相关论文: Robust fixed-lag smoothing under model perturbatio…

We study approaches to robust model-based design of experiments in the context of maximum-likelihood estimation. These approaches provide robustification of model-based methodologies for the design of optimal experiments by accounting for…

Model fingerprinting has emerged as a promising paradigm for claiming model ownership. However, robustness evaluations of these schemes have mostly focused on benign perturbations such as incremental fine-tuning, model merging, and…

The recent advancement in real-world critical infrastructure networks has led to an exponential growth in the use of automated devices which in turn has created new security challenges. In this paper, we study the robust and adaptive…

In bilevel optimization problems, a leader and a follower make their decisions in a hierarchy, and both decisions may influence each other. Usually one assumes that both players have full knowledge also of the other player's data. In a more…

In this paper we introduce the novel framework of distributionally robust games. These are multi-player games where each player models the state of nature using a worst-case distribution, also called adversarial distribution. Thus each…

We observe a $n$-sample, the distribution of which is assumed to belong, or at least to be close enough, to a given mixture model. We propose an estimator of this distribution that belongs to our model and possesses some robustness…

Robust optimization(RO) is an important tool for handling optimization problem with uncertainty. The main objective of RO is to solve optimization problems due to uncertainty associated with constraints satisfying all realizations of…

Decisions based partly or solely on predictions from probabilistic models may be sensitive to model misspecification. Statisticians are taught from an early stage that "all models are wrong", but little formal guidance exists on how to…

Reinforcement learning (RL) policies often fail under dynamics that differ from training, a gap not fully addressed by domain randomization or existing adversarial RL methods. Distributionally robust RL provides a formal remedy but still…

This paper introduces a novel stabilization control strategy for linear time-invariant systems affected by known time-varying measurement delays and matched unknown nonlinear disturbances, which may encompass actuator faults. It is…

We give an explicit solution of robust mean-variance hedging problem in the single period model for some type of contingent claims. The alternative approach is also considered.

Existing computationally efficient methods for penalized likelihood GAM fitting employ iterative smoothness selection on working linear models (or working mixed models). Such schemes fail to converge for a non-negligible proportion of…

This paper is concerned with robust instability analysis for linear multi-agent dynamical systems with cyclic structure. This relates to interesting and important periodic oscillation phenomena in biology and neuronal science, since the…

We propose an iterative approach for designing Robust Learning Model Predictive Control (LMPC) policies for a class of nonlinear systems with additive, unmodelled dynamics. The nominal dynamics are assumed to be difference flat, i.e., the…

Robust learning methods aim to learn a clean target distribution from noisy and corrupted training data where a specific corruption pattern is often assumed a priori. Our proposed method can not only successfully learn the clean target…

This paper is concerned with robust instability analysis of linear feedback systems subject to a dynamic uncertainty. The work is motivated by, and provides a basic foundation for, a more challenging problem of analyzing persistence of…

The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such…

Model-based multi-agent control requires agents to possess a model of the behavior of others to make strategic decisions. Solution concepts from game theory are often used to model the emergent collective behavior of self-interested agents…

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Adversarially robust learning aims to design algorithms that are robust to small adversarial perturbations on input variables. Beyond the existing studies on the predictive performance to adversarial samples, our goal is to understand…