activity
20212025
most citedBayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data

3 citations · 7 across the 9 of their papers we have counts for

collaborators
Showing 2021 · math.OCShow all

1 paper · 2 filters

math.OC2021★ 1 cited

Bayesian Distributionally Robust Optimization

Alexander Shapiro, Enlu Zhou, Yifan Lin

We introduce a new framework, Bayesian Distributionally Robust Optimization (Bayesian-DRO), for data-driven stochastic optimization where the underlying distribution is unknown. Ba…