Sample Out-of-Sample Inference Based on Wasserstein Distance
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Publication:5003729
DOI10.1287/opre.2020.2028zbMath1472.90077arXiv1605.01340OpenAlexW2345894225MaRDI QIDQ5003729
Publication date: 29 July 2021
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.01340
probabilityWasserstein distanceoptimal transportnonparametric statisticsdistributionally robust optimization
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Frameworks and results in distributionally robust optimization ⋮ Robust Actuarial Risk Analysis ⋮ Robust Wasserstein profile inference and applications to machine learning ⋮ Distributionally robust optimization. A review on theory and applications
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