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We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…
The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…
Automated machine learning has been widely researched and adopted in the field of supervised classification and regression, but progress in unsupervised settings has been limited. We propose a novel approach to automate outlier detection…
This work addresses the distributed estimation problem in a set membership framework. The agents of a network collect measurements which are affected by bounded errors, thus implying that the unknown parameters to be estimated belong to a…
{\em Algorithms with predictions} incorporate machine learning predictions into algorithm design. A plethora of recent works incorporated predictions to improve on worst-case optimal bounds for online problems. In this paper, we initiate…
The machine learning literature contains several constructions for prediction intervals that are intuitively reasonable but ultimately ad-hoc in that they do not come with provable performance guarantees. We present methods from the…
The paper deals with the distributed minimum sharing problem: a set of decision-makers compute the minimum of some local quantities of interest in a distributed and decentralized way by exchanging information through a communication…
This paper introduces a novel direct approach to system identification of dynamic networks with missing data based on maximum likelihood estimation. Dynamic networks generally present a singular probability density function, which poses a…
Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which include a large class of max-stable random fields. As a…
Nonlinear observers based on the well-known concept of minimum energy estimation are discussed. The approach relies on an output injection operator determined by a Hamilton-Jacobi-Bellman equation and is subsequently approximated by a…
This paper studies the problem of steering the distribution of a discrete-time dynamical system from an initial distribution to a target distribution in finite time. The formulation is fully nonlinear, allowing the use of general control…
This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…
We consider a new framework where a continuous, though bounded, random variable has unobserved bounds that vary over time. In the context of univariate time series, we look at the bounds as parameters of the distribution of the bounded…
In regression problems where there is no known true underlying model, conformal prediction methods enable prediction intervals to be constructed without any assumptions on the distribution of the underlying data, except that the training…
The problem of near-optimal distributed path planning to locally sensed targets is investigated in the context of large swarms. The proposed algorithm uses only information that can be locally queried, and rigorous theoretical results on…
We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…
A novel approach is suggested for improving the accuracy of fault detection in distribution networks. This technique combines adaptive probability learning and waveform decomposition to optimize the similarity of features. Its objective is…
The problem of optimal node density for ad hoc sensor networks deployed for making inferences about two dimensional correlated random fields is considered. Using a symmetric first order conditional autoregressive Gauss-Markov random field…
We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…
This work concerns the analysis and design of distributed first-order optimization algorithms over time-varying graphs. The goal of such algorithms is to optimize a global function that is the average of local functions using only local…