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

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"

2 / 2 papers shown
Title
Enhancing Distributional Robustness in Principal Component Analysis by Wasserstein Distances
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
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

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