On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls

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Price Discrimination with Robust Beliefs

This paper considers the problem of second-degree price discrimination when the type distribution is unknown or imperfectly specified by means of an ambiguity set. As robustness measure we use a performance index, equivalent to relative regret, which quant ...

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The increasing availability of sensing techniques provides a great opportunity for engineers to design state estimation methods, which are optimal for the system under observation and the observed noise patterns. However, these patterns often do not fulfil ...

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The goal of this paper is to characterize function distributions that general neural networks trained by descent algorithms (GD/SGD), can or cannot learn in polytime. The results are: (1) The paradigm of general neural networks trained by SGD is poly-time ...

WILEY2023

Stochastic particle transport by deep-water irregular breaking waves

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Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results by Deike et al. (J. Fluid Mech., vol. 829, 2017, ...

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A kernel method for estimating a probability density function from an independent and identically distributed sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined b ...

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One major challenge in distributed learning is to efficiently learn for each client when the data across clients is heterogeneous or non iid (not independent or identically distributed). This provides a significant challenge as the data of the other client ...

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Distributionally Robust Linear Quadratic Control

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Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and imperfect observations ...

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Secondary structure of the human mitochondrial genome affects formation of deletions

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BackgroundAging in postmitotic tissues is associated with clonal expansion of somatic mitochondrial deletions, the origin of which is not well understood. Such deletions are often flanked by direct nucleotide repeats, but this alone does not fully explain ...

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Outliers in discrete choice response data may result from misclassification and misreporting of the response variable and from choice behaviour that is inconsistent with modelling assumptions (e.g. random utility maximisation). In the presence of outliers, ...

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In this thesis, we give new approximation algorithms for some NP-hard problems arising in resource allocation and network design. As a resource allocation problem, we study the Santa Claus problem (also known as the MaxMin Fair Allocation problem) in which ...

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