20 citations · 20 across the 5 of their papers we have counts for
5 papers
Conformal-DRO: Distributionally Robust Optimization with Conformalized Ambiguity Set
Luhao Zhang, Shixiang Zhu
Data-driven distributionally robust optimization (DRO) typically treats the conditional outcome law as fixed and uses ambiguity sets to capture estimation error. This paper studies…
Integrating Feature Correlation in Differential Privacy with Applications in DP-ERM
Tianyu Wang, Luhao Zhang, Rachel Cummings
Standard differential privacy imposes uniform privacy constraints across all features, overlooking the inherent distinction between sensitive and insensitive features in practice.…
Schrödinger bridge with transport relaxation
Yifan Jiang, Renyuan Xu, Luhao Zhang
Motivated by modern machine learning applications where we only have access to empirical measures constructed from finite samples, we relax the marginal constraints of the classica…
Decision Making under Costly Sequential Information Acquisition: the Paradigm of Reversible and Irreversible Decisions
Renyuan Xu, Thaleia Zariphopoulou, Luhao Zhang
Decision making in modern stochastic systems, including e-commerce platforms, financial markets and healthcare systems, has evolved into a multifaceted process that combines inform…
A Short and General Duality Proof for Wasserstein Distributionally Robust Optimization
Luhao Zhang, Jincheng Yang, Rui Gao
We present a general duality result for Wasserstein distributionally robust optimization that holds for any Kantorovich transport cost, measurable loss function, and nominal probab…