11 citations · 11 across the 2 of their papers we have counts for
2 papers
math.OC2019
Distributionally Robust Optimization with Correlated Data from Vector Autoregressive Processes
Xialiang Dou, Mihai Anitescu
We present a distributionally robust formulation of a stochastic optimization problem for non-i.i.d vector autoregressive data. We use the Wasserstein distance to define robustness…
stat.ML2019★ 11 cited
Training Neural Networks as Learning Data-adaptive Kernels: Provable Representation and Approximation Benefits
Xialiang Dou, Tengyuan Liang
Consider the problem: given the data pair drawn from a population with , specify a neural network model…