Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator |
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 |
Statements
Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (English)
0 references
18 February 2022
0 references
machine learning and data science
0 references
distributionally robust optimization
0 references
data-driven optimization
0 references
Wasserstein distance
0 references
shrinkage estimator
0 references
maximum likelihood estimation
0 references
