Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization (Q6118316)

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scientific article; zbMATH DE number 7808926
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Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization
scientific article; zbMATH DE number 7808926

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    Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization (English)
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    23 February 2024
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    distributionally robust optimization
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    minimum mean square error estimation
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    Wasserstein distance
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    affine estimator
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