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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 ...
Stochastic optimization is a popular modeling paradigm for decision-making under uncertainty and has a wide spectrum of applications in management science, economics and engineering. However, the stochastic optimization models one faces in practice are int ...
The maximal achievable advantage of a (computationally unbounded) distinguisher to determine whether a source Z is distributed according to distribution P0 or P1, when given access to one sample of Z, is characterized by the statistical distance ...
In distributionally robust optimization the probability distribution of the uncertain problem parameters is itself uncertain, and a fictitious adversary, e.g., nature, chooses the worst distribution from within a known ambiguity set. A common shortcoming o ...
Uncertainty presents a problem for both human and machine decision-making. While utility maximization has traditionally been viewed as the motive force behind choice behavior, it has been theorized that uncertainty minimization may supersede reward motivat ...
We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a p-dimensional Gaussian random vector from n independent samples. The proposed model minimizes the worst ...
Neural Network (NN) classifiers can assign extreme probabilities to samples that have not appeared during training (out-of-distribution samples) resulting in erroneous and unreliable predictions. One of the causes for this unwanted behaviour lies in the us ...
Both numerical simulations and data-driven methods have been applied in dam's displacement modeling. For monitored displacement data-driven methods, the physical mechanism and structural correlations were rarely discussed. In order to take the spatial and ...
In the last few years, the critical temperature (Tc) of several ITER cable-in-conduit conductors (CICC) was determined by magnetization measurements at zero current. The distribution of the critical temperatures (Tc), caused by variation of strain in the N ...
Combinatorial optimization (CO) problems are notoriously challenging for neural networks, especially in the absence of labeled instances. This work proposes an unsupervised learning framework for CO problems on graphs that can provide integral solutions of ...