scientific article; zbMATH DE number 6982304

zbMath1437.68149arXiv1706.02412MaRDI QIDQ4558150

Ioannis Ch. Paschalidis, Ruidi Chen

Publication date: 21 November 2018

Full work available at URL: https://arxiv.org/abs/1706.02412

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wasserstein metricregularized regressiondistributionally robust optimizationrobust learninggeneralization guarantees

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Minimax problems in mathematical programming (90C47) Learning and adaptive systems in artificial intelligence (68T05) Convergence of probability measures (60B10) Robustness in mathematical programming (90C17)

Related Items

Robust grouped variable selection using distributionally robust optimization, Frameworks and results in distributionally robust optimization, Partition-based distributionally robust optimization via optimal transport with order cone constraints, A distributionally robust area under curve maximization model, Optimizing decisions for a dual-channel retailer with service level requirements and demand uncertainties: a Wasserstein metric-based distributionally robust optimization approach, Unnamed Item, Adversarial classification via distributional robustness with Wasserstein ambiguity, Learning parametric policies and transition probability models of Markov decision processes from data, Distributionally robust optimization. A review on theory and applications

Uses Software

• ROME

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Data-driven chance constrained stochastic program
• Models and algorithms for distributionally robust least squares problems
• On the rate of convergence in Wasserstein distance of the empirical measure
• High breakdown-point and high efficiency robust estimates for regression
• Characterization of the equivalence of robustification and regularization in linear and matrix regression
• Data-driven estimation in equilibrium using inverse optimization
• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
• Likelihood robust optimization for data-driven problems
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Distributionally robust joint chance constraints with second-order moment information
• Reconstruction and subgaussian operators in asymptotic geometric analysis
• Ambiguous chance constrained problems and robust optimization
• Distributionally Robust Convex Optimization
• Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
• Distributionally Robust Optimization and Its Tractable Approximations
• Least Median of Squares Regression
• Robust Mean-Covariance Solutions for Stochastic Optimization
• A System of Subroutines for Iteratively Reweighted Least Squares Computations
• A Simple Method for Robust Regression
• Robust Solutions to Least-Squares Problems with Uncertain Data
• High-Dimensional Probability
• 10.1162/153244303321897690
• Robust Regression and Lasso
• Regularization and Variable Selection Via the Elastic Net
• Robust Estimation of a Location Parameter
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The elements of statistical learning. Data mining, inference, and prediction