Optimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation

Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Man-Chung Yue, Daniel Kuhn, Wolfram Wiesemann. Optimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation. 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 15846-15856, 2019. [doi]

Abstract

Abstract is missing.