A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set

30 May 2024

Papers citing "A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set"

2 / 2 papers shown

Title
Enhancing Distributional Robustness in Principal Component Analysis by Wasserstein Distances Lei Wang Xin Liu Xiaojun Chen 159 0 0 04 Mar 2025
Nash Equilibria, Regularization and Computation in Optimal Transport-Based Distributionally Robust Optimization Soroosh Shafieezadeh-Abadeh Liviu Aolaritei Florian Dorfler Daniel Kuhn 230 16 0 07 Mar 2023