8 citations · 13 across the 5 of their papers we have counts for
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stat.ML2020
Robust Grouped Variable Selection Using Distributionally Robust Optimization
Ruidi Chen, Ioannis Ch. Paschalidis
We propose a Distributionally Robust Optimization (DRO) formulation with a Wasserstein-based uncertainty set for selecting grouped variables under perturbations on the data for bot…
stat.ML2020★ 4 cited
Robustified Multivariate Regression and Classification Using Distributionally Robust Optimization under the Wasserstein Metric
Ruidi Chen, Ioannis Ch. Paschalidis
We develop Distributionally Robust Optimization (DRO) formulations for Multivariate Linear Regression (MLR) and Multiclass Logistic Regression (MLG) when both the covariates and re…