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Distributionally Robust Optimization As a Scalable Framework to Characterize Extreme Value Distributions

Patrick Kendal Kuiper,Ali Hasan, Wenhao Yang,Jose Blanchet,Vahid Tarokh,Yuting Ng,Hoda Bidkhori

UAI 2024（2024）

Cited 0|Views5
Key words
extreme value theory,distributionally robust optimization,neural networks,generative models
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