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stat.ME2021★ 1 cited
Model Averaging for Support Vector Machine by Cross-Validation
Jiahui Zou, Chaoxia Yuan, Xinyu Zhang +2
Support vector machine (SVM) is a well-known statistical technique for classification problems in machine learning and other fields. An important question for SVM is the selection…
math.OC2021
Orthounimodal Distributionally Robust Optimization: Representation, Computation and Multivariate Extreme Event Applications
Henry Lam, Zhenyuan Liu, Xinyu Zhang
This paper studies a basic notion of distributional shape known as orthounimodality (OU) and its use in shape-constrained distributionally robust optimization (DRO). As a key motiv…