Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization

8 November 2019

Papers citing "Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization"

5 / 5 papers shown

Title
New Perspectives on Regularization and Computation in Optimal Transport-Based Distributionally Robust Optimization Soroosh Shafieezadeh-Abadeh Liviu Aolaritei Florian Dorfler Daniel Kuhn 66 20 0 31 Dec 2024
Nonlinear Distributionally Robust Optimization Mohammed Rayyan Sheriff Peyman Mohajerin Esfahani 34 2 0 05 Jun 2023
Distributionally Robust Fair Principal Components via Geodesic Descents Hieu Vu Toan M. Tran Man-Chung Yue Viet Anh Nguyen 21 14 0 07 Feb 2022
Counterfactual Plans under Distributional Ambiguity N. Bui D. Nguyen Viet Anh Nguyen 64 24 0 29 Jan 2022
Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator Viet Anh Nguyen Daniel Kuhn Peyman Mohajerin Esfahani 44 49 0 18 May 2018