Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (Q5129181): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2962771675 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q89699888 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1605.09349 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4001807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random Fields and Geometry / rank
 
Normal rank
Property / cites work
 
Property / cites work: Topological complexity of smooth random functions. École d'Été de Probabilités de Saint-Flour XXXIX-2009. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Monte Carlo for high excursions of Gaussian random fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4648734 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Call center staffing with simulation and cutting plane methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust sample average approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantifying Distributional Model Risk via Optimal Transport / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-sample properties of the adjusted empirical likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood is Bartlett-correctable / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Handling CVaR objectives and constraints in two-stage stochastic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recent advances in robust optimization: an overview / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Optimization and Its Tractable Approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust empirical optimization is almost the same as mean-variance optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data-driven chance constrained stochastic program / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Information and Sufficiency / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Sensitivity Analysis for Stochastic Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: The empirical likelihood approach to quantifying uncertainty in sample average approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast simulation of Gaussian random fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adjusted empirical likelihood with high-order precision / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Sample Approximation Approach for Optimization with Probabilistic Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood ratio confidence intervals for a single functional / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2756704 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds on coverage probabilities of the empirical likelihood ratio confidence regions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new method of calibration for the empirical loglikelihood ratio / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood on the full parameter space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sample average approximation of expected value constrained stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood robust optimization for data-driven problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Convex Optimization / rank
 
Normal rank

Latest revision as of 22:56, 23 July 2024

scientific article; zbMATH DE number 7265997
Language Label Description Also known as
English
Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization
scientific article; zbMATH DE number 7265997

    Statements

    Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (English)
    0 references
    0 references
    26 October 2020
    0 references
    0 references
    distributionally robust optimization
    0 references
    empirical likelihood
    0 references
    empirical process
    0 references
    \(\chi^2\)-process
    0 references
    central limit theorem
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references