170 citations · 351 across the 11 of their papers we have counts for
Showing 2019 · math.OCShow all
2 papers · 2 filters
math.OC2019★ 1 cited
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization
Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Daniel Kuhn +1
We introduce a distributionally robust minimium mean square error estimation model with a Wasserstein ambiguity set to recover an unknown signal from a noisy observation. The propo…
math.OC2019★ 4 cited
Calculating Optimistic Likelihoods Using (Geodesically) Convex Optimization
Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Man-Chung Yue +2
A fundamental problem arising in many areas of machine learning is the evaluation of the likelihood of a given observation under different nominal distributions. Frequently, these…