Distributionally robust stochastic programs with side information based on trimmings

A Esteban-Pérez, JM Morales - Mathematical Programming, 2022 - Springer
We consider stochastic programs conditional on some covariate information, where the only
knowledge of the possible relationship between the uncertain parameters and the …

Uniqueness and approximate computation of optimal incomplete transportation plans

PC Álvarez-Esteban, E del Barrio… - Annales de l'IHP …, 2011 - numdam.org
Uniqueness and approximate computation of optimal incomplete transportation plans Page 1
www.imstat.org/aihp Annales de l’Institut Henri Poincaré - Probabilités et Statistiques 2011 …

Similarity of samples and trimming

PC Alvarez-Esteban, E Del Barrio, JA Cuesta-Albertos… - 2012 - projecteuclid.org
We say that two probabilities are similar at level α if they are contaminated versions (up to an
α fraction) of the same common probability. We show how this model is related to minimal …

[HTML][HTML] Control charts based on parameter depths

I Cascos, M Lopez-Diaz - Applied Mathematical Modelling, 2018 - Elsevier
Control charts are designed to monitor on-going production processes by tracking
subsequent samples of the production using some statistic of a quality characteristic. We …

Theory and applications of Distributionally Robust Optimization with side data

A Esteban-Pérez - 2022 - riuma.uma.es
Nowadays, a large amount of varied data is being generated which, when made available to
the decision maker, constitutes a valuable resource in optimization problems. These data …

[HTML][HTML] Trimmed regions induced by parameters of a probability

I Cascos, M López-Díaz - Journal of Multivariate Analysis, 2012 - Elsevier
Consider any kind of parameter for a probability distribution and a fixed distribution. We
study the subsets of the parameter space constituted by all the parameters of the …

[PDF][PDF] Robuste Schätzung im Falle großer Ausreißerpopulationen.

J Wachter - netlibrary.aau.at
Robuste Schätzung im Falle großer Ausreißerpopulationen. Page 1 © Alpen-Adria-Universität
Klagenfurttemplate_title_page_thesis.docx (External Design of University Publications …

[PDF][PDF] Similarity of probability measures through trimming

PC Alvarez-Esteban, E del Barrio… - Preprint, 2008 - personales.unican.es
Similarity of probability measures is considered in the multivariate setting through a distance
between trimmed probabilities. The Wasserstein distance will be our choice, considering the …