Daniel Kühn
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
2017/01/01 by Peyman Mohajerin Esfahani, Daniel Kühn, Daniel Kuhn · 159 citations
Decision Sciences · Economics, Econometrics and Finance · Engineering · #Risk and Portfolio Optimization #Economic theories and models #Water resources management and optimization
- Data-driven Distributionally Robust Optimization Using the Wasserstein\n Metric: Performance Guarantees and Tractable Reformulations
2015/05/19 by Peyman Mohajerin Esfahani, Daniel Kühn, Esfahani, Peyman Mohajerin +1 · 69 citations
Decision Sciences · Economics, Econometrics and Finance · #Risk and Portfolio Optimization #Market Dynamics and Volatility
- Robust Markov Decision Processes
2012/11/15 by Wolfram Wiesemann, Daniel Kuhn, Daniel Kühn +2 · 41 citations
Computer Science · Decision Sciences · Mathematics · #Bayesian Modeling and Causal Inference #Fuzzy Systems and Optimization #Risk and Portfolio Optimization
- Distributionally robust joint chance constraints with second-order moment information
2011/11/09 by Steve Zymler, Daniel Kühn, Daniel Kuhn +2 · 27 citations
Decision Sciences · Engineering · Computer Science · #Risk and Portfolio Optimization #Water resources management and optimization #Optimization and Variational Analysis
- Wasserstein Distributionally Robust Optimization: Theory and\n Applications in Machine Learning
2019/08/23 by Daniel Kühn, Kuhn, Daniel, Peyman Mohajerin Esfahani +5 · 29 citations
Decision Sciences · Engineering · #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 #Sparse and Compressive Sensing Techniques
- A distributionally robust perspective on uncertainty quantification and chance constrained programming
2015/03/20 by Grani A. Hanasusanto, Vladimir Roitch, Daniel Kuhn +2 · 12 citations
Decision Sciences · Mathematics · #Risk and Portfolio Optimization #Probabilistic and Robust Engineering Design #Fuzzy Systems and Optimization
- Regularization via Mass Transportation
2017/10/27 by Soroosh Shafieezadeh-Abadeh, Shafieezadeh-Abadeh, Soroosh, Daniel Kühn +3 · 10 citations
Computer Science · Engineering · #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques
- Scenario Reduction Revisited: Fundamental Limits and Guarantees
2017/01/15 by Napat Rujeerapaiboon, Rujeerapaiboon, Napat, Kilian Schindler +5 · 6 citations
Decision Sciences · Engineering · #Probabilistic and Robust Engineering Design #Risk and Portfolio Optimization #Sparse and Compressive Sensing Techniques
- Stability Verification of Neural Network Controllers using Mixed-Integer Programming
2022/06/27 by Roland Schwan, Colin N. Jones, Schwan, Roland +3 · 6 citations
Engineering · #Advanced Control Systems Optimization #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Fault Detection and Control Systems #Fuel Cells and Related Materials #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering
- Semi-Discrete Optimal Transport: Hardness, Regularization and Numerical Solution
2021/03/10 by Bahar Taşkesen, Taskesen, Bahar, Soroosh Shafieezadeh-Abadeh +3 · 6 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
- On Linear Optimization over Wasserstein Balls
2020/04/15 by Man–Chung Yue, Daniel Kühn, Yue, Man-Chung +3 · 4 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
- A Unified Theory of Robust and Distributionally Robust Optimization via the Primal-Worst-Equals-Dual-Best Principle
2021/05/03 by Jianzhe Zhen, Zhen, Jianzhe, Daniel Kühn +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
- From Infinite to Finite Programs: Explicit Error Bounds with\n Applications to Approximate Dynamic Programming
2017/01/23 by Peyman Mohajerin Esfahani, Tobias Sutter, Esfahani, Peyman Mohajerin +5 · 3 citations
Computer Science · Decision Sciences · Economics, Econometrics and Finance · Mathematics · #90C34 #90C39 #93E20 #Economic theories and models #FOS: Electrical engineering #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Optimization and Variational Analysis #Risk and Portfolio Optimization #Systems and Control (eess.SY) #electronic engineering #information engineering
- Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization
2019/11/08 by Viet Anh Nguyen, Nguyen, Viet Anh, Soroosh Shafieezadeh-Abadeh +6 · 3 citations
Decision Sciences · Engineering · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Statistics Theory (math.ST)
- Context-enriched molecule representations improve few-shot drug discovery
2023/04/24 by Johannes Schimunek, Philipp Seidl, Schimunek, Johannes +11 · 5 citations
Computer Science · Materials Science · Biochemistry, Genetics and Molecular Biology · #Computational Drug Discovery Methods #Machine Learning in Materials Science #Protein Structure and Dynamics
- A Distributionally Robust Approach to Fair Classification
2020/07/18 by Bahar Taşkesen, Viet Anh Nguyen, Taskesen, Bahar +5 · 5 citations
Economics, Econometrics and Finance · #Health Systems, Economic Evaluations, Quality of Life
- Distributionally Robust Inverse Covariance Estimation: The Wasserstein\n Shrinkage Estimator
2018/05/18 by Viet Anh Nguyen, Nguyen, Viet Anh, Daniel Kühn +3 · 2 citations
Mathematics · #Advanced Statistical Methods and Models #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Point processes and geometric inequalities #Portfolio Management (q-fin.PM) #Statistical Methods and Bayesian Inference
- Optimistic Distributionally Robust Optimization for Nonparametric\n Likelihood Approximation
2019/10/23 by Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Nguyen, Viet Anh +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
- PIQP: A Proximal Interior-Point Quadratic Programming Solver
2023/04/01 by Roland Schwan, Yuning Jiang, Schwan, Roland +5 · 3 citations
Engineering · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Mathematical Programming #Spacecraft Dynamics and Control
- A Pareto Dominance Principle for Data-Driven Optimization
2020/10/13 by Tobias Sutter, Sutter, Tobias, Bart P. G. Van Parys +3 · 2 citations
Computer Science · Decision Sciences · #Advanced Statistical Process Monitoring #Distributed Sensor Networks and Detection Algorithms #FOS: Mathematics #Optimization and Control (math.OC) #Risk and Portfolio Optimization
- Distributionally Robust Optimization with Markovian Data
2021/06/12 by Li, Mengmeng, Tobias Sutter, Sutter, Tobias +2 · 2 citations
Computer Science · Decision Sciences · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Simulation Techniques and Applications #Stochastic Gradient Optimization Techniques
- Size Matters: Cardinality-Constrained Clustering and Outlier Detection\n via Conic Optimization
2017/05/22 by Napat Rujeerapaiboon, Rujeerapaiboon, Napat, Kilian Schindler +5 · 1 citation
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)
- Data-Driven Chance Constrained Programs over Wasserstein Balls
2018/09/01 by Zhi Chen, Daniel Kühn, Chen, Zhi +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Health Systems, Economic Evaluations, Quality of Life #Optimization and Control (math.OC) #Risk and Portfolio Optimization
- Calculating Optimistic Likelihoods Using (Geodesically) Convex Optimization
2019/10/17 by Viêt Anh Nguyên, Soroosh Shafieezadeh-Abadeh, Nguyen, Viet Anh +7 · 2 citations
Mathematics · Computer Science · #Advanced Statistical Methods and Models #Anomaly Detection Techniques and Applications #Face and Expression Recognition
- 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
- 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
- Chebyshev Inequalities for Products of Random Variables
2016/05/18 by Napat Rujeerapaiboon, Rujeerapaiboon, Napat, Daniel Kühn +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