. However, their deployment in safety-critical applications is hindered by the inherent lack of reliability of neural networks and the complex structure of…
We present recent advances in formal verification and control for autonomous systems with practical safety guarantees enabled by conformal prediction (CP), a statistical tool for uncertainty quantification. This survey is particularly…
This paper proposes a Robust Safe Control Architecture (RSCA) for safe-decision making. The system to be controlled is a vehicle in the presence of bounded disturbances. The RSCA consists of two parts: a Supervisor MPC and a Controller MPC.…
We study risk-sensitive reinforcement learning in finite discounted MDPs, where a generative model of the MDP is assumed to be available. We consider a family or risk measures called the optimized certainty equivalent (OCE), which includes…
Maximum likelihood estimation in nonlinear models can exhibit substantial instability in finite samples when the data provide limited information about certain parameters. Such instability is driven by rare but extreme realizations of the…
Recent exploration of optimal individualized decision rules (IDRs) for patients in precision medicine has attracted a lot of attention due to the heterogeneous responses of patients to different treatments. In the existing literature of…
In recent years, advanced model-based and data-driven control methods are unlocking the potential of complex robotics systems, and we can expect this trend to continue at an exponential rate in the near future. However, ensuring safety with…
This paper proposes an algorithm to calculate the maximal probability of unsafety with respect to trajectories of a stochastic process and a hazard set. The unsafe probability estimation problem is cast as a primal-dual pair of…
Ensuring safe navigation in human-populated environments is crucial for autonomous mobile robots. Although recent advances in machine learning offer promising methods to predict human trajectories in crowded areas, it remains unclear how…
Enforcing state-wise safety constraints is critical for the application of reinforcement learning (RL) in real-world problems, such as autonomous driving and robot manipulation. However, existing safe RL methods only enforce state-wise…
Machine learning is increasingly deployed in safety-critical domains where erroneous predictions may lead to potentially catastrophic consequences, highlighting the need for learning systems to be aware of how confident they are in their…
While significant progress has been made in specifying neural networks capable of representing uncertainty, deep networks still often suffer from overconfidence and misaligned predictive distributions. Existing approaches for measuring this…
This paper presents a novel approach to stochastic economic model predictive control (SEMPC) that minimizes average economic cost while satisfying an empirical expected shortfall (EES) constraint to manage risk. A new scenario-based problem…
Optimal Power Flow (OPF) dispatches controllable generation at minimum cost subject to operational constraints on generation and transmission assets. The uncertainty and variability of intermittent renewable generation is challenging…
Constrained reinforcement learning (CRL) has gained significant interest recently, since safety constraints satisfaction is critical for real-world problems. However, existing CRL methods constraining discounted cumulative costs generally…
Probabilistic survival predictions from models trained with Maximum Likelihood Estimation (MLE) can have high, and sometimes unacceptably high variance. The field of meteorology, where the paradigm of maximizing sharpness subject to…
Optical Character Recognition (OCR) is fundamental to Vision-Language Models (VLMs) and high-quality data generation for LLM training. Yet, despite progress in average OCR accuracy, state-of-the-art VLMs still struggle with detecting…
Conformal Predictive Systems (CPS) offer a versatile framework for constructing predictive distributions, allowing for calibrated inference and informative decision-making. However, their applicability has been limited to scenarios adhering…
Selecting the top-$m$ variables with the $m$ largest population parameters from a larger set of candidates is a fundamental problem in statistics. In this paper, we propose a novel methodology called Sequential Correct Screening (SCS),…