3 papers
cs.LG2025
Decision Making under the Exponential Family: Distributionally Robust Optimisation with Bayesian Ambiguity Sets
Charita Dellaporta, Patrick O'Hara, Theodoros Damoulas
Decision making under uncertainty is challenging as the data-generating process (DGP) is often unknown. Bayesian inference proceeds by estimating the DGP through posterior beliefs…
stat.ML2025
Decision Making under Model Misspecification: DRO with Robust Bayesian Ambiguity Sets
Charita Dellaporta, Patrick O'Hara, Theodoros Damoulas
Distributionally Robust Optimisation (DRO) protects risk-averse decision-makers by considering the worst-case risk within an ambiguity set of distributions based on the empirical d…
cs.DS2024
Routing on Sparse Graphs with Non-metric Costs for the Prize-collecting Travelling Salesperson Problem
Patrick O'Hara, M. S. Ramanujan, Theodoros Damoulas
In many real-world routing problems, decision makers must optimise over sparse graphs such as transportation networks with non-metric costs on the edges that do not obey the triang…