We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for …
A Hakobyan, I Yang - IEEE Transactions on Automatic Control, 2024 - ieeexplore.ieee.org
Distributionally robust control (DRC) aims to effectively manage distributional ambiguity in stochastic systems. While most existing works address inaccurate distributional information …
Principal component analysis is a simple yet useful dimensionality reduction technique in modern machine learning pipelines. In consequential domains such as college admission …
We study linear regression problems infβ∈ Rd(EPn [| Y− X β| r]) 1/r+ δρ (β), with r≥ 1, convex penalty ρ, and empirical measure of the data Pn. Well known examples include the …
This article focuses on a class of distributionally robust optimization (DRO) problems where, unlike the growing body of the literature, the objective function is potentially nonlinear in the …
A Hakobyan, I Yang - 2023 IEEE International Conference on …, 2023 - ieeexplore.ieee.org
Safety is one of the main challenges when applying learning-based motion controllers to practical robotic systems, especially when the dynamics of the robots and their surrounding …
D Nguyen, N Bui, VA Nguyen - arXiv preprint arXiv:2302.11211, 2023 - arxiv.org
A recourse action aims to explain a particular algorithmic decision by showing one specific way in which the instance could be modified to receive an alternate outcome. Existing …
Precise control under uncertainty requires a good understanding and characterization of the noise affecting the system. This paper studies the problem of steering state distributions of …
This letter reports new properties of the Wasserstein/Gelbrich distance and associated ambiguity sets to analyze the correlation between two scalar random variables. A simple …