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continuous distributions 1distributionally robust optimization 1iterative algorithms 1transport maps 1wasserstein space 1

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stat.ML2026

Distributionally Robust Optimization via Iterative Algorithms in Continuous Probability Spaces

Linglingzhi Zhu, Yunqin Zhu, Yao Xie

The paper proposes iterative algorithms for distributionally robust optimization when the worst-case distribution is continuous, using transport maps and Wasserstein geometry to ac…