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stat.ML2023
Adjusted Wasserstein Distributionally Robust Estimator in Statistical Learning
Yiling Xie, Xiaoming Huo
We propose an adjusted Wasserstein distributionally robust estimator -- based on a nonlinear transformation of the Wasserstein distributionally robust (WDRO) estimator in statistic…
math.OC2023
Improved Rate of First Order Algorithms for Entropic Optimal Transport
Yiling Luo, Yiling Xie, Xiaoming Huo
This paper improves the state-of-the-art rate of a first-order algorithm for solving entropy regularized optimal transport. The resulting rate for approximating the optimal transpo…