2 papers
stat.ML2025
Wasserstein Distributionally Robust Nonparametric Regression
Changyu Liu, Yuling Jiao, Junhui Wang +1
Wasserstein distributionally robust optimization (WDRO) strengthens statistical learning under model uncertainty by minimizing the local worst-case risk within a prescribed ambigui…
stat.ML2023
Non-Asymptotic Bounds for Adversarial Excess Risk under Misspecified Models
Changyu Liu, Yuling Jiao, Junhui Wang +1
We propose a general approach to evaluating the performance of robust estimators based on adversarial losses under misspecified models. We first show that adversarial risk is equiv…