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arXiv Machine Learning By Linglingzhi Zhu, Yunqin Zhu, Yao Xie

Distributionally Robust Optimization via Iterative Algorithms in Continuous Probability Spaces

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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.

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