The objective of uncertainty quantification is to certify that a given physical, engineering or economic system satisfies multiple safety conditions with high probability. A more ambitious goal is to actively influence the system so as to guarantee and mai ...
This paper proposes a distributionally robust approach to logistic regression. We use the Wasserstein distance to construct a ball in the space of probability distributions centered at the uniform distribution on the training samples. If the radius of this ...
The entropy power inequality (EPI) yields lower bounds on the differential entropy of the sum of two independent real-valued random variables in terms of the individual entropies. Versions of the EPI for discrete random variables have been obtained for spe ...
Institute of Electrical and Electronics Engineers2014
We study stochastically blinking dynamical systems as in the companion paper (Part I). We analyze the asymptotic properties of the blinking system as time goes to infinity. The trajectories of the averaged and blinking system cannot stick together forever, ...