Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator

18 May 2018

Papers citing "Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator"

4 / 4 papers shown

Title
New Perspectives on Regularization and Computation in Optimal Transport-Based Distributionally Robust Optimization Soroosh Shafieezadeh-Abadeh Liviu Aolaritei Florian Dorfler Daniel Kuhn 49 20 0 31 Dec 2024
Testing Sparsity Assumptions in Bayesian Networks Luke Duttweiler Sally W. Thurston A. Almudevar 21 0 0 12 Jul 2023
A Finite Sample Complexity Bound for Distributionally Robust Q-learning Shengbo Wang Nian Si Jose H. Blanchet Zhengyuan Zhou OOD OffRL 32 22 0 26 Feb 2023
Limit laws of the empirical Wasserstein distance: Gaussian distributions Thomas Rippl Axel Munk A. Sturm 44 64 0 15 Jul 2015