Wasserstein Distributionally Robust Kalman Filtering

Wasserstein Distributionally Robust Kalman Filtering

24 September 2018

Soroosh Shafieezadeh-Abadeh

Viet Anh Nguyen

Peyman Mohajerin Esfahani

Papers citing "Wasserstein Distributionally Robust Kalman Filtering"

11 / 11 papers shown

Title
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
Procrustes Metrics on Covariance Operators and Optimal Transportation of Gaussian Processes V. Masarotto V. Panaretos Y. Zemel 34 67 0 06 Jan 2018
Certifying Some Distributional Robustness with Principled Adversarial Training Aman Sinha Hongseok Namkoong Riccardo Volpi John C. Duchi OOD 125 863 0 29 Oct 2017
Regularization via Mass Transportation Soroosh Shafieezadeh-Abadeh Daniel Kuhn Peyman Mohajerin Esfahani OOD 83 205 0 27 Oct 2017
Wasserstein GAN Martín Arjovsky Soumith Chintala Léon Bottou GAN 172 4,825 0 26 Jan 2017
A Distance for HMMs based on Aggregated Wasserstein Metric and State Registration Yukun Chen Jianbo Ye Jia Li 33 16 0 05 Aug 2016
Distributionally Robust Logistic Regression Soroosh Shafieezadeh-Abadeh Peyman Mohajerin Esfahani Daniel Kuhn OOD 75 306 0 30 Sep 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
Linear models based on noisy data and the Frisch scheme L. Ning T. Georgiou Allen Tannenbaum Stephen P. Boyd 86 26 0 14 Apr 2013
Ground Metric Learning Marco Cuturi D. Avis 92 106 0 11 Oct 2011