Optimal Uncertainty Size in Distributionally Robust Inverse Covariance Estimation

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Viet Anh Nguyen, Daniel Kuhn, and Peyman Mohajerin Esfahani · 2018

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Supplementary material to the paper ”Optimal Uncertainty Size in Distributionally Robust Inverse Covariance Estimation”

Jose Blanchet and Nian Si · 2019

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