High-Confidence Data-Driven Ambiguity Sets for Time-Varying Linear Systems

This paper builds Wasserstein ambiguity sets for the unknown probability distribution of dynamic random variables leveraging noisy partial-state observations. The constructed ambiguity sets contain the true distribution of the data with quantifiable probability and can be exploited to formulate robust stochastic optimization problems with out...

Unrolling of Simplicial ElasticNet for Edge Flow Signal Reconstruction

The edge flow reconstruction task consists of retreiving edge flow signals from corrupted or incomplete measurements. This is typically solved by a regularized optimization problem on higher-order networks such as simplicial complexes and the corresponding regularizers are chosen based on prior knowledge. Tailoring this prior to the setting...