arXiv:2604. 18546v2 Announce Type: replace Abstract: We propose a distributionally robust approach to risk-sensitive estimation of an unknown signal x from an observed signal y.
arXiv:2504. 10796v4 Announce Type: replace-cross Abstract: Distributionally robust optimization (DRO) is widely used for decision-making under uncertainty, but its adversarial focus on worst-case loss can lead to overly conservative policies.
arXiv:2607. 17018v1 Announce Type: cross Abstract: We study distributionally robust linear chance-constrained problems in which uncertainty is modeled by a Gaussian mixture model (GMM).
arXiv:2609. 39449v1 Announce Type: new Abstract: Distributionally robust optimization (DRO) studies parameter estimation under uncertainty in the underlying probability distribution and has emerged as a principled framework for analyzing robustness and generalization.
arXiv:2610. 42109v1 Announce Type: cross Abstract: Distributionally robust optimization (DRO) minimizes worst-case risk under distributional uncertainty, but its decisions can be suboptimal in terms of their excess risk, or regret.
arXiv:2606. 30230v1 Announce Type: cross Abstract: Learned reconstruction operators for inverse problems are typically trained under a fixed noise model, and generalize poorly when the distribution during testing differs from the one assumed during training.
The paper introduces Diagnostic-Transport DRO (DT‑DRO), a method that calibrates the geometry of the ambiguity set in distributionally robust optimization using held‑out data. By applying the conditional probability integral transform to detect systematic probability misallocation, DT‑DRO adjusts both the ambiguity‑set center and ground cost through an outcome‑level transport, yielding a computationally tractable dual reformulation. The authors provide theoretical guarantees on ambiguity radii and decision‑risk bounds that improve as estimation errors shrink, and demonstrate that DT‑DRO can remove the robustness floor caused by model misspecification in synthetic and power‑outage experiments.
arXiv:2607. 09820v1 Announce Type: new Abstract: Predict-then-optimize systems usually compress uncertainty into a point forecast and then solve a downstream optimization problem as if the forecast were reliable.
arXiv:2412. 20556v2 Announce Type: replace-cross Abstract: We study distributionally robust optimization (DRO) for robust inference when the worst-case distribution is continuous, leading to significant computational challenges due to the infinite-dimensional nature of the optimization problem.
The paper introduces a distributionally robust method for learning hyperparameters of first‑order convex optimization algorithms. By minimizing a Wasserstein‑robust performance estimation problem over a dataset of problem instances, the approach interpolates between classical learning‑to‑optimize (L2O) and worst‑case PEP design. The authors solve the resulting problem with stochastic gradient descent, provide high‑probability risk bounds, and demonstrate that the learned algorithms outperform both worst‑case optimal and vanilla L2O baselines on logistic regression, LASSO, and linear programming tasks.
The paper introduces the Distributionally Robust Schr"odinger Bridge (DRSB), a method that learns a single controller capable of handling uncertainty in the initial distribution for stochastic transport tasks. DRSB’s objective combines control energy with a KL penalty on the terminal distribution, and it seeks to minimize the worst‑case value of this objective over an ambiguity set around the nominal initial distribution. The authors derive a variational formulation, connect it to stochastic optimal control and distributionally robust optimization, and propose an alternating algorithm with Wasserstein and Sinkhorn variants. Experiments on two‑dimensional transport and image‑to‑image translation demonstrate improved robustness to input perturbations compared to standard SB, while also achieving lower mean sliced Wasserstein distance on Gaussian mixture transport.
arXiv:2610. 08883v1 Announce Type: cross Abstract: Finding low-energy configurations of interacting particles and approximating probability distributions lead to the minimization of potential-interaction energies in Wasserstein space.