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.
By Linglingzhi Zhu, Yunqin Zhu, Yao Xie
arXiv:2604. 04342v2 Announce Type: replace Abstract: Many data-driven decision problems are formulated using a nominal distribution estimated from historical data, while performance is ultimately determined by a deployment distribution that may be shifted, context-dependent, partially observed, or stress-induced.
By Xiuyuan Cheng, Yunqin Zhu, Yao Xie
arXiv:2605. 09916v2 Announce Type: replace-cross Abstract: We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal transport in large-scale, non-Euclidean datasets.
By Edivaldo Lopes dos Santos, Leandro Vicente Mauri, Washington Mio, Tom Needham
arXiv:2606. 04695v1 Announce Type: new Abstract: High-dimensional optimal transport is seldom available in closed form.
By Lei Luo, Hongliang Zhang, Jian Yang
The paper introduces the Wasserstein entropic value-at-risk, a coherent risk measure that replaces the relative-entropy ball of the traditional entropic value-at-risk with an optimal-transport ball. This new measure captures reachable catastrophes that the original entropic measure ignores, and its variational dual mirrors the entropic formula with a transport price replacing inverse temperature. By driving the transport radius with belief entropy, the authors derive a closed‑form robust dynamic‑programming operator whose cautiousness decreases as belief sharpens, providing a certified safety sandwich and a sharp safety switch.
By Deep Kumar Ganguly, Jan K\v{r}et\'insk\'y
arXiv:2606. 19117v1 Announce Type: cross Abstract: Offline policy learning has received growing attention in causal inference.
By Yiyan Huang, Cheuk Hang Leung, Qi Wu, Zhiheng Zhang