conftrace_

distributionally robust estimation

1 paper

Explore in graph

Co-occurring keywords · papers mentioning both

linear quadratic estimation (1) wasserstein ambiguity (1) linear quadratic system (1) martingale constraint (1) mean-squared estimation (1) distributionally robust optimization (1) kalman filter (1) wasserstein distance (1)

Papers

Wasserstein Distributionally Robust Linear-Quadratic Estimation under Martingale Constraints AISTATS 2023