Quantifying Distributional Model Risk via Optimal Transport

5 April 2016

Papers citing "Quantifying Distributional Model Risk via Optimal Transport"

15 / 15 papers shown

Title
Wasserstein Distributionally Robust Regret Optimization Lukas-Benedikt Fiechtner Jose Blanchet 55 0 0 15 Apr 2025
A primer on optimal transport for causal inference with observational data Florian F Gunsilius OT CML 108 0 0 10 Mar 2025
Universal generalization guarantees for Wasserstein distributionally robust models Tam Le Jérome Malick OOD 110 3 0 28 Jan 2025
Distributionally Robust Optimization Daniel Kuhn Soroosh Shafiee W. Wiesemann 77 0 0 04 Nov 2024
Robust Reinforcement Learning with Dynamic Distortion Risk Measures Anthony Coache S. Jaimungal 76 1 0 16 Sep 2024
Rejection via Learning Density Ratios Alexander Soen Hisham Husain Philip Schulz Vu-Linh Nguyen 114 2 0 29 May 2024
An Inexact Halpern Iteration with Application to Distributionally Robust Optimization Ling Liang Zusen Xu Kim-Chuan Toh Jia Jie Zhu 103 4 0 08 Feb 2024
Nash Equilibria, Regularization and Computation in Optimal Transport-Based Distributionally Robust Optimization Soroosh Shafieezadeh-Abadeh Liviu Aolaritei Florian Dorfler Daniel Kuhn 119 21 0 07 Mar 2023
Sinkhorn Distributionally Robust Optimization Jie Wang Rui Gao Yao Xie 95 38 0 24 Sep 2021
Robust Wasserstein Profile Inference and Applications to Machine Learning Jose H. Blanchet Yang Kang Karthyek Murthy OOD 68 331 0 18 Oct 2016
Learning with a Wasserstein Loss Charlie Frogner Chiyuan Zhang H. Mobahi Mauricio Araya-Polo T. Poggio 57 602 0 17 Jun 2015
Data-driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations Peyman Mohajerin Esfahani Daniel Kuhn 77 1,660 0 19 May 2015
On the rate of convergence in Wasserstein distance of the empirical measure N. Fournier Arnaud Guillin 179 1,142 0 07 Dec 2013
Learning Probability Measures with respect to Optimal Transport Metrics Guillermo D. Cañas Lorenzo Rosasco OT 85 100 0 05 Sep 2012
Convergence of latent mixing measures in finite and infinite mixture models X. Nguyen 96 184 0 15 Sep 2011