Empirical Inference

Worst-Case Risk Quantification under Distributional Ambiguity using Kernel Mean Embedding in Moment Problem

2020

Conference Paper

ei


Author(s): Zhu, Jia-Jie and Jitkrittum, Wittawat and Diehl, Moritz and Schölkopf, Bernhard
Book Title: 59th IEEE Conference on Decision and Control (CDC)
Pages: 3457--3463
Year: 2020
Month: December
Publisher: IEEE

Department(s): Empirical Inference
Research Project(s): Stochastic and Robust Optimization
Bibtex Type: Conference Paper (inproceedings)
Paper Type: Conference

DOI: 10.1109/CDC42340.2020.9303938

State: Published

Links: arXiv

BibTex

@inproceedings{zhu20worst,
  title = {Worst-Case Risk Quantification under Distributional Ambiguity using Kernel Mean Embedding in Moment Problem},
  author = {Zhu, Jia-Jie and Jitkrittum, Wittawat and Diehl, Moritz and Sch{\"o}lkopf, Bernhard},
  booktitle = {59th IEEE Conference on Decision and Control (CDC)},
  pages = {3457--3463},
  publisher = {IEEE},
  month = dec,
  year = {2020},
  doi = {10.1109/CDC42340.2020.9303938},
  month_numeric = {12}
}