research
∙
06/24/2023
Smoothed f-Divergence Distributionally Robust Optimization: Exponential Rate Efficiency and Complexity-Free Calibration
In data-driven optimization, sample average approximation is known to su...
share
research
∙
09/14/2021
Learning and Decision-Making with Data: Optimal Formulations and Phase Transitions
We study the problem of designing optimal learning and decision-making f...
research
∙
02/08/2021
Optimal Transport in the Face of Noisy Data
Optimal transport distances are popular and theoretically well understoo...
research
∙
07/14/2020