3 papers
econ.EM2026
Epsilon-Minimax Solutions of Statistical Decision Problems
Andrés Aradillas Fernández, José Blanchet, José Luis Montiel Olea +3
A decision rule is epsilon-minimax if it is minimax up to an additive factor epsilon. We present an algorithm for provably obtaining epsilon-minimax solutions for a class of statis…
econ.EM2025
Approximate Least-Favorable Distributions and Nearly Optimal Tests via Stochastic Mirror Descent
Andrés Aradillas Fernández, José Blanchet, José Luis Montiel Olea +3
We consider a class of hypothesis testing problems where the null hypothesis postulates distributions for the observed data, and there is only one possible distribution under t…
cs.CY2025
Testing Fairness with Utility Tradeoffs: A Wasserstein Projection Approach
Yan Chen, Zheng Tan, Jose Blanchet +1
Ensuring fairness in data driven decision making has become a central concern across domains such as marketing, lending, and healthcare, but fairness constraints often come at the…