Confidence regions in Wasserstein distributionally robust estimation

DOI10.1093/BIOMET/ASAB026MaRDI QIDQ5081554zbMATH OpenOpenAlexFDO

Authors Karthyek R. A. Murthy, Nian Si, Jose Blanchet

Publication date 17 June 2022

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.01614

zbMATH Keywords

asymptotic normalityconfidence regiondistributionally robust optimizationWasserstein distance

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(11)

• Optimal transport-based distributionally robust optimization: structural properties and iterative schemes
• Distributionally robust optimization by probability criterion for estimating a bounded signal
• Confidence Regions in Wasserstein Distributionally Robust Estimation
• Robust estimation strategy for handling outliers
• Efficiency study of a robust regression-type estimator for population mean under different ranked set sampling methods with outlier handling
• Residuals-based distributionally robust optimization with covariate information
• Asymptotic Behavior of Adversarial Training Estimator under ℓ _∞ -Perturbation
• Distributionally robust optimization and robust statistics
• Distributionally robust optimization
• Mitigating distribution shift in machine learning-augmented hybrid simulation
• Optimally-transported generalized method of moments

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