Jose H. Blanchet, Peter W. Glynn, Jun Yan, Zhengqing Zhou. Multivariate Distributionally Robust Convex Regression under Absolute Error Loss. In Hanna M. Wallach, Hugo Larochelle, Alina Beygelzimer, Florence d'Alché-Buc, Edward A. Fox, Roman Garnett, editors, Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, NeurIPS 2019, 8-14 December 2019, Vancouver, BC, Canada. pages 11794-11803, 2019. [doi]
Abstract is missing.