From Data to Decisions: Distributionally Robust Optimization is Optimal
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
We propose a statistically optimal approach to construct data-driven decisions for stochastic optimization problems. Fundamentally, a data-driven decision is simply a function that maps the available training data to a feasible action. It can always be exp ...
We tackle the problem of trajectory planning in an environment comprised of a set of obstacles with uncertain time-varying locations. The uncertainties are modeled using widely accepted Gaussian distributions, resulting in a chance-constrained program. Con ...
Many decision problems in science, engineering, and economics are affected by uncertainty, which is typically modeled by a random variable governed by an unknown probability distribution. For many practical applications, the probability distribution is onl ...
In this article an approximated version of the multi-species, non-linear Coulomb collision operator is derived via the use of a truncated moment expansion of the distribution function to compute the Rosenbluth potentials. The evolution of the distribution ...
Efficient sampling of complex high-dimensional probability distributions is a central task in computational science. Machine learning methods like autoregressive neural networks, used with Markov chain Monte Carlo sampling, provide good approximations to s ...
We consider three classes of linear differential equations on distribution functions, with a fractional order alpha is an element of [0; 1]. The integer case alpha = 1 corresponds to the three classical extreme families. In general, we show that there is a ...
Making decisions is part and parcel of being human. Among a set of actions, we want to choose the one that has the highest reward. But the uncertainty of the outcome prevents us from always making the right decision. Making decisions under uncertainty can ...
The spectral distribution plays a key role in the statistical modelling of multivariate extremes, as it defines the dependence structure of multivariate extreme-value distributions and characterizes the limiting distribution of the relative sizes of the co ...
We consider a setup in which confidential i.i.d. samples X1, . . . , Xn from an unknown finite-support distribution p are passed through n copies of a discrete privatization chan- nel (a.k.a. mechanism) producing outputs Y1, . . . , Yn. The channel law gua ...
The duty-cycle control is a popular option for current limiting in LLC resonant converters. Such current limiting is required to protect the converter either during the start-up or during an overload. Although this method proved to be effective, the switch ...
