6 papers
Safety Certification is Classification
Oliver Schön, Licio Romao, Sadegh Soudjani
The goal of this paper is certifying safety of dynamical systems subject to uncertainty. Existing approaches use trajectory data to estimate transition probabilities, and compute s…
Truthful Production Uncertainty in Electricity Markets: A Two-Stage Mechanism
Shobhit Singhal, Lesia Mitridati, Licio Romao
Renewable power sources have low marginal pro-duction costs, but may result in high balancing costs due to the inherent production uncertainty. Current day-ahead markets elicit onl…
Exact Recourse Functions for Aggregations of EVs Operating in Imbalance Markets
Karan Mukhi, Licio Romao, Alessandro Abate
We study optimal charging of large electric vehicle populations that are exposed to a single real-time imbalance price. The problem is naturally cast as a multistage stochastic lin…
Bridging conformal prediction and scenario optimization
Niall O'Sullivan, Licio Romao, Kostas Margellos
Conformal prediction and scenario optimization constitute two important classes of statistical learning frameworks to certify decisions made using data. They have found numerous ap…
Risk-Averse Certification of Bayesian Neural Networks
Xiyue Zhang, Zifan Wang, Yulong Gao +3
In light of the inherently complex and dynamic nature of real-world environments, incorporating risk measures is crucial for the robustness evaluation of deep learning models. In t…
A data-driven approach for safety quantification of non-linear stochastic systems with unknown additive noise distribution
Frederik Baymler Mathiesen, Licio Romao, Simeon C. Calvert +2
In this paper, we present a novel data-driven approach to quantify safety for non-linear, discrete-time stochastic systems with unknown noise distribution. We define safety as the…