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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

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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…

eess.SY2021★ 3 cited

Bayesian Risk Markov Decision Processes

Yifan Lin, Yuxuan Ren, Enlu Zhou

We consider finite-horizon Markov Decision Processes where parameters, such as transition probabilities, are unknown and estimated from data. The popular distributionally robust ap…