A Distributionally Robust Optimization Approach for Multivariate Linear Regression under the Wasserstein Metric

Ruidi Chen, Ioannis Ch. Paschalidis. A Distributionally Robust Optimization Approach for Multivariate Linear Regression under the Wasserstein Metric. In 58th IEEE Conference on Decision and Control, CDC 2019, Nice, France, December 11-13, 2019. pages 3655-3660, IEEE, 2019. [doi]

Abstract

Abstract is missing.