Search Results for author: Sirui Lin

Found 1 papers, 0 papers with code

Tikhonov Regularization is Optimal Transport Robust under Martingale Constraints

no code implementations4 Oct 2022 Jiajin Li, Sirui Lin, Jose Blanchet, Viet Anh Nguyen

Distributionally robust optimization has been shown to offer a principled way to regularize learning models.

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