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most citedTest Against High-Dimensional Uncertainties: Accelerated Evaluation of Autonomous Vehicles with Deep Importance Sampling

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math.OC2021

Orthounimodal Distributionally Robust Optimization: Representation, Computation and Multivariate Extreme Event Applications

Henry Lam, Zhenyuan Liu, Xinyu Zhang

This paper studies a basic notion of distributional shape known as orthounimodality (OU) and its use in shape-constrained distributionally robust optimization (DRO). As a key motiv…