Showing 2024 · stat.MLShow all
2 papers · 2 filters
stat.ML2024
Indiscriminate Disruption of Conditional Inference on Multivariate Gaussians
William N. Caballero, Matthew LaRosa, Alexander Fisher +1
The multivariate Gaussian distribution underpins myriad operations-research, decision-analytic, and machine-learning models (e.g., Bayesian optimization, Gaussian influence diagram…
stat.ML2024
Distributionally Robust Optimization as a Scalable Framework to Characterize Extreme Value Distributions
Patrick Kuiper, Ali Hasan, Wenhao Yang +4
The goal of this paper is to develop distributionally robust optimization (DRO) estimators, specifically for multidimensional Extreme Value Theory (EVT) statistics. EVT supports us…