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20222026
most citedAn Inexact Augmented Lagrangian Algorithm for Training Leaky ReLU Neural Network with Group Sparsity

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math.OC2025

Enhancing Distributional Robustness in Principal Component Analysis by Wasserstein Distances

Lei Wang, Xin Liu, Xiaojun Chen

We consider the distributionally robust optimization (DRO) model of principal component analysis (PCA) to account for uncertainty in the underlying probability distribution. The re…