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08/09/2023
On a variance dependent Dvoretzky-Kiefer-Wolfowitz inequality
Let X be a real-valued random variable with distribution function F. Set...
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09/15/2022
Structure preservation via the Wasserstein distance
We show that under minimal assumptions on a random vector X∈ℝ^d, and wit...
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01/19/2021
On Monte-Carlo methods in convex stochastic optimization
We develop a novel procedure for estimating the optimizer of general con...
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06/22/2020
Robust uncertainty sensitivity analysis
We consider sensitivity of a generic stochastic optimization problem to ...
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02/17/2020