José Blanchet
- Optimal Transport Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes
2018/10/04 by José Blanchet, Blanchet, Jose, Karthyek Murthy +3 · 11 citations
Decision Sciences · Computer Science · Mathematics · #Risk and Portfolio Optimization #Optimization and Variational Analysis #Fuzzy Systems and Optimization
- Machine Learning For Elliptic PDEs: Fast Rate Generalization Bound, Neural Scaling Law and Minimax Optimality
2021/10/13 by Yiping Lu, Haoxuan Chen, Lu, Yiping +7 · 5 citations
Engineering · Physics and Astronomy · #Advanced Numerical Methods in Computational Mathematics #Computational Physics (physics.comp-ph) #FOS: Computer and information sciences #FOS: Mathematics #FOS: Physical sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Model Reduction and Neural Networks #Numerical Analysis (math.NA) #Numerical methods in engineering #Statistics Theory (math.ST)
- A Finite Sample Complexity Bound for Distributionally Robust Q-learning
2023/02/26 by Shengbo Wang, Wang, Shengbo, Nian Si +5 · 6 citations
Computer Science · Mathematics · #Distributed Sensor Networks and Detection Algorithms #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Reinforcement Learning in Robotics #Statistical Methods and Inference
- Sample Complexity of Variance-reduced Distributionally Robust Q-learning
2023/05/28 by Shengbo Wang, Wang, Shengbo, Nian Si +5 · 6 citations
Computer Science · #Reinforcement Learning in Robotics
- Distributionally Robust Batch Contextual Bandits
2020/06/10 by Nian Si, Si, Nian, Fan Zhang +5 · 4 citations
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Machine Learning in Healthcare #Optimization and Control (math.OC) #Statistics Theory (math.ST)
- Sequential Batch Learning in Finite-Action Linear Contextual Bandits
2020/04/14 by Yanjun Han, Han, Yanjun, Zhengqing Zhou +9 · 4 citations
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #Information Theory (cs.IT) #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Optimization and Search Problems
- A Distributionally Robust Approach to Fair Classification
2020/07/18 by Bahar Taşkesen, Taskesen, Bahar, Viet Anh Nguyen +5 · 5 citations
Economics, Econometrics and Finance · #Health Systems, Economic Evaluations, Quality of Life
- Distributionally Robust Reinforcement Learning with Interactive Data Collection: Fundamental Hardness and Near-Optimal Algorithms
2024/04/04 by Miao Lü, Han Zhong, Lu, Miao +5 · 6 citations
Business, Management and Accounting · Computer Science · Engineering · #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Reinforcement Learning in Robotics #Smart Parking Systems Research #Supply Chain and Inventory Management
- Continuous-time Modeling of Bid-Ask Spread and Price Dynamics in Limit\n Order Books
2013/10/03 by José Blanchet, Blanchet, Jose, Xinyun Chen +1 · 3 citations
Business, Management and Accounting · #Consumer Market Behavior and Pricing
- Statistical Analysis of Wasserstein Distributionally Robust Estimators
2021/08/04 by José Blanchet, Karthyek Murthy, Blanchet, Jose +3 · 3 citations
Decision Sciences · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design #Risk and Portfolio Optimization #Statistics Theory (math.ST)
- Confidence Regions in Wasserstein Distributionally Robust Estimation
2019/06/04 by José Blanchet, Blanchet, Jose, Karthyek Murthy +3 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Health Systems, Economic Evaluations, Quality of Life #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Statistical Methods and Inference #Statistics Theory (math.ST)
- Robustifying Conditional Portfolio Decisions via Optimal Transport
2021/03/30 by Viet Anh Nguyen, Fan Zhang, Nguyen, Viet Anh +8 · 3 citations
Decision Sciences · Economics, Econometrics and Finance · #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (stat.ML) #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Risk and Portfolio Optimization
- On the Foundation of Distributionally Robust Reinforcement Learning
2023/11/15 by Shengbo Wang, Wang, Shengbo, Nian Si +5 · 4 citations
Computer Science · #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Reinforcement Learning in Robotics #Systems and Control (eess.SY) #electronic engineering #information engineering
- Sobolev Acceleration and Statistical Optimality for Learning Elliptic Equations via Gradient Descent
2022/05/15 by Yiping Lu, Lu, Yiping, José Blanchet +3 · 2 citations
Mathematics · Medicine · Physics and Astronomy · #Computational Physics (physics.comp-ph) #FOS: Computer and information sciences #FOS: Mathematics #FOS: Physical sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Model Reduction and Neural Networks #Numerical Analysis (math.NA) #Radiomics and Machine Learning in Medical Imaging #Statistical Methods and Inference #Statistics Theory (math.ST)
- FutureX: An Advanced Live Benchmark for LLM Agents in Future Prediction
2025/08/16 by Zhiyuan Zeng, Zeng, Zhiyuan, Jiashuo Liu +53 · 10 citations
Computer Science · Decision Sciences · #Artificial Intelligence (cs.AI) #Blockchain Technology Applications and Security #Data Stream Mining Techniques #FOS: Computer and information sciences #Machine Learning (cs.LG) #Scientific Computing and Data Management
- No Weighted-Regret Learning in Adversarial Bandits with Delays
2021/03/08 by Ilai Bistritz, Zhengyuan Zhou, Bistritz, Ilai +7 · 2 citations
