Outlier-robust nonsmooth stochastic optimization
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Cites work
- scientific article; zbMATH DE number 3911472 (Why is no real title available?)
- scientific article; zbMATH DE number 621792 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- scientific article; zbMATH DE number 3320125 (Why is no real title available?)
- Agnostic estimation of mean and covariance
- Algorithmic High-Dimensional Robust Statistics
- Distributionally Robust Stochastic Optimization with Wasserstein Distance
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Distributionally robust stochastic programming
- Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality
- First-order methods in optimization
- First-order methods of smooth convex optimization with inexact oracle
- Frameworks and results in distributionally robust optimization
- High-dimensional robust mean estimation in nearly-linear time
- Learning models with uniform performance via distributionally robust optimization
- Optimization methods for large-scale machine learning
- Primal-dual subgradient methods for convex problems
- Rejection of Outliers
- Robust Estimation of a Location Parameter
- Robust Statistics
- Robust Stochastic Approximation Approach to Stochastic Programming
- Robust estimators in high dimensions without the computational intractability
- Robust estimators in high-dimensions without the computational intractability
- Robust optimization
- Stochastic model-based minimization of weakly convex functions
- The security of machine learning
- Variational Analysis
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