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stat.ML2024
Stability Evaluation via Distributional Perturbation Analysis
Jose Blanchet, Peng Cui, Jiajin Li +1
The performance of learning models often deteriorates when deployed in out-of-sample environments. To ensure reliable deployment, we propose a stability evaluation criterion based…
stat.ML2024
Automatic Outlier Rectification via Optimal Transport
Jose Blanchet, Jiajin Li, Markus Pelger +1
In this paper, we propose a novel conceptual framework to detect outliers using optimal transport with a concave cost function. Conventional outlier detection approaches typically…
stat.ME2024★ 1 cited
Distributionally Robust Optimization and Robust Statistics
Jose Blanchet, Jiajin Li, Sirui Lin +1
We review distributionally robust optimization (DRO), a principled approach for constructing statistical estimators that hedge against the impact of deviations in the expected loss…