Decision Sciences · Computer Science · #Advanced Bandit Algorithms Research #Machine Learning and Algorithms #Auction Theory and Applications
- A Convergent Single-Loop Algorithm for Relaxation of Gromov-Wasserstein in Graph Data
2023/03/12 by Jiajin Li, Li, Jiajin, Jianheng Tang +11 · 2 citations
Computer Science · Medicine · #Advanced Neuroimaging Techniques and Applications #Computational Geometry (cs.CG) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Medical Imaging Techniques and Applications #Optimization and Control (math.OC) #Topological and Geometric Data Analysis
- Single-Trajectory Distributionally Robust Reinforcement Learning
2023/01/27 by Zhipeng Liang, Liang, Zhipeng, Xiaoteng Ma +7 · 2 citations
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #Artificial Intelligence (cs.AI) #Distributed Sensor Networks and Detection Algorithms #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Reinforcement Learning in Robotics
- Efficient Scenario Generation for Heavy-tailed Chance Constrained Optimization
2020/02/06 by José Blanchet, Fan Zhang, Blanchet, Jose +3 · 1 citation
Computer Science · Decision Sciences · Mathematics · #Bayesian Modeling and Causal Inference #FOS: Mathematics #Fuzzy Systems and Optimization #Optimization and Control (math.OC) #Probability (math.PR) #Risk and Portfolio Optimization
- Sequential Domain Adaptation by Synthesizing Distributionally Robust\n Experts
2021/06/01 by Bahar Taşkesen, Taskesen, Bahar, Man Chung Yue +8 · 1 citation
Biochemistry, Genetics and Molecular Biology · Computer Science · Engineering · #Cancer-related molecular mechanisms research #Domain Adaptation and Few-Shot Learning #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Water Systems and Optimization
- An Efficient High-Dimensional Gradient Estimator for Stochastic Differential Equations
2024/07/14 by Shengbo Wang, José Blanchet, Wang, Shengbo +3 · 2 citations
Computer Science · Mathematics · #Matrix Theory and Algorithms #Neural Networks and Applications #Numerical methods in inverse problems
- Synthetic Principal Component Design: Fast Covariate Balancing with Synthetic Controls
2022/11/28 by Yiping Lu, Lu, Yiping, Jiajin Li +5 · 1 citation
Mathematics · #Statistical Methods and Inference #Advanced Causal Inference Techniques #Statistical Methods in Clinical Trials
- Double Distributionally Robust Bid Shading for First Price Auctions
2024/10/18 by Yanlin Qu, Qu, Yanlin, Yan Chen +10 · 2 citations
Business, Management and Accounting · Decision Sciences · Economics, Econometrics and Finance · #Auction Theory and Applications #Computer Science and Game Theory (cs.GT) #Consumer Market Behavior and Pricing #FOS: Computer and information sciences #FOS: Mathematics #Merger and Competition Analysis #Optimization and Control (math.OC)
- Neural Network Accelerated Process Design of Polycrystalline Microstructures
2023/04/11 by Junrong Lin, Mahmudul Hasan, Lin, Junrong +7 · 1 citation
Engineering · Materials Science · #Computational Engineering #FOS: Computer and information sciences #FOS: Physical sciences #Finance #Machine Learning (cs.LG) #Machine Learning in Materials Science #Materials Science (cond-mat.mtrl-sci) #Metal Forming Simulation Techniques #Metallurgy and Material Forming #and Science (cs.CE)
- Unifying Distributionally Robust Optimization via Optimal Transport Theory
2023/08/10 by José Blanchet, Daniel Kühn, Blanchet, Jose +5 · 1 citation
Decision Sciences · Energy · #Probabilistic and Robust Engineering Design #Energy, Environment, and Transportation Policies #Risk and Portfolio Optimization
- Optimal Sample Complexity for Average Reward Markov Decision Processes
2023/10/13 by Shengbo Wang, Wang, Shengbo, José Blanchet +3 · 1 citation
Computer Science · #Bayesian Modeling and Causal Inference #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)
- Tightness Analysis of First Passage Times of d-Dimensional Branching Random Walk
2024/10/03 by José Blanchet, Blanchet, Jose, Zhenyuan Zhang +1 · 1 citation
Mathematics · #FOS: Mathematics #Probability (math.PR) #Stochastic processes and statistical mechanics
- Deep Learning for Computing Convergence Rates of Markov Chains
2024/05/30 by Yanlin Qu, Qu, Yanlin, José Blanchet +3 · 2 citations
Computer Science · #Neural Networks and Applications
- Small Sample Behavior of Wasserstein Projections, Connections to Empirical Likelihood, and Other Applications
2024/08/21 by Sirui Lin, José Blanchet, Lin, Sirui +5 · 1 citation
Medicine · #Advanced Neuroimaging Techniques and Applications #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
- Optimal Downsampling for Imbalanced Classification with Generalized Linear Models
2024/10/11 by Yan Chen, José Blanchet, Chen, Yan +7 · 1 citation
Computer Science · Decision Sciences · Health Professions · #FOS: Computer and information sciences #Forecasting Techniques and Applications #Imbalanced Data Classification Techniques #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Medical Coding and Health Information
- Tightening Causal Bounds via Covariate-Aware Optimal Transport
2025/02/03 by Sirui Lin, Zijun Gao, Lin, Sirui +5 · 1 citation
Computer Science · Engineering · #Adversarial Robustness in Machine Learning #FOS: Computer and information sciences #Fault Detection and Control Systems #Machine Learning and Algorithms #Methodology (stat.ME)