4 papers
Designing Ambiguity Sets for Distributionally Robust Optimization Using Structural Causal Optimal Transport
Ahmad-Reza Ehyaei, Golnoosh Farnadi, Samira Samadi
Distributionally robust optimization tackles out-of-sample issues like overfitting and distribution shifts by adopting an adversarial approach over a range of possible data distrib…
Wasserstein Distributionally Robust Optimization Through the Lens of Structural Causal Models and Individual Fairness
Ahmad-Reza Ehyaei, Golnoosh Farnadi, Samira Samadi
In recent years, Wasserstein Distributionally Robust Optimization (DRO) has garnered substantial interest for its efficacy in data-driven decision-making under distributional uncer…
From Fragile to Certified: Wasserstein Audits of Group Fairness Under Distribution Shift
Ahmad-Reza Ehyaei, Golnoosh Farnadi, Samira Samadi
Group-fairness metrics (e.g., equalized odds) can vary sharply across resamples and are especially brittle under distribution shift, undermining reliable audits. We propose a Wasse…
A Generalized Benjamini-Hochberg Procedure for Multivariate Hypothesis Testing
Kasra Alishahi, Ahmad Reza Ehyaei, Ali Shojaie
The introduction of the false discovery rate (FDR) by Benjamini and Hochberg has spurred a great interest in developing methodologies to control the FDR in various settings. The ma…