DRO-RoBAS centers MMD-based ambiguity sets on an NPL-MMD robust posterior predictive, obtains an RKHS dual formulation, and provides high-probability tolerance guarantees for containing the data-generating process.
Parametric distributionally robust optimisation models for resource and inventory planning problems
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Decision Making under Model Misspecification: DRO with Robust Bayesian Ambiguity Sets
DRO-RoBAS centers MMD-based ambiguity sets on an NPL-MMD robust posterior predictive, obtains an RKHS dual formulation, and provides high-probability tolerance guarantees for containing the data-generating process.