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A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set
30 May 2024
Man-Chung Yue
Yves Rychener
Daniel Kuhn
Viet Anh Nguyen
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Papers citing
"A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set"
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Title
The Distributionally Robust Optimization Model of Sparse Principal Component Analysis
Lei Wang
Xin Liu
Xiaojun Chen
41
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0
04 Mar 2025
1