Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024)
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scientific article; zbMATH DE number 7476289
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator |
scientific article; zbMATH DE number 7476289 |
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Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (English)
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18 February 2022
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machine learning and data science
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distributionally robust optimization
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data-driven optimization
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Wasserstein distance
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shrinkage estimator
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maximum likelihood estimation
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