25 citations · 26 across the 4 of their papers we have counts for
5 papers
Certifiable Risk-Based Engineering Design Optimization
Anirban Chaudhuri, Boris Kramer, Matthew Norton +2
Reliable, risk-averse design of complex engineering systems with optimized performance requires dealing with uncertainties. A conventional approach is to add safety margins to a de…
Diametrical Risk Minimization: Theory and Computations
Matthew Norton, Johannes O. Royset
The theoretical and empirical performance of Empirical Risk Minimization (ERM) often suffers when loss functions are poorly behaved with large Lipschitz moduli and spurious sharp m…
Generalized Batch Normalization: Towards Accelerating Deep Neural Networks
Xiaoyong Yuan, Zheng Feng, Matthew Norton +1
Utilizing recently introduced concepts from statistics and quantitative risk management, we present a general variant of Batch Normalization (BN) that offers accelerated convergenc…
Calculating CVaR and bPOE for Common Probability Distributions With Application to Portfolio Optimization and Density Estimation
Matthew Norton, Valentyn Khokhlov, Stan Uryasev
Conditional Value-at-Risk (CVaR) and Value-at-Risk (VaR), also called the superquantile and quantile, are frequently used to characterize the tails of probability distribution's an…
Optimistic Robust Optimization With Applications To Machine Learning
Matthew Norton, Akiko Takeda, Alexander Mafusalov
Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feas…