Wiesemann, Wolfram

1. Scenario Reduction Revisited: Fundamental Limits and Guarantees
   2017/01/15 by Napat Rujeerapaiboon, Kilian Schindler, Rujeerapaiboon, Napat +5 · 6 citations
   Decision Sciences · Engineering · #Probabilistic and Robust Engineering Design #Risk and Portfolio Optimization #Sparse and Compressive Sensing Techniques
2. On Linear Optimization over Wasserstein Balls
   2020/04/15 by Man–Chung Yue, Yue, Man-Chung, Daniel Kühn +3 · 5 citations
   Decision Sciences · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Point processes and geometric inequalities #Risk and Portfolio Optimization #Statistical Methods and Inference
3. A Unified Theory of Robust and Distributionally Robust Optimization via the Primal-Worst-Equals-Dual-Best Principle
   2021/05/03 by Jianzhe Zhen, Daniel Kühn, Zhen, Jianzhe +3 · 4 citations
   Decision Sciences · Mathematics · #FOS: Mathematics #Fuzzy Systems and Optimization #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design #Risk and Portfolio Optimization
4. Size Matters: Cardinality-Constrained Clustering and Outlier Detection\n via Conic Optimization
   2017/05/22 by Napat Rujeerapaiboon, Rujeerapaiboon, Napat, Kilian Schindler +5 · 2 citations
   Computer Science · Decision Sciences · Mathematics · #62H30 #90C05 #90C22 #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #Anomaly Detection Techniques and Applications #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC)
5. Data-Driven Chance Constrained Programs over Wasserstein Balls
   2018/09/01 by Zhi Chen, Chen, Zhi, Daniel Kühn +3 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Health Systems, Economic Evaluations, Quality of Life #Optimization and Control (math.OC) #Risk and Portfolio Optimization
6. Calculating Optimistic Likelihoods Using (Geodesically) Convex Optimization
   2019/10/17 by Viêt Anh Nguyên, Soroosh Shafieezadeh-Abadeh, Nguyen, Viet Anh +7 · 3 citations
   Mathematics · Computer Science · #Advanced Statistical Methods and Models #Anomaly Detection Techniques and Applications #Face and Expression Recognition
7. Optimistic Distributionally Robust Optimization for Nonparametric\n Likelihood Approximation
   2019/10/23 by Viet Anh Nguyen, Nguyen, Viet Anh, Soroosh Shafieezadeh-Abadeh +8 · 2 citations
   Computer Science · Engineering · Mathematics · #Advanced Multi-Objective Optimization Algorithms #Control Systems and Identification #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference
8. Differential Privacy via Distributionally Robust Optimization
   2023/04/25 by Aras Selvi, Selvi, Aras, Huikang Liu +3 · 3 citations
   Computer Science · #Cryptography and Security (cs.CR) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Privacy-Preserving Technologies in Data
9. Partial Policy Iteration for L1-Robust Markov Decision Processes
   2020/06/16 by Chin Pang Ho, Ho, Chin Pang, Marek Petrik +3 · 2 citations
   Computer Science · #FOS: Computer and information sciences #FOS: Mathematics #Formal Methods in Verification #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Optimization and Control (math.OC) #Reinforcement Learning in Robotics
10. K-Adaptability in Two-Stage Mixed-Integer Robust Optimization
    2017/06/21 by Subramanyam, Anirudh, Gounaris, Chrysanthos E., Wiesemann, Wolfram · 1 citation
    #FOS: Mathematics #Optimization and Control (math.OC)
11. A Planner-Trader Decomposition for Multi-Market Hydro Scheduling
    2021/03/04 by Schindler, Kilian, Rujeerapaiboon, Napat, Kuhn, Daniel +1 · 1 citation
    #90C15 #90C17 #90C90 #FOS: Mathematics #Optimization and Control (math.OC)
12. On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls
    2022/06/01 by Zhi Chen, Chen, Zhi, Daniel Kühn +3 · 1 citation
    Decision Sciences · #FOS: Mathematics #Optimization and Control (math.OC) #Risk and Portfolio Optimization
13. Streamlining Energy Transition Scenarios to Key Policy Decisions
    2023/11/11 by Baader, Florian Joseph, Moret, Stefano, Wiesemann, Wolfram +2 · 1 citation
    #FOS: Computer and information sciences #Machine Learning (cs.LG)
14. It's All in the Mix: Wasserstein Classification and Regression with Mixed Features
    2023/12/19 by Belbasi, Reza, Selvi, Aras, Wiesemann, Wolfram · 1 citation
    #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC)
15. Chebyshev Inequalities for Products of Random Variables
    2016/05/18 by Napat Rujeerapaiboon, Daniel Kühn, Rujeerapaiboon, Napat +3 · 1 citation
    Decision Sciences · #60E15 #90C22 #90C25 #FOS: Mathematics #Multi-Criteria Decision Making #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design #Probability (math.PR) #Risk and Portfolio Optimization