Wasserstein distributionally robust estimation in high dimensions: performance analysis and optimal hyperparameter tuning

Mathematical Programming 2026

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Authors: Liviu Aolaritei, Soroosh Shafiee, Florian Dörfler
DOI: 10.1007/s10107-025-02281-6
Cited by: 2
References: 56

Fields of Study & Subjects

Distributed Sensor Networks and Detection Algorithms Statistical Methods and Inference Sparse and Compressive Sensing Techniques

Publication details

Journal / source
Mathematical Programming
Publisher
Springer Science and Business Media LLC
Publication date
15 January 2026
Language
EN