Daniel Kuhn, Video: Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator

Daniel Kuhn, Video: Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator

Daniel Kuhn, Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator, Models and Algorithms for Sequential Decision Problems under Uncertainty, BIRS, BIRS talk, 19w5231, math, mathematics, video

Banff International Research Station

Banff International Research Station

presentation

mpeg4

147M

http://www.birs.ca/events/2019/5-day-workshops/19w5231/videos

http://www.birs.ca/events/2019/5-day-workshops/19w5231/videos/watch/201901150904-Kuhn.html