4 papers · 1 filter
Calibrating Decision Robustness via Inverse Conformal Risk Control
Wenbin Zhou, Shixiang Zhu
Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is o…
Conformalized Decision Risk Assessment
Wenbin Zhou, Agni Orfanoudaki, Shixiang Zhu
In many operational settings, decision-makers must commit to actions before uncertainty resolves, but existing optimization tools rarely quantify how consistently a chosen decision…
Recurrent Neural Goodness-of-Fit Test for Time Series
Aoran Zhang, Wenbin Zhou, Liyan Xie +1
Time series data are crucial across diverse domains such as finance and healthcare, where accurate forecasting and decision-making rely on advanced modeling techniques. While gener…
Sequential Change Point Detection via Denoising Score Matching
Wenbin Zhou, Liyan Xie, Zhigang Peng +1
Sequential change-point detection plays a critical role in numerous real-world applications, where timely identification of distributional shifts can greatly mitigate adverse outco…