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"Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein ..."
Viet Anh Nguyen et al. (2023)
- Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Daniel Kuhn, Peyman Mohajerin Esfahani:
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization. Math. Oper. Res. 48(1): 1-37 (2023)
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