相关论文: A New Robust Network Slack Based Measure Model

Though black-box predictors are state-of-the-art for many complex tasks, they often fail to properly quantify predictive uncertainty and may provide inappropriate predictions for unfamiliar data. Instead, we can learn more reliable models…

Binary logit (BNL) and multinomial logit (MNL) models are the two most widely used discrete choice models for travel behavior modeling and prediction. However, in many scenarios, the collected data for those models are subject to…

Incorporating an assurance region (AR) into the slacks-based measure (SBM) improves practicality; however, its efficiency measure may not have desirable properties, such as monotonicity. We incorporate a closer target setting approach into…

We consider a combined problem of teaming and scheduling of multi-skilled employees that have to perform jobs with uncertain qualification requirements. We propose two modeling approaches that generate solutions that are robust to possible…

In this paper, we present a unified framework for decision making under uncertainty. Our framework is based on the composite of two risk measures, where the inner risk measure accounts for the risk of decision given the exact distribution…

The deepening penetration of renewable resources into power systems entails great difficulties that have not been surmounted satisfactorily. An issue that merits special attention is the short-term planning of power systems under net load…

In this paper, we study the problem of uncertainty estimation and calibration for LLMs. We begin by formulating the uncertainty estimation problem, a relevant yet underexplored area in existing literature. We then propose a supervised…

Sampling-based methods, e.g., Deep Ensembles and Bayesian Neural Nets have become promising approaches to improve the quality of uncertainty estimation and robust generalization. However, they suffer from a large model size and high latency…

When sample data are governed by an unknown sequence of independent but possibly non-identical distributions, the data-generating process (DGP) in general cannot be perfectly identified from the data. For making decisions facing such…

Edge computing promises to offer low-latency and ubiquitous computation to numerous devices at the network edge. For delay-sensitive applications, link delays can have a direct impact on service quality. These delays can fluctuate…

Robust learning is an important issue in Scientific Machine Learning (SciML). There are several works in the literature addressing this topic. However, there is an increasing demand for methods that can simultaneously consider all the…

We study methods for estimating model uncertainty for neural networks (NNs) in regression. To isolate the effect of model uncertainty, we focus on a noiseless setting with scarce training data. We introduce five important desiderata…

We study the problem of estimating an unknown deterministic signal that is observed through an unknown deterministic data matrix under additive noise. In particular, we present a minimax optimization framework to the least squares problems,…

This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

Stochastic simulation is widely used to study complex systems composed of various interconnected subprocesses, such as input processes, routing and control logic, optimization routines, and data-driven decision modules. In practice, these…

Autonomous systems with machine learning-based perception can exhibit unpredictable behaviors that are difficult to quantify, let alone verify. Such behaviors are convenient to capture in probabilistic models, but probabilistic model…

Speculative Decoding (SD) has emerged as a critical technique for accelerating Large Language Model (LLM) inference. Unlike deterministic system optimizations, SD performance is inherently data-dependent, meaning that diverse and…

Most theoretically motivated work in the offline reinforcement learning setting requires precise uncertainty estimates. This requirement restricts the algorithms derived in that work to the tabular and linear settings where such estimates…

In this paper, we study the robust consensus problem for a set of discrete-time linear agents to coordinate over an uncertain communication network, which is to achieve consensus against the transmission errors and noises resulted from the…

This paper studies optimal control problems of unknown linear systems subject to stochastic disturbances of uncertain distribution. Uncertainty about the stochastic disturbances is usually described via ambiguity sets of probability…