Optimal uncertainty size in distributionally robust inverse covariance estimation (Q2294393)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal uncertainty size in distributionally robust inverse covariance estimation |
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Optimal uncertainty size in distributionally robust inverse covariance estimation (English)
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10 February 2020
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distributionally robust optimization
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Wasserstein distance
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covariance matrix
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