Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization

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Authors: Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Daniel Kuhn, Peyman Mohajerin Esfahani

Journal title: Mathemtics of Operations Research

Journal publisher: INFORMS

Published year: 2022

DOI identifier: 10.1287/moor.2021.1176

ISSN: 1526-5471