A Distributionally Robust Estimator that Dominates the Empirical Average

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A Distributionally Robust Estimator that Dominates the Empirical Average

16 February 2024

Nikolas P. Koumpis

Dionysis Kalogerias

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Papers citing "A Distributionally Robust Estimator that Dominates the Empirical Average"

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Title
Unifying Distributionally Robust Optimization via Optimal Transport Theory Jose H. Blanchet Daniel Kuhn Jiajin Li Bahar Taşkesen OT 62 14 0 10 Aug 2023
Statistical Limit Theorems in Distributionally Robust Optimization Jose H. Blanchet A. Shapiro 66 14 0 27 Mar 2023
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization Viet Anh Nguyen Soroosh Shafieezadeh-Abadeh Daniel Kuhn Peyman Mohajerin Esfahani 47 50 0 08 Nov 2019
Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning Daniel Kuhn Peyman Mohajerin Esfahani Viet Anh Nguyen Soroosh Shafieezadeh-Abadeh OOD 64 395 0 23 Aug 2019