2 papers
math.OC2025
Unifying Distributionally Robust Optimization via Optimal Transport Theory
Jose Blanchet, Daniel Kuhn, Jiajin Li +1
In recent years, two prominent paradigms have shaped distributionally robust optimization (DRO), modeling distributional ambiguity through -divergences and Wasserstein distance…
math.OC2025
Distributionally Robust Gaussian Process Regression and Bayesian Inverse Problems
Xuhui Zhang, Jose Blanchet, Youssef Marzouk +2
We study a distributionally robust optimization formulation (i.e., a min-max game) for two representative problems in Bayesian nonparametric estimation: Gaussian process regression…