arXiv Statistics ML September 11, 2026 By Luhao Zhang, Shixiang Zhu

Conformal-DRO: Distributionally Robust Optimization with Conformalized Ambiguity Set

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arXiv:2609. 11073v1 Announce Type: cross Abstract: Data-driven distributionally robust optimization (DRO) typically treats the conditional outcome law as fixed and uses ambiguity sets to capture estimation error.

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