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With the advancement of precision medicine there is an increasing need for design and analysis methods in clinical trials with the objective of investigating effect heterogeneity and estimating subgroup effects. As this requires precise…
The pervasive issue of bias in AI presents a significant challenge to painting classification, and is getting more serious as these systems become increasingly integrated into tasks like art curation and restoration. Biases, often arising…
In data-driven learning and inference tasks, the high cost of acquiring samples from the target distribution often limits performance. A common strategy to mitigate this challenge is to augment the limited target samples with data from a…
In a standard classification framework a set of trustworthy learning data are employed to build a decision rule, with the final aim of classifying unlabelled units belonging to the test set. Therefore, unreliable labelled observations,…
We investigate the problem of synthesizing distributionally robust control policies for stochastic systems under safety and reach-avoid specifications. Using a game-theoretical framework, we consider the setting where the probability…
In this work, we propose a novel deep bootstrap framework for nonparametric regression based on conditional diffusion models. Specifically, we construct a conditional diffusion model to learn the distribution of the response variable given…
We develop a novel computationally efficient and general framework for robust hypothesis testing. The new framework features a new way to construct uncertainty sets under the null and the alternative distributions, which are sets centered…
This paper addresses challenges in robust transfer learning stemming from ambiguity in Bayes classifiers and weak transferable signals between the target and source distribution. We introduce a novel quantity called the ''ambiguity level''…
We refer to recent inference methodology and formulate a framework for solving the distributionally robust optimization problem, where the true probability measure is inside a Wasserstein ball around the empirical measure and the radius of…
Externally controlled trials (ECTs) are increasingly used when randomized controls are infeasible, unethical, or insufficient, including applications in rare diseases, oncology, pediatrics, and post-approval effectiveness research. Although…
This paper is motivated by addressing open questions in distributionally robust chance-constrained programs (DRCCP) using the popular Wasserstein ambiguity sets. Specifically, the computational techniques for those programs typically place…
The standard quadratic optimization problem (StQP) consists of minimizing a quadratic form over the standard simplex. Without assuming convexity or concavity of the quadratic form, the StQP is NP-hard. This problem has many interesting…
Hybrid controlled trials (HCTs), which augment randomized controlled trials (RCTs) with external controls (ECs), are increasingly receiving attention as a way to address limited power, slow accrual, and ethical concerns in clinical…
We study the problem of robust distribution estimation under the Wasserstein distance, a popular discrepancy measure between probability distributions rooted in optimal transport (OT) theory. Given $n$ samples from an unknown distribution…
Algorithmic robust statistics has traditionally focused on the contamination model where a small fraction of the samples are arbitrarily corrupted. We consider a recent contamination model that combines two kinds of corruptions: (i) small…
We present a novel framework for distributionally robust optimization (DRO), called cost-aware DRO (CADRO). The key idea of CADRO is to exploit the cost structure in the design of the ambiguity set to reduce conservatism. Particularly, the…
This paper proposes a novel approach to construct data-driven online solutions to optimization problems (P) subject to a class of distributionally uncertain dynamical systems. The introduced framework allows for the simultaneous learning of…
In this paper, by proposing two new kinds of distributional uncertainty sets, we explore robustness of distortion risk measures against distributional uncertainty. To be precise, we first consider a distributional uncertainty set which is…
This paper is motivated by the problem of quantitatively bounding the convergence of adaptive control methods for stochastic systems to a stationary distribution. Such bounds are useful for analyzing statistics of trajectories and…
The integration of various power sources, including renewables and electric vehicles, into smart grids is expanding, introducing uncertainties that can result in issues like voltage imbalances, load fluctuations, and power losses. These…