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stat.ML2026
Calibrating Ambiguity Set via Diagnostic Transport for Distributionally Robust Optimization
Wenbin Zhou, Elizabeth Cucuzzella, Shixiang Zhu
Distributionally robust optimization (DRO) protects decisions against distributional uncertainty by optimizing over an ambiguity set, but poorly aligned set geometry can require la…
stat.ML2026
Trustworthy Predictive Distributions for Tail Events with Semiparametric Diagnostic Transport Maps
Elizabeth Cucuzzella, Rafael Izbicki, Ann B. Lee
Machine learning forecast systems are moving beyond point predictions to full predictive distributions for future outcomes y conditional on complex inputs x. However, these distrib…