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This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…

Machine Learning · Computer Science 2026-02-10 Jiaqi Wen , Jianyi Yang

Simulation-Based Inference (SBI) is a common name for an emerging family of approaches that infer the model parameters when the likelihood is intractable. Existing SBI methods either approximate the likelihood, such as Approximate Bayesian…

Machine Learning · Computer Science 2023-11-29 Theo Gruner , Boris Belousov , Fabio Muratore , Daniel Palenicek , Jan Peters

Conventional supervised learning methods are often vulnerable to spurious correlations, particularly under distribution shifts in test data. To address this issue, several approaches, most notably Group DRO, have been developed. While these…

Machine Learning · Computer Science 2026-02-13 Sung Ho Jo , Seonghwi Kim , Minwoo Chae

We study the distributionally robust optimization (DRO) in a dynamic context where the model uncertainty is captured by penalizing potential models in function of their adapted Wasserstein distance to a given reference model. We consider…

Probability · Mathematics 2025-09-30 Yifan Jiang

Distributionally Robust Optimization (DRO) is a popular framework for decision-making under uncertainty, but its adversarial nature can lead to overly conservative solutions. To address this, we study ex-ante Distributionally Robust Regret…

Optimization and Control · Mathematics 2025-04-22 Lukas-Benedikt Fiechtner , Jose Blanchet

In state estimation tasks, the usual assumption of exactly known disturbance distribution is often unrealistic and renders the estimator fragile in practice. The recently emerging Wasserstein distributionally robust state estimation (DRSE)…

Optimization and Control · Mathematics 2026-02-10 Yulin Feng , Xianyu Li , Steven X. Ding , Hao Ye , Chao Shang

Distributionally robust optimization (DRO) and invariant risk minimization (IRM) are two popular methods proposed to improve out-of-distribution (OOD) generalization performance of machine learning models. While effective for small models,…

Machine Learning · Computer Science 2023-01-25 Xiao Zhou , Yong Lin , Renjie Pi , Weizhong Zhang , Renzhe Xu , Peng Cui , Tong Zhang

In Simulation-based Inference, the goal is to solve the inverse problem when the likelihood is only known implicitly. Neural Posterior Estimation commonly fits a normalized density estimator as a surrogate model for the posterior. This…

Machine Learning · Statistics 2023-10-04 Benjamin Kurt Miller , Marco Federici , Christoph Weniger , Patrick Forré

Distributionally robust optimization (DRO) is an effective approach for data-driven decision-making in the presence of uncertainty. Geometric uncertainty due to sampling or localized perturbations of data points is captured by Wasserstein…

Machine Learning · Statistics 2023-11-10 Sloan Nietert , Ziv Goldfeld , Soroosh Shafiee

Machine Learning models should ideally be compact and robust. Compactness provides efficiency and comprehensibility whereas robustness provides resilience. Both topics have been studied in recent years but in isolation. Here we present a…

Machine Learning · Computer Science 2021-03-16 Omri Armstrong , Ran Gilad-Bachrach

Energy-efficient deep learning algorithms are essential for a sustainable future and feasible edge computing setups. Spiking neural networks (SNNs), inspired from neuroscience, are a positive step in the direction of achieving the required…

Machine Learning · Statistics 2024-12-13 Shailesh Garg , Souvik Chakraborty

This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…

Machine Learning · Computer Science 2025-10-28 Jiaqi Wen , Jianyi Yang

Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is…

Machine Learning · Statistics 2020-06-29 Alex J. Chan , Ahmed M. Alaa , Zhaozhi Qian , Mihaela van der Schaar

Deep Neural Networks (DNNs) have achieved remarkable success in a variety of tasks, especially when it comes to prediction accuracy. However, in complex real-world scenarios, particularly in safety-critical applications, high accuracy alone…

Artificial Intelligence · Computer Science 2024-05-31 Han Liu , Peng Cui , Bingning Wang , Jun Zhu , Xiaolin Hu

Neural ordinary differential equations (NODE) have been proposed as a continuous depth generalization to popular deep learning models such as Residual networks (ResNets). They provide parameter efficiency and automate the model selection…

Machine Learning · Computer Science 2021-12-24 Srinivas Anumasa , P. K. Srijith

Outliers can seriously distort statistical inference by inducing excessive sensitivity in the likelihood function, thereby compromising the reliability of Bayesian estimation. To address this issue, we develop a robust Bayesian estimation…

Statistics Theory · Mathematics 2026-02-09 Jeongho Lee , Junmo Song

Simulation-based inference (SBI) is a statistical inference approach for estimating latent parameters of a physical system when the likelihood is intractable but simulations are available. In practice, SBI is often hindered by model…

Machine Learning · Computer Science 2025-10-22 Ortal Senouf , Antoine Wehenkel , Cédric Vincent-Cuaz , Emmanuel Abbé , Pascal Frossard

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

In recent years, Wasserstein Distributionally Robust Optimization (DRO) has garnered substantial interest for its efficacy in data-driven decision-making under distributional uncertainty. However, limited research has explored the…

Machine Learning · Computer Science 2025-10-01 Ahmad-Reza Ehyaei , Golnoosh Farnadi , Samira Samadi

We consider the problem of distributionally robust multimodal machine learning. Existing approaches often rely on merging modalities on the feature level (early fusion) or heuristic uncertainty modeling, which downplays modality-aware…

Machine Learning · Computer Science 2025-11-11 Peilin Yang , Yu Ma