Distributionally Robust Optimization with Confidence Bands for Probability Density Functions.
Xi ChenQihang LinGuanglin XuPublished in: INFORMS J. Optim. (2022)
Keyphrases
- robust optimization
- probability density function
- mathematical programming
- stochastic programming
- density function
- probability distribution
- gaussian mixture model
- semidefinite programming
- mixture model
- bayesian framework
- lot sizing
- expectation maximization
- distance function
- posterior probability
- em algorithm
- decision theory
- machine learning
- statistical analysis
- linear programming
- probabilistic model
- pairwise
- association rules
- image processing