Distributionally robust optimization and robust statistics
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Cites work
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- Convex analysis and monotone operator theory in Hilbert spaces
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- I-divergence geometry of probability distributions and minimization problems
- Learning from untrusted data
- Learning geometric concepts with nasty noise
- Learning models with uniform performance via distributionally robust optimization
- List Decodable Learning via Sum of Squares
- List-decodable robust mean estimation and learning mixtures of spherical Gaussians
- Minimax Robust Hypothesis Testing
- Mixture models, robustness, and sum of squares proofs
- NON-NORMALITY AND TESTS ON VARIANCES
- Non-Parametric Estimation. I. Validation of Order Statistics
- On the estimation of the mean of a random vector
- On the rate of convergence in Wasserstein distance of the empirical measure
- Optimal Transport
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- Optimal transport-based distributionally robust optimization: structural properties and iterative schemes
- Optimization of risk measures
- Regularization for Wasserstein distributionally robust optimization
- Regularization via mass transportation
- Resilience: a criterion for learning in the presence of arbitrary outliers
- Robust confidence limits
- Robust covariance and scatter matrix estimation under Huber's contamination model
- Robust Estimation of a Location Parameter
- Robust Estimation via Robust Gradient Estimation
- Robust estimators in high-dimensions without the computational intractability
- Robust Kalman Filtering Under Model Perturbations
- Robust linear least squares regression
- Robust regression via mutivariate regression depth
- Robust sensitivity analysis for stochastic systems
- Robust State Space Filtering Under Incremental Model Perturbations Subject to a Relative Entropy Tolerance
- Robust sub-Gaussian estimation of a mean vector in nearly linear time
- Robust W-GAN-based estimation under Wasserstein contamination
- Robust Wasserstein profile inference and applications to machine learning
- Sample out-of-sample inference based on Wasserstein distance
- Science and Statistics
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- Statistical estimation and optimal recovery
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- The ``automatic robustness of minimum distance functionals
- The 1972 Wald Lecture Robust Statistics: A Review
- The densest hemisphere problem
- The empirical likelihood approach to quantifying uncertainty in sample average approximation
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- The Future of Data Analysis
- Trimmed statistical estimation via variance reduction
- Variance-based regularization with convex objectives
- Wasserstein distributionally robust optimization and variation regularization
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