114 citations · 348 across the 55 of their papers we have counts for
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Minimax Optimal Estimation of Stability Under Distribution Shift
Hongseok Namkoong, Yuanzhe Ma, Peter W. Glynn
The performance of decision policies and prediction models often deteriorates when applied to environments different from the ones seen during training. To ensure reliable operatio…
Optimal Transport Relaxations with Application to Wasserstein GANs
Saied Mahdian, Jose Blanchet, Peter Glynn
We propose a family of relaxations of the optimal transport problem which regularize the problem by introducing an additional minimization step over a small region around one of th…
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach
John Duchi, Peter Glynn, Hongseok Namkoong
We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions…