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stat.ML2025
Data-Driven DRO and Economic Decision Theory: An Analytical Synthesis With Bayesian Nonparametric Advancements
Nicola Bariletto, Khai Nguyen, Nhat Ho
We develop an analytical synthesis that bridges data-driven Distributionally Robust Optimization (DRO) and Economic Decision Theory under Ambiguity (DTA). By reinterpreting standar…
stat.ML2024
Bayesian Nonparametrics Meets Data-Driven Distributionally Robust Optimization
Nicola Bariletto, Nhat Ho
Training machine learning and statistical models often involves optimizing a data-driven risk criterion. The risk is usually computed with respect to the empirical data distributio…