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]
@inproceedings{ChenP19-19,
title = {A Distributionally Robust Optimization Approach for Multivariate Linear Regression under the Wasserstein Metric},
author = {Ruidi Chen and Ioannis Ch. Paschalidis},
year = {2019},
doi = {10.1109/CDC40024.2019.9029832},
url = {https://doi.org/10.1109/CDC40024.2019.9029832},
researchr = {https://researchr.org/publication/ChenP19-19},
cites = {0},
citedby = {0},
pages = {3655-3660},
booktitle = {58th IEEE Conference on Decision and Control, CDC 2019, Nice, France, December 11-13, 2019},
publisher = {IEEE},
